Banking market integration in the SADC countries: evidence from interest rate analyses

C-Tier
Journal: Applied Economics
Year: 2012
Volume: 44
Issue: 29
Pages: 3857-3876

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This study investigates the state, development and drivers of banking market integration in the member countries of the Southern African Development Community (SADC). A Principal Component Analysis (PCA) of national retail interest rates indicates increasing integration in loan and deposit markets. These integration processes are not developing uniformly and we can identify a convergence club. When investigating the interest rate pass-through from central bank onto retail rates for this convergence club, we find both, genuine and monetary-integration driven processes though the latter dominate. We thus conclude that a selective expansion of the Common Monetary Area (CMA) is possible.

Technical Details

RePEc Handle
repec:taf:applec:44:y:2012:i:29:p:3857-3876
Journal Field
General
Author Count
3
Added to Database
2026-01-24