Interbank Interest Rate Pass-Through into Client Interest Rates in the Condition of Slovak Republic (2004-2016)
Journal: Politická ekonomie
Year: 2018

The paper deals with the issue of interbank interest rate pass-through into client interest rates offered by banks in the condition of Slovak Republic between 2004 and 2016. We provide an overview of studies of the interest rate relationship analysis in the bank and interbank market. We investigate the interest pass-through from money market rates to various loan and deposit rates. The analysis is carried out using the methodology of cointegration error-correction model, which take into account