Interest rate convergence across maturities: Evidence from bank data in an emerging market economy

Holmes Mark J.; Maria Iregui Ana; Otero Jesus

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Interest rate convergence across maturities: Evidence from bank data in an emerging market economy

机译：在新兴市场经济中的银行数据的利率融合：来自银行数据的证据

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Against a background of financial liberalisation reforms, we assess the extent of market integration and competition in Colombian retail deposits and loans markets. We employ a dataset comprising bank-level interest rate data for different financial products across a range of banks. We utilise and further develop the Phillips and Sul convergence club approach by estimating the drivers of club formation. We find integration of the deposits market, but not loans where portfolio riskiness and loan maturity explain why there is not a fully integrated market. Also, the degree of loan market convergence responds asymmetrically to changes in monetary policy.

机译：在金融自由化改革的背景下，我们评估哥伦比亚零售存款和贷款市场的市场一体化和竞争的程度。我们采用了一个数据集，包括银行跨越各种银行的银行级利率数据。我们利用并进一步通过估计俱乐部形成的驱动程序来开发菲利普斯和SUL Grentgence Club方法。我们发现存款市场的整合，但在投资组合风险和贷款到期日解释了为什么没有完全综合的市场。此外，贷款市场融合程度对货币政策的变化不对称。

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来源
《The North American journal of economics and finance》 |2019年第7期|57-70|共14页
作者
Holmes Mark J.; Maria Iregui Ana; Otero Jesus;
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作者单位

Univ Waikato Waikato Management Sch Hamilton New Zealand;

Unidad Invest Banco De La Republica Colombia;

Univ Rosario Fac Econ Rosario Santa Fe Argentina;

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原文格式 PDF
正文语种 eng
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关键词
Convergence clubs; Interest rates; Maturity; Colombia;

机译：收敛俱乐部;利率;成熟;哥伦比亚;

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专利

1. Interest rate convergence across maturities: Evidence from bank data in an emerging market economy [J] . Holmes Mark J., Maria Iregui Ana, Otero Jesus The North American journal of economics and finance . 2019,第JULa期

机译：各个期限的利率趋同：新兴市场经济中银行数据的证据
2. Global banks and internal capital markets: Evidence from bank-level panel data in emerging economies [J] . Bang Nam Jeon, Ji Wu Journal of Multinational Financial Management . 2014,第deca期

机译：全球银行和内部资本市场：新兴经济体银行层面面板数据的证据
3. Does interest rate and its volatility affect banking sector development? Empirical evidence from emerging market economies [J] . Tuna Gulcay, Almahadin Hamed Ahmad Research in International Business and Finance . 2021,第Deca期

机译：利率及其波动影响银行业发展吗？新兴市场经济体的经验证据
4. THE EFFECT OF PRODUCT-HARM CRISIS SITUATIONS ON FIRMS' SPOKESPERSON STRATEGIES: EVIDENCES FROM THE EMERGING ECONOMIES OF CHINA MARKET [C] . Xiaoyu Wang, Zhiliang Wang AMA Summer Educator s Conference . 2014

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5. I. Internal capital markets and bank relationship: Evidence from Japanese corporate spin-offs. II. Internal capital markets, investment, and bank relationship: Evidence from Japanese corporate spin-offs. [D] . Han, Seung Hun. 2005

机译：I.内部资本市场和银行关系：来自日本公司分拆的证据。二。内部资本市场，投资和银行关系：来自日本公司分拆的证据。
6. Market Structure, Financial Dependence and Industrial Growth: Evidence from the Banking Industry in Emerging Asian Economies [O] . Habib Hussain Khan, Rubi Binit Ahmad, Chan Sok Gee 2011

机译：市场结构，金融依赖性和产业增长：来自新兴亚洲经济体的银行业的证据
7. Intensity of Competition in Emerging Markets and in Advanced Economies 1 — Evidence from the Persistence of Corporate Rates of Return in Emerging Markets [O] . Jack Glen, Kevin L E E, Ajit Singh 2011

机译：新兴市场和发达经济体的竞争激烈程度1 –新兴市场公司收益率持续存在的证据

Interest rate convergence across maturities: Evidence from bank data in an emerging market economy

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