Is there a financial accelerator in European banking?

被引：4

作者：

Altunbas, Yener ^{[1
]}

Di Tommaso, Caterina ^{[2
]}

Thornton, John ^{[1
]}

机构：

[1] Bangor Univ, Coll Rd, Bangor LL57 2DG, Gwynedd, Wales

[2] Univ Calabria, Via Pietro Bucci, I-87036 Arcavacata Di Rende, Rende CS, Italy

来源：

FINANCE RESEARCH LETTERS | 2016年 / 17卷

关键词：

Banks' margins; Business cycles; Financial accelerator; INTEREST MARGINS; DETERMINANTS; RIGIDITY; DEPOSITS;

D O I：

10.1016/j.frl.2016.03.020

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

We show that price-cost margins for European banks are countercyclical after controlling for monetary policy, interest rate risk, and several banking industry and bank-specific factors. Our results support the existence of a "financial accelerator" at work in European economies. (C) 2016 Elsevier Inc. All rights reserved.

引用

页码：218 / 221

页数：4

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