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Measuring the effect of negative interest rate on New Zealand banks
We derive an equilibrium lending and deposit rates from a constrained profit optimization model, and estimated them over the period from 1999 to 2020. Then, dynamic stochastic baseline projections of these equilibrium rates and bank profit, and their projections under a counterfactual scenario of a...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer International Publishing
2021
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7903874/ https://www.ncbi.nlm.nih.gov/pubmed/34778824 http://dx.doi.org/10.1007/s43546-020-00038-1 |