How do banks set interest rates?

B-Tier
Journal: European Economic Review
Year: 2008
Volume: 52
Issue: 5
Pages: 792-819

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

This paper studies cross-sectional differences in banks interest rates. It adds to the literature in two ways. First, it analyzes systematically the micro and macroeconomic factors that influence the price-setting behaviour of banks. Second, by using banks' prices (rather than quantities) it provides an alternative way of disentangling loan supply from loan demand shift in the "bank lending channel" literature. The results suggest that heterogeneity in the banking rates pass-through - depending on liquidity, capitalization and relationship lending - exists only in the short run.

Technical Details

RePEc Handle
repec:eee:eecrev:v:52:y:2008:i:5:p:792-819
Journal Field
General
Author Count
1
Added to Database
2026-01-25