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This paper examines the velocity and asymmetry of the response of bank interest rates
Cointegration properties of interest rates
adjustment to positive and negative shocks
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adjustment of bank analysis Angelini Annali di economia Aspetti finanziari asymmetric asymmetric behaviour BANCA D'ITALIA bank deposit bank interest rates Bank of Italy bank rates Banking and Finance Bologna Cannari cent Chiri cointegrating relationship commerciali del credito Cottarelli Credit and Banking credito tra imprese current accounts December dummy easy monetary policy Econometrics economisti e Annali Error Correction Model euro area European Economic Review exogenous February finanziari e commerciali foreign exchange markets Gambacorta Giorgio Gobbi hypothesis imprese in Italia Imprese o intermediari interbank rate Johansen Journal of Banking Journal of Economic Journal of Money June lagged loading coefficients long-run relationship monetary policy indicator Monetary Policy Transmission Mulino null hypothesis October Omiccioli a cura p-value Panetta Parigi partial liberalization rate on current rates to monetary repo rate repurchase agreements response of bank Schivardi Statistics sub-periods Temi di discussione test for asymmetry Testing asymmetry Transmission Mechanism Unit Roots