Bank Markups, Horizontalism and the Significance of Banks's Liquidity Preference: An Empirical Assessment
The purpose of this paper is to assess whether the widely-held markup theory of interest rate determination, first put forth by Rousseas in the mid-1980s, is sufficiently robust empirically or whether one aspect of Keynesian liquidity preference theory, that which emphasizes the role of banks's liquidity preference, is significant in determining bank markups. This is done by studying Canadian observations of the interest rate structure and the latter's relation to indicators of bank liquidity.
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