Sticky deposit rates
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2017.
"The Deposits Channel of Monetary Policy,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(4), pages 1819-1876.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2016. "The Deposits Channel of Monetary Policy," NBER Working Papers 22152, National Bureau of Economic Research, Inc.
- Kurlat, Pablo, 2019.
"Deposit spreads and the welfare cost of inflation,"
Journal of Monetary Economics, Elsevier, vol. 106(C), pages 78-93.
- Pablo Kurlat, 2018. "Deposit Spreads and the Welfare Cost of Inflation," NBER Working Papers 25385, National Bureau of Economic Research, Inc.
- Pablo Kurlat, 2019. "Deposit Spreads and the Welfare Cost of Inflation," 2019 Meeting Papers 211, Society for Economic Dynamics.
- Charles S. Morris & Kristen Regehr, 2014. "What explains low net interest income at community banks?," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 59-87.
- Prateek Sharma, 2024. "Loan loss provisions and the deposit rates yield curve at US banks," SN Business & Economics, Springer, vol. 4(8), pages 1-24, August.
- Paul, Pascal, 2023.
"Banks, maturity transformation, and monetary policy,"
Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Pascal Paul, 2020. "Banks, Maturity Transformation, and Monetary Policy," Working Paper Series 2020-07, Federal Reserve Bank of San Francisco.
- Hanson, Samuel G. & Malkhozov, Aytek & Venter, Gyuri, 2024. "Demand-and-supply imbalance risk and long-term swap spreads," Journal of Financial Economics, Elsevier, vol. 154(C).
- Acharya, Viral & Mora, Nada, 2011.
"Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis,"
CEPR Discussion Papers
8706, Centre for Economic Policy Research.
- Viral V. Acharya & Nada Mora, 2012. "Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis," NBER Working Papers 17838, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Nada Mora, 2011. "Are banks passive liquidity backstops? deposit rates and flows during the 2007-2009 crisis," Research Working Paper RWP 11-06, Federal Reserve Bank of Kansas City.
- Sebastian Di Tella & Pablo Kurlat, 2021.
"Why Are Banks Exposed to Monetary Policy?,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 13(4), pages 295-340, October.
- Di Tella, Sebastian & Kurlat, Pablo, 2017. "Why Are Banks Exposed to Monetary Policy?," Research Papers repec:ecl:stabus:3525, Stanford University, Graduate School of Business.
- Sebastian Di Tella & Pablo Kurlat, 2017. "Why are Banks Exposed to Monetary Policy?," NBER Working Papers 24076, National Bureau of Economic Research, Inc.
- Bassett, William F. & Chosak, Mary Beth & Driscoll, John C. & Zakrajšek, Egon, 2014.
"Changes in bank lending standards and the macroeconomy,"
Journal of Monetary Economics, Elsevier, vol. 62(C), pages 23-40.
- William F. Bassett & Mary Beth Chosak & John C. Driscoll & Egon Zakrajšek, 2012. "Changes in bank lending standards and the macroeconomy," Finance and Economics Discussion Series 2012-24, Board of Governors of the Federal Reserve System (U.S.).
- Granja, João & Paixão, Nuno, 2026. "Bank consolidation and uniform pricing," Journal of Financial Economics, Elsevier, vol. 176(C).
- Kirti, Divya, 2020.
"Why do bank-dependent firms bear interest-rate risk?,"
Journal of Financial Intermediation, Elsevier, vol. 41(C).
- Mr. Divya Kirti, 2017. "Why Do Bank-Dependent Firms Bear Interest-Rate Risk?," IMF Working Papers 2017/003, International Monetary Fund.
- Krishnamurthy, Arvind & Vissing-Jorgensen, Annette, 2015.
"The impact of Treasury supply on financial sector lending and stability,"
Journal of Financial Economics, Elsevier, vol. 118(3), pages 571-600.
- Arvind Krishnamurthy & Annette Vissing-Jorgensen, 2013. "The Impact of Treasury Supply on Financial Sector Lending and Stability," NBER Chapters, in: New Perspectives on Corporate Capital Structure, National Bureau of Economic Research, Inc.
- Krishnamurthy, Arvind & Vissing-Jorgensen, Annette, 2015. "The Impact of Treasury Supply on Financial Sector Lending and Stability," Research Papers 3276, Stanford University, Graduate School of Business.
