Interest rate pass-through in the Euro area during the financial crisis: A multivariate regime-switching approach

Author:

Aristei David,Gallo Manuela

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference61 articles.

1. The effectiveness of monetary policy in steering money market rates during the recent financial crisis, European Central Bank, working paper series no. 1328;Abbassi,2011

2. An empirical analysis of national differences in the retail bank interest rates of the euro area, Temi di discussione del Servizio Studi Banca d’Italia, no. 589;Affinito,2006

3. The response of retail interest rates to factor forecasts of money market rates in major European economies. COMISEF working papers series WPS-025 27/01/2010;Banerjee,2010

4. EURIBOR futures market: Efficiency and the impact of ECB policy announcements;Bernoth;International Finance,2004

5. Bank interest rate pass-through in the Eurozone: Monetary policy transmission during the boom and since the financial crash;Blot,2011

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