Is central bank news good news for loan interest rates volatility?

C-Tier
Journal: Economics Letters
Year: 2023
Volume: 233
Issue: C

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

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

Abstract

We develop a theoretical framework revealing a negative relationship between the volatility of loan interest rates and central bank transparency. Empirical analysis of G-7 economies supports this theoretical prediction. Additionally, this relationship is strengthening under tight macroprudential regulations.

Technical Details

RePEc Handle
repec:eee:ecolet:v:233:y:2023:i:c:s0165176523004378
Journal Field
General
Author Count
3
Added to Database
2026-01-25