Heterogenous Interest Rate Pass-Through for Thailand

Grzegorz Szafrański ()
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Grzegorz Szafrański: University of Lodz, Department of Econometrics, Poland

Chapter 15 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2010, vol. 8, pp 209-224 from University of Lodz

Abstract: Szafrański in Chapter 15 have focused on interest rate pass-through in the case of Thailand which was chosen due to the fact that its highly oligopolised banking sector experienced severe financial crises. The results may also seem important for heterogenous pass-through in other emerging economies. With the use of panel cointegration methods Szafrański has shown that retail banking interest rates followed common market rates in the studied period.

Keywords: Heterogenous pass-through; Interest rate; Panel cointegration (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2010
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