Bank interest rate pass-through in the euro area

The European Central Bank Working Paper 'Bank interest rate pass-through in the euro area: a cross country comparison' investigates the pass-through between market interest rates and bank interest rates in the euro area.

Compared to the large interest rate pass-through literature the paper mainly improves upon two points. First, a novel data set, partially based on new harmonised ECB bank interest rate statistics is used. Moreover, the market rates are selected in a way to match the maturities

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