Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5054853 | Economic Modelling | 2013 | 8 Pages |
Abstract
⺠We theoretically and empirically analyze a dynamic model of bank lending channel. ⺠We include the role of Basel capital regulatory constraint in the model. ⺠Malaysian banks have the power to set their own prices on loans. ⺠Lagged spread risk weighted loans and securities influence average loan rate. ⺠Risk weighted securities influence average time deposit rate in both periods.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Fathin Faizah Said,