- Krishnamurthy, Arvind & Vissing-Jørgensen, Annette, 2015. "The Impact of Treasury Supply on Financial Sector Lending and Stability," CEPR Discussion Papers 10717, Centre for Economic Policy Research.
- Arvind KRISHNAMURTHY & Annette VISSING-JORGENSEN, 2015. "The Impact of Treasury Supply on Financial Sector Lending and Stability," Swiss Finance Institute Research Paper Series 15-46, Swiss Finance Institute.
- Glenn Boyle & Roger Stover & Amrit Tiwana & Oleksandr Zhylyevskyy, 2016. "“Honey, the Bank Might Go Bust”: The Response of Finance Professionals to a Banking System Shock," Working Papers in Economics 16/28, University of Canterbury, Department of Economics and Finance.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2018.
"A Model of Monetary Policy and Risk Premia,"
Journal of Finance, American Finance Association, vol. 73(1), pages 317-373, February.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2014. "A Model of Monetary Policy and Risk Premia," NBER Working Papers 20141, National Bureau of Economic Research, Inc.
- Ruth A. Judson & Bernd Schlusche & Vivian Wong, 2014. "Demand for M2 at the Zero Lower Bound: The Recent U.S. Experience," Finance and Economics Discussion Series 2014-22, Board of Governors of the Federal Reserve System (U.S.).
- Gerlach, Jeffrey R. & Mora, Nada & Uysal, Pinar, 2018. "Bank funding costs in a rising interest rate environment," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 164-186.
- Vladimir Yankov, 2014. "In Search of a Risk-free Asset," Finance and Economics Discussion Series 2014-108, Board of Governors of the Federal Reserve System (U.S.).
- Dias, Daniel A. & Scott, Sophia C., 2026. "Do banks’ funding costs respond symmetrically to policy rate increases and decreases?," Economics Letters, Elsevier, vol. 259(C).
- Prateek Sharma, 2026. "Bank branch proximity and deposit rate dynamics," SN Business & Economics, Springer, vol. 6(1), pages 1-22, January.
- Paul D. Adams & Stefan Hunt & Christopher Palmer & Redis Zaliauskas, 2019. "Testing the Effectiveness of Consumer Financial Disclosure: Experimental Evidence from Savings Accounts," NBER Working Papers 25718, National Bureau of Economic Research, Inc.
- Popiel Michal Ksawery, 2017.
"Interest rate pass-through: a nonlinear vector error-correction approach,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(5), pages 1-20, December.
- Popiel, Michal, 2016. "Interest rate pass-through: a nonlinear vector error-correction approach," Queen's Economics Department Working Papers 274678, Queen's University - Department of Economics.
- Michal Ksawery Popiel, 2016. "Interest Rate Pass-through: A Nonlinear Vector Error-correction Approach," Working Paper 1352, Economics Department, Queen's University.
- Birchwood, Anthony & Brei, Michael & Noel, Dorian M., 2017.
"Interest margins and bank regulation in Central America and the Caribbean,"
Journal of Banking & Finance, Elsevier, vol. 85(C), pages 56-68.
- Anthony Birchwood & Michael Brei & Dorian Noel, 2016. "Interest margins and bank regulation in Central America and the Caribbean," EconomiX Working Papers 2016-33, University of Paris Nanterre, EconomiX.
- Nada Mora, 2014. "The weakened transmission of monetary policy to consumer loan rates," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 1-26.
- Matthew Schaffer & Nimrod Segev, 2022. "The deposits channel revisited," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 450-458, March.
- Giulio Cornelli & Leonardo Gambacorta & Boris Hofmann & Michael Brei, 2026. "The digitalisation of banking and social media: implications for deposit pricing," BIS Working Papers 1357, Bank for International Settlements.
- Stefan Nagel, 2016.
"The Liquidity Premium of Near-Money Assets,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 131(4), pages 1927-1971.
- Stefan Nagel, 2014. "The Liquidity Premium of Near-Money Assets," NBER Working Papers 20265, National Bureau of Economic Research, Inc.
Printed from https://ideas.repec.org/r/fip/fedgfe/2013-80.html