The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
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- Avouyi-Dovi, S. & Horny, G. & Sevestre, P., 2017. "The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises," Journal of Banking & Finance, Elsevier, vol. 79(C), pages 74-94.
- S. Avouyi-Dovi & G. Horny & P. Sevestre, 2015. "The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises," Working papers 547, Banque de France.
- Sanvi Avouyi-Dovi & Guillaume Horny & Patrick Sevestre, 2017. "The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises," Working Papers hal-01511667, HAL.
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Cited by:
- Avouyi-Dovi, S. & Lecat, R. & O’Donnell, C. & Bureau, B. & Villetelle, J-P., 2016.
"Are insolvent firms being kept afloat by excessively low interest rates?,"
Rue de la Banque,
Banque de France, issue 29, september.
- Sanvi Avouyi-Dovi & Rémy Lecat & Charles W O'Donnell & Benjamin Bureau & Jean-Pierre Villetelle, 2016. "Are insolvent firms being kept afloat by excessively low interest rates?," Post-Print hal-01634193, HAL.
- David Byrne & Robert Kelly, 2019.
"Bank asset quality & monetary policy pass-through,"
Applied Economics,
Taylor & Francis Journals, vol. 51(23), pages 2501-2521, May.
- Byrne, David & Kelly, Robert, 2017. "Bank Asset Quality & Monetary Policy Pass-Through," Research Technical Papers 11/RT/17, Central Bank of Ireland.
- repec:eee:finsta:v:36:y:2018:i:c:p:12-21 is not listed on IDEAS
- Kelly, Robert & Byrne, David, 2019. "Bank asset quality and monetary policy pass-through," ESRB Working Paper Series 98, European Systemic Risk Board.
- repec:eee:jbfina:v:96:y:2018:i:c:p:277-291 is not listed on IDEAS
- repec:rbp:esteco:ree-33-01 is not listed on IDEAS
More about this item
Keywords
Bank interest rates; Error-correction model; Structural breaks; Stochastic volatility; Bayesian econometrics;JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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