The interest rate spreads in the Czech Republic: Different loans, different determinants?
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F14%3A10281688" target="_blank" >RIV/00216208:11230/14:10281688 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1016/j.ecosys.2013.10.002" target="_blank" >http://dx.doi.org/10.1016/j.ecosys.2013.10.002</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.ecosys.2013.10.002" target="_blank" >10.1016/j.ecosys.2013.10.002</a>
Alternative languages
Result language
angličtina
Original language name
The interest rate spreads in the Czech Republic: Different loans, different determinants?
Original language description
We analyze the determinants of interest rate spreads of different loan categories in the Czech Republic during 2004-2011. We employ a detailed bank supervisory dataset that allows us to construct the actual spreads for four loan categories, namely smalland large corporate loans, consumer loans and mortgages, on a monthly basis. Our regression analysis shows that bank and macroeconomic characteristics matter more for setting the spreads for small corporate loans and mortgages rather than for large corporate loans and consumer loans. Interest rate risk determines the spreads for all loan categories. The global financial crisis has, to a certain extent, increased the responsiveness of spreads to interest rate risk and liquidity risk. (C) 2014 Elsevier B.V. All rights reserved.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GAP402%2F12%2F1993" target="_blank" >GAP402/12/1993: Quantitative Modelling of Monetary and Fiscal Policies after the Crisis</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Economic Systems
ISSN
0939-3625
e-ISSN
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Volume of the periodical
38
Issue of the periodical within the volume
1
Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
12
Pages from-to
43-54
UT code for WoS article
000334088400004
EID of the result in the Scopus database
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