Bank-Specific Daily Interest Rate Adjustment in the Dutch Mortgage Market

This paper presents an empirical analysis of the interest rate setting behavior of the four largest banks in the Dutch mortgage market, using advertised interest rates at a daily frequency. The evidence for the long run pricing behaviour suggests that the banks operate in a competitive environment a...

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Bibliographic Details
Published in:Journal of financial services research 2011-06, Vol.39 (3), p.145-159
Main Authors: Haan, Leo de, Sterken, Elmer
Format: Article
Language:English
Subjects:
Advertisements
Asymmetric information
Asymmetric pricing
Banking
Banking industry
Banks
Behavior
Competition
Competitive advantage
Competitiveness
Consumers
Costs
Economics and Finance
Error Correction Model
Error correction models
Finance
Financial Services
Funding
G21
Interest rates
L13
Macroeconomics/Monetary Economics//Financial Economics
Market shares
Markets
Monetary policy
Mortgage loans
Mortgage rates
Mortgages
Netherlands
Rate setting
Studies
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