How do banks’ funding costs affect interest margins?
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- Duffy, David & Morley, Ciara, 2015. "Standard Variable Rate (SVR) Pass-Through in the Irish Mortgage Market: An Updated Assessment," Research Notes RN2015/2/3, Economic and Social Research Institute (ESRI).
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KeywordsInterest rates; NIBOR; Pass-through; Funding costs; Bank panel data; Dynamic factor model;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-11-14 (All new papers)
- NEP-BAN-2011-11-14 (Banking)
- NEP-CBA-2011-11-14 (Central Banking)
- NEP-MAC-2011-11-14 (Macroeconomics)
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