Browsing Statistisk sentralbyrå by Author "Rakkestad, Ketil"
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How do banks' funding costs affect interest margins?
Raknerud, Arvid; Vatne, Bjørn Helge; Rakkestad, Ketil (Discussion Papers;No. 665, Working paper, 2011)Abstract: We use a dynamic factor model and a detailed panel data set with quarterly accounts data on all Norwegian banks to study the effects of banks' funding costs on their retail rates. Banks' funds are categorized ...