News-based Indicators as a Measure of Credit Market Integration in the Visegrad Countries
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F10%3A%230000559" target="_blank" >RIV/47813059:19520/10:#0000559 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
News-based Indicators as a Measure of Credit Market Integration in the Visegrad Countries
Original language description
In this paper we assess with news-based indicators the extent to which credit markets in the Visegrad countries are integrated with euro zone countries and we test the hypothesis that markets of loans provided to nonfinancial companies are more integrated than markets of loans provided to households in the Visegrad countries. Analysis is based on monthly values of four interest rates for the period from January 2005 to March 2010. The tested hypothesis has been confirmed: we have found that wholesale markets (both short term and long term loans provided to nonfinancial companies) are really more integrated than retail markets (both consumer and mortgage loans provided to households).
Czech name
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Czech description
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Classification
Type
O - Miscellaneous
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA402%2F08%2F0067" target="_blank" >GA402/08/0067: Financial Integration of the EU New Member States with Eurozone</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů