Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Articles Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Convergence of retail banking interest rates to households in euro area: time-varying measurement and determinants Subject The topic of the resource Core and periphery; Determinants of convergence; Euro area; Financial crisis; Panel regression; Time-varying retail banking integration Description An account of the resource This study measures time-varying progress of retail banking (to households) interest rates convergence and examines its determinants for twelve countries of the euro area, between 2003 and 2014. First, we measure convergence of interest rates using five different time-varying indicators, namely asymmetric dynamic conditional correlation (ADCC), beta convergence, sigma convergence, variance ratio, and dynamic cointegration. We then estimate panel regressions for each type of interest rate to identify the determinants of convergence over pre-crisis and crisis periods. The estimated ADCC is employed as the dependent variable and explanatory variables measure potential macroeconomic, external linkages, industry-specific, institutional and sociological determinants. The results reveal that convergence is weak and heterogeneous across sub-periods (pre-crisis and crisis), economic groups (core and periphery), product type (savings and credit) and products maturities (short, medium and long). Among the fundamental determinants, inflation, output correlation, and sociological factors strongly impact convergence, however, the explanatory power of determinants weakens during the crisis period. 2019, Springer-Verlag GmbH Germany, part of Springer Nature. Creator An entity primarily responsible for making the resource Gupta P.; Sehgal S. Source A related resource from which the described resource is derived International Economics and Economic Policy, Vol-17, No. 1, pp. 25-65. Publisher An entity responsible for making the resource available Springer Date A point or period of time associated with an event in the lifecycle of the resource 2020-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.1007/s10368-019-00452-3" target="_blank" rel="noreferrer noopener">https://doi.org/10.1007/s10368-019-00452-3</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85075922897&amp;doi=10.1007%2Fs10368-019-00452-3&amp;partnerID=40&amp;md5=673eee81f13848af64490605cc5ba1ba" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85075922897&amp;doi=10.1007%2fs10368-019-00452-3&amp;partnerID=40&amp;md5=673eee81f13848af64490605cc5ba1ba</a> Rights Information about rights held in and over the resource Restricted Access Relation A related resource ISSN: 16124804 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Article Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Gupta P., Institute of Management, CHRIST (Deemed to be University), Hosur Rd, Bengaluru, 560029, Karnataka, India; Sehgal S., Department of Financial Studies, University of Delhi, South Campus, New Delhi, 110021, India