Interest rate pass-through estimates from error correction models ECM
This paper examines the degree of pass-through and adjustment speed of retail interest rates in response to changes in monetary policy rates in commercial banks of Viet Nam during the period 07/2004 to 06/2014. The results show that the degree of pass-through of retail interest rates is incomplete b...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE
2015-08-01
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| Series: | Ho Chi Minh City Open University Journal of Science - Economics and Business Administration |
| Subjects: | |
| Online Access: | https://journalofscience.ou.edu.vn/index.php/econ-en/article/view/906 |