Ball, L. and Mankiw, G.N. (1994) ‘Asymmetric price adjustment and economic fluctuations’, Economic Journal 104, 247-61.
- Baugnet, V., Collin, M., Dhyne, E. (2007) ‘Monetary policy and the adjustment of the Belgian private bank interest rates - an econometric analysis’, National Bank of Belgium Research Department.
Paper not yet in RePEc: Add citation now
Berbier de la Serre, A., Frappa, S., Montornes, J., and Murez, M. (2008) ‘Bank interest rates pass-through: new evidence from French panel data’, Banque de France mimeo.
Bernanke, B.S. and Kuttner, K. N. (2005) ’What else explains the stock market’s reaction to federal reserve policy?, Journal of Finance, 60, 1221-1257.
Bernoth, K. and von Hagen, J. (2004) ‘The Euribor futures market efficiency and the impact of ECB policy announcements’, International Finance, 7, 1-24.
- Bondt, G. de (2002) ‘Retail bank pass through : new evidence at the euro area level’, ECB Working Papers, No 136.
Paper not yet in RePEc: Add citation now
- Bondt, G. de (2005) ‘Interest rate pass through in the euro area’, German Economic Review, 6, 37-78.
Paper not yet in RePEc: Add citation now
Bondt, G. de, Mojon, B. and Valla, N. (2005) ‘Term structure and the sluggishness of retail bank interest rates in the euro area countries’, ECB Working Papers, No 518.
Borio, C.E.V. and Fritz, W. (1995) ‘The response of short-term bank lending rates to policy rates: a cross country perspective’, in BIS Financial Structure and Monetary Policy Transmission Mechanism, Basel, 106-53.
- Cochrane, J. Y. and Piazzesi, M. (2005) ‘Bond risk premia’, Amercian Economic Review, 95, 138-160.
Paper not yet in RePEc: Add citation now
Cotarelli, C. and Kourelis, A. (1994) ‘Financial structure, bank lending rates and the transmission of monetary policy’, IMF Staff Papers 41, 587-623.
De Graeve, F., De Jonghe, O. and R. Vander Vennet (2007) ‘Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets’, Journal of Banking and Finance, 31, 259-278.
Diebold, F.X. and Li, C. (2006) ‘Forecasting the term structure of government bond yields’, Journal of Econometrics, 130, 337-364 Diebold, F.X., Rudebusch, G.D. and Arouba, B. (2006) ‘The macroeconomy and the yield curve: A dynamic latent factor approach’, Journal of Econometrics, 131, 309-338.
Erhmann, M. and Worms, A. (2001), ‘Interbank lending and monetary policy transmission - evidence for Germany’, ECB Working Papers, No 73.
Erhmann, M., Gambacorta, L., Pag es J., Sevestre, P. and Worms,A. (2001) ‘Financial systems and the role of banks in monetary policy transmission in the euro area’, ECB Working Papers, No 105.
- Fuertes, A-M., Heffernan, S. and Kalotychou, E. (2008) ‘How do UK banks react to changing central bank rates?’, CASS Business School mimeo.
Paper not yet in RePEc: Add citation now
Gambacorta, L. (2008) ‘How do banks set interest rates?’, European Economic Review, 52, 792-819.
Gilchrist, S. and Zakrajsek, E. (2011) ‘Credit spreads and business cycle fluctuations’, forthcoming American Economic Review.
Gilchrist, S., Yankov, V. and Zakrajsek, E. (2009) ‘Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets’, Journal of Monetary Economics, 56, 471-493.
- Heffernan, S. (1997) ‘Modelling British interest rate adjustment: an error correction approach ’, Economica, 64, 211-231.
Paper not yet in RePEc: Add citation now
- Hofmann, B. and Mizen, P. D. (2004) ‘Interest rate pass through in the monetary transmission mechanism: UK banks’ and building societies’ retail rates’, Economica, 71, 99-125.
Paper not yet in RePEc: Add citation now
Kleimeier, S. and Sander, H. (2006) ‘Expected versus unexpected monetary policy impulses and interest rate pass through in euro-zone retail banking markets’, Journal of Banking and Finance, 30, 1839-70.
- Klein, M.A. (1971) ‘A theory of the banking ï¬rm’, Journal of Money, Credit, and Banking, 3, 205-218.
Paper not yet in RePEc: Add citation now
Kok-Sørensen, C. and Werner, T. (2006) ‘Bank interest rate pass through in the euro area’, ECB Working Papers, No 580.
- Kopecky, K.J. and Van Hoose, D. (2011) ‘Imperfect competition in bank retail markets, deposit and loan market dynamic, and incomplete pass through’, mimeo.
Paper not yet in RePEc: Add citation now
Krueger, J. T. and Kuttner, K.N. (1996) ‘The Fed funds rate as a predictor of the federal reserve policy’, Journal of Futures Markets, 16, 865-879.
Kuttner, K.N. (2001) ‘Monetary policy surprises and interest rates: evidence from the Fed funds futures market’, Journal of Monetary Economics, 47, 523-544.
Llewellyn, D. T. (2009) ‘Financial innovation and the economics of banking and the ï¬nancial system,in Anderloni, L., Llewellyn, D. T. and R. H. Schmidt (eds.), Financial Innovation and Retail and Corporate Banking, 1-40, Edward Elgar Publishing Limited.
- Miles, D. (2009) ‘Government and the ï¬nancial sector’, in Chote, R., Emmerson, C., Miles, D. and J. Shaw (eds.), IFS Green Budget, 151-166, The Institute for Fiscal Studies, London.
Paper not yet in RePEc: Add citation now
Mizen, P.D. (2008) ‘The Credit Crunch of 2007-2008: A Discussion of the Background, Market Reactions, and Policy Responses’ FRB St Louis Economic Review, September 2008, 531-568.
Mojon, B. (2000), ‘Financial structure and the interest rate channel of ECB monetary policy’, ECB Working Papers, No 40.
- Monti, M. (1971) ‘A theoretical model of bank behaviour and its implications for monetary policy’, L’Industria, 2, 165-191.
Paper not yet in RePEc: Add citation now
- Neumark, D. and Sharpe, S.A. (1992) ‘Market sructure and the nature of price rigidity: evidence from the market for consumer deposits’, Quarterly Journal of Economics, 107, 65780.
Paper not yet in RePEc: Add citation now
Piazzesi, M. and Swanson, E.T. (2008) ‘Futures prices as risk-adjusted forecasts of monetary policy’, Journal of Monetary Economics, 55, 677-91.
Rudebusch, G. (2002) ‘Term structure evidence oninterest rate smoothing and monetary policy inertia’, Journal of Monetary Economics, 49, 1161-1187.
Sander, H. and S. Kleimeier (2004) ‘Convergence in euro-zone retail banking? What interest rate pass-through tells us about monetary policy transmission, competition and integration’, Journal of International Money and Finance, 23, 461-492.
Weth, M. (2002) ‘The pass-through from market interest rates to bank lending rates in Germany’ Deutsche Bundesbank, Economic Research Centre Discussion Paper No. 11/02.
Worms, A. (2001) ‘The reaction of bank lending to monetary policy measures in Germany’, ECB Working Papers, No 96.