IDEAS home Printed from
   My bibliography  Save this article

Structure-pricing linkages among singlemarket banks, controlling for credit quality


  • Sherrill Shaffer
  • Soumya Srinivasan


Structure-pricing linkages are estimated for single-market banks, to measure structure and pricing more accurately. Loan loss ratios are controlled for predicted to be important by information-theoretic models of lending. A strong structure-pricing linkage is found.

Suggested Citation

  • Sherrill Shaffer & Soumya Srinivasan, 2002. "Structure-pricing linkages among singlemarket banks, controlling for credit quality," Applied Economics Letters, Taylor & Francis Journals, vol. 9(10), pages 653-656.
  • Handle: RePEc:taf:apeclt:v:9:y:2002:i:10:p:653-656
    DOI: 10.1080/13504850110115159

    Download full text from publisher

    File URL:
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    1. Leonard I. Nakamura, 1993. "Loan screening within and outside of customer relationships," Working Papers 93-15, Federal Reserve Bank of Philadelphia, revised 1993.
    Full references (including those not matched with items on IDEAS)


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. Kazumine Kondo & David McMillan, 2015. "Cross-prefecture expansion of regional banks in Japan and its effects on lending-based income," Cogent Economics & Finance, Taylor & Francis Journals, vol. 3(1), pages 1017947-101, December.
    2. Kondo, Kazumine, 2014. "Cross-Prefecture Expansion of Regional Banks in Japan and Its Effects on Lending-Based Income," MPRA Paper 52978, University Library of Munich, Germany.

    More about this item


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:apeclt:v:9:y:2002:i:10:p:653-656. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Chris Longhurst). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.