Article ID Journal Published Year Pages File Type
5054853 Economic Modelling 2013 8 Pages PDF
Abstract
► We theoretically and empirically analyze a dynamic model of bank lending channel. ► We include the role of Basel capital regulatory constraint in the model. ► Malaysian banks have the power to set their own prices on loans. ► Lagged spread risk weighted loans and securities influence average loan rate. ► 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
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