Основной контент книги Inferring bank-to-bank competition from dynamic time series analysis of price correlations
Text PDF

Volume 12 pages

2019 year

12+

Inferring bank-to-bank competition from dynamic time series analysis of price correlations

Not for sale

About the book

Inferring bank to bank rivalry and competition generally requires the estimation of a full demand model, with high data requirements, unavailable to most researchers. We suggest dynamic time series analysis of price correlations to infer about bank to bank competition, taking into account the well-known criticisms to price correlations for delimiting relevant markets. The method is applied for credit markets in Brazil, where bank monthly loan interest rates time series are available. We conclude that there is little rivalry between large banks in most of the credit markets studied.

Other versions

1 book from $10.62
Log in, to rate the book and leave a review
Book «Inferring bank-to-bank competition from dynamic time series analysis of price correlations» — download in pdf or read online. Leave comments and reviews, vote for your favorites.
Age restriction:
12+
Release date on Litres:
31 January 2020
Writing date:
2019
Volume:
12 p.
Total size:
437 КБ
Total number of pages:
12
Copyright holder:
Синергия
Download format:
Text, audio format available
Average rating 4,7 based on 302 ratings
Audio
Average rating 4,2 based on 743 ratings
Text, audio format available
Average rating 4,8 based on 91 ratings
Text, audio format available
Average rating 4,4 based on 49 ratings
Text, audio format available
Average rating 4,8 based on 17 ratings
Audio
Average rating 4,8 based on 80 ratings