About: How Related are Interbank and Lending Interest Rates? Evidence on Selected European Union Countries

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	This paper investigates the nature of the causal relationships among interbank market interest rates and corporate loans interest rates in four countries from the euro area (Austria, Belgium, France and Italy), and in the Czech Republic. The paper also estimates a development of bank credit margin in banking industries of these countries in period from January 2004 to March 2010. Using Johansen cointegration and Granger causality tests on monthly data we investigate long-term as well as short-term causalities between the interest rates. The results suggest that interest rate relationships differ in all selected countries, and also that foreign majority owners of the Czech banks could affect interest rate policy of the subsidiaries to offset losses realized by the parent banks. This paper investigates the nature of the causal relationships among interbank market interest rates and corporate loans interest rates in four countries from the euro area (Austria, Belgium, France and Italy), and in the Czech Republic. The paper also estimates a development of bank credit margin in banking industries of these countries in period from January 2004 to March 2010. Using Johansen cointegration and Granger causality tests on monthly data we investigate long-term as well as short-term causalities between the interest rates. The results suggest that interest rate relationships differ in all selected countries, and also that foreign majority owners of the Czech banks could affect interest rate policy of the subsidiaries to offset losses realized by the parent banks. (en)
Title	How Related are Interbank and Lending Interest Rates? Evidence on Selected European Union Countries How Related are Interbank and Lending Interest Rates? Evidence on Selected European Union Countries (en)
skos:prefLabel	How Related are Interbank and Lending Interest Rates? Evidence on Selected European Union Countries How Related are Interbank and Lending Interest Rates? Evidence on Selected European Union Countries (en)
skos:notation	RIV/47813059:19520/10:#0000553!RIV11-GA0-19520___
http://linked.open...avai/riv/aktivita	I P
http://linked.open...avai/riv/aktivity	I, P(GA402/08/0067)
http://linked.open...iv/cisloPeriodika	3-4
http://linked.open...vai/riv/dodaniDat	2011
http://linked.open...aciTvurceVysledku	Heryán, Tomáš Stavárek, Daniel
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Slezská univerzita v Opavě / Obchodně podnikatelská fakulta v Karviné
http://linked.open...dnocenehoVysledku	262181
http://linked.open...ai/riv/idVysledku	RIV/47813059:19520/10:#0000553
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Cointegration, Granger Causality, Interbank Interest Rates, Lending Interest Rates, European Union (en)
http://linked.open.../riv/klicoveSlovo	European Union Interbank Interest Rates Lending Interest Rates Cointegration Granger Causality
http://linked.open...odStatuVydavatele	CZ - Česká republika
http://linked.open...ontrolniKodProRIV	[B7155967B2AA]
http://linked.open...i/riv/nazevZdroje	European Financial and Accounting Journal
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Financial Integration of the EU New Member States with Eurozone
http://linked.open...UplatneniVysledku	2010
http://linked.open...v/svazekPeriodika	5
http://linked.open...iv/tvurceVysledku	Heryán, Tomáš Stavárek, Daniel
issn	1802-2197
number of pages	15 (xsd:int)
http://localhost/t...ganizacniJednotka	19520

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