Bank interest margins in OECD countries
Kim Hawtrey and
The North American Journal of Economics and Finance, 2008, vol. 19, issue 3, 249-260
This paper extends the literature on bank interest margins by providing empirical evidence using panel data covering the banking sector of fourteen OECD countries. Each country's banking sector is treated as a single representative firm viewed as a national risk-averse dealer setting loan and deposit rates to balance the random arrivals of loan requests and deposit supplies. We find that national industry margins are influenced by market power, operational cost, risk aversion, interest rate volatility, credit risk, volume of loans, implicit interest payments and quality of management.
Keywords: Bank; Interest; margin (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecofin:v:19:y:2008:i:3:p:249-260
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