search query: @author Saunders, A. / total: 38
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Author: | Saunders, A. Schumacher, L. |
Title: | The determinants of bank interest rate margins: an international study |
Journal: | Journal of International Money and Finance
2000 : DEC, VOL. 19:6, p. 813-832 |
Index terms: | Banking Interest rates Financial markets |
Language: | eng |
Abstract: | This paper studies the determinants of bank net interest margins in six selected European countries and the US during the period 1988-1995 for a sample of 614 banks. The authors apply the Ho and Saunders model (1981). Macro interest-rate volatility was found to have a significant impact on the bank NIMs; this suggests that macro policies consistent with reduced interest-rate volatility could have a positive effect in reducing bank margins. |
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