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 revista › Artículo de Investigación › 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

ODS de las Naciones Unidas

Este resultado contribuye a los siguientes Objetivos de Desarrollo Sostenible

ODS 10: Reducción de las desigualdades

Áreas temáticas de ASJC Scopus

Finanzas
Economía y econometría

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10.1016/j.econlet.2012.09.013

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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.",

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

Resumen

ODS de las Naciones Unidas

Áreas temáticas de ASJC Scopus

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