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Statements

Subject Item
n2:RIV%2F47813059%3A19520%2F10%3A%230000553%21RIV11-GA0-19520___
rdf:type
skos:Concept n17:Vysledek
dcterms: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.
dcterms: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
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
skos:notation
RIV/47813059:19520/10:#0000553!RIV11-GA0-19520___
n3:aktivita
n6:P n6:I
n3:aktivity
I, P(GA402/08/0067)
n3:cisloPeriodika
3-4
n3:dodaniDat
n10:2011
n3:domaciTvurceVysledku
n7:9301623 n7:9874798
n3:druhVysledku
n18:J
n3:duvernostUdaju
n16:S
n3:entitaPredkladatele
n5:predkladatel
n3:idSjednocenehoVysledku
262181
n3:idVysledku
RIV/47813059:19520/10:#0000553
n3:jazykVysledku
n9:eng
n3:klicovaSlova
Cointegration, Granger Causality, Interbank Interest Rates, Lending Interest Rates, European Union
n3:klicoveSlovo
n4:Interbank%20Interest%20Rates n4:Cointegration n4:Lending%20Interest%20Rates n4:Granger%20Causality n4:European%20Union
n3:kodStatuVydavatele
CZ - Česká republika
n3:kontrolniKodProRIV
[B7155967B2AA]
n3:nazevZdroje
European Financial and Accounting Journal
n3:obor
n15:AH
n3:pocetDomacichTvurcuVysledku
2
n3:pocetTvurcuVysledku
2
n3:projekt
n14:GA402%2F08%2F0067
n3:rokUplatneniVysledku
n10:2010
n3:svazekPeriodika
5
n3:tvurceVysledku
Stavárek, Daniel Heryán, Tomáš
s:issn
1802-2197
s:numberOfPages
15
n12:organizacniJednotka
19520