Empirical Evidence of Asymmetric Interest Rate Pass-Through in Vietnam

2013 ◽  
Vol 218 ◽  
pp. 78-93
Author(s):  
NGUYEN KHAC QUOC BAO ◽  
NGUYEN HUU HUY NHUT
Keyword(s):  
Interest Rate ◽  
Empirical Evidence ◽  
Pass Through

scholarly journals Empirical Evidence of Asymmetric Interest Rate Pass-Through in Vietnam

2013 ◽  
Vol 218 ◽  
pp. 79-93
Author(s):  
BẢO NGUYỄN KHẮC QUỐC ◽  
NHỰT NGUYỄN HỮU HUY
Keyword(s):  
Monetary Policy ◽  
Interest Rate ◽  
Empirical Evidence ◽  
Commercial Banks ◽  
Aggregate Demand ◽  
Explanatory Factors ◽  
Pass Through

This paper seeks evidence and explanatory factors of asymmetric relationship in interest rate pass-through in Vietnam. The results show that the capital and liquidity requirements of commercial banks are main causes of asymmetric interest rate pass-through in Vietnam. The research based on data from six commercial banks in Vietnam during the period 2009 ? 2012 shows that (i) Loan rates from capital constrained banks are higher than those from unconstrained banks; (ii) Pass-through from monetary policy rate to loan rates is not clear in both constrained and unconstrained banks; and (iii) Loan rates from capital constrained banks are more sensitive to changes in aggregate demand.

scholarly journals Bahamas and Barbados: Empirical evidence of interest rate pass-through

CEPAL Review ◽  
2011 ◽  
Vol 2011 (103) ◽  
pp. 115-128
Author(s):  
Daniel O. Boamah ◽  
Mahalia N. Jackman ◽  
Nlandu Mamingi
Keyword(s):  
Interest Rate ◽  
Empirical Evidence ◽  
Pass Through
Sign in / Sign up

Export Citation Format

Share Document