The interest in marketing margins and price transmission has recently gained remarkable
momentum and the amount of studies on this subject is rapidly growing. There is a myriad of …

The hypothesis that bank lending rates adjust differently to rising versus declining market
rates is empirically examined. This study applies threshold autoregressive and momentum …

This study examines the long-run interest rate pass through of the federal funds rate to the
prime rate and whether there is asymmetric adjustment in the prime rate using the Enders …

This study extends the recent work on interest rate pass through from the federal funds rate
to mortgage rates. The Enders–Siklos momentum threshold autoregressive (MTAR) model is …

This study examines the effect of monetary policy rate (MPR) on market interest rates in
Nigeria. For parsimony, we develop two indexes called the short-term interest rate (SINT) …

The empirical literature on interest rate transmission presents diverse and sometimes
conflicting estimates. By discussing methodological and specification-related issues, the …

After adopting new monetary policy framework at the end of 2010, the Central Bank of the
Republic of Turkey (CBRT) started actively using both multiple short-term policy rates and …

This study carries out an examination of the potential non-linear cointegration between the
lending and deposit rates of eight Eastern European countries using the non-parametric …

The goal of this study is to identify whether bank profitability in the Greek banking system is
affected by business cycle conditions through the methodology of panel multiple-threshold …

The interest rate channel is the primary and most important mechanism for policymakers.
Knowledge of the pass-through of interest rates has allowed policymakers to draw …