Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach

Ana María Iregui; Jesús Otero

doi:10.1016/j.econlet.2012.09.013

Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach

Ana María Iregui, Jesús Otero

Facultad de Economía

Producción científica: Contribución a una revista › Artículo › revisión exhaustiva

6 Citas (Scopus)

Resumen

We apply a pair-wise approach to test the law of one price for deposit (lending) rates in Colombia. We find that when banks are of different sizes, deposit rates adjust quickly, suggesting a competitive environment. By contrast, lending rates adjust rapidly when banks are of similar sizes, supporting market segmentation.

Idioma original	Inglés estadounidense
Páginas (desde-hasta)	29-32
Número de páginas	4
Publicación	Economics Letters
Volumen	118
N.º	1
DOI	https://doi.org/10.1016/j.econlet.2012.09.013
Estado	Publicada - ene. 2013

Áreas temáticas de ASJC Scopus

Finanzas
Economía y econometría

ODS de las Naciones Unidas

Este resultado contribuye a los siguientes Objetivos de Desarrollo Sostenible

Acceder al documento

10.1016/j.econlet.2012.09.013

Otros archivos y enlaces

Citar esto

@article{df5e5f77918d45a2a976991fd83e2941,

title = "Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach",

abstract = "We apply a pair-wise approach to test the law of one price for deposit (lending) rates in Colombia. We find that when banks are of different sizes, deposit rates adjust quickly, suggesting a competitive environment. By contrast, lending rates adjust rapidly when banks are of similar sizes, supporting market segmentation.",

author = "Iregui, {Ana Mar{\'i}a} and Jes{\'u}s Otero",

year = "2013",

month = jan,

doi = "10.1016/j.econlet.2012.09.013",

language = "English (US)",

volume = "118",

pages = "29--32",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier",

number = "1",

}

TY - JOUR

T1 - Testing the law of one price in retail banking

T2 - An analysis for Colombia using a pair-wise approach

AU - Iregui, Ana María

AU - Otero, Jesús

PY - 2013/1

Y1 - 2013/1

N2 - We apply a pair-wise approach to test the law of one price for deposit (lending) rates in Colombia. We find that when banks are of different sizes, deposit rates adjust quickly, suggesting a competitive environment. By contrast, lending rates adjust rapidly when banks are of similar sizes, supporting market segmentation.

AB - We apply a pair-wise approach to test the law of one price for deposit (lending) rates in Colombia. We find that when banks are of different sizes, deposit rates adjust quickly, suggesting a competitive environment. By contrast, lending rates adjust rapidly when banks are of similar sizes, supporting market segmentation.

UR - http://www.scopus.com/inward/record.url?scp=84867132226&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84867132226&partnerID=8YFLogxK

U2 - 10.1016/j.econlet.2012.09.013

DO - 10.1016/j.econlet.2012.09.013

M3 - Article

AN - SCOPUS:84867132226

SN - 0165-1765

VL - 118

SP - 29

EP - 32

JO - Economics Letters

JF - Economics Letters

IS - 1

ER -

Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach

Resumen

Áreas temáticas de ASJC Scopus

ODS de las Naciones Unidas

Acceder al documento

Otros archivos y enlaces

Huella

Citar esto