RDP 9504: The Link Between the Cash Rate and Market Interest Rates References

Bordes, C., D. Goyeau, J. Melitz and A. Sauviat (1991), “The Profitability of Anticipated Inflation in Banking”, Economic Letters, 37, pp. 57–60.

Blundell-Wignall, A. (1994), “Monetary Policy in Australia”, Address to the Economic Society, 23 June 1994.

Grenville, S.A. (1993), “Some Issues in Monetary Policy”, talk at Queensland University of Technology, 16 September 1993.

Harper, I. (1994), “Bank Interest Rate Margins”, Submission to the House of Representatives Standing Committee on Banking, Finance and Public Administration, May.

Lowe, P. and T. Rohling (1992), “Loan Rate Stickiness: Theory and Evidence”, Reserve Bank of Australia Research Discussion Paper No. 9206.

Moore, D. (1994), “Bank Interest Margins”, Report to the House of Representatives Standing Committee on Banking, Finance and Public Administration, July.

Rankin, R.W. (1992), “The Cash Market in Australia”, Reserve Bank of Australia Research Discussion Paper No. 9214.

Reserve Bank of Australia (1994), “International Comparisons of Bank Margins”, Submission to the House of Representatives Standing Committee on Banking, Finance and Public Administration, August.

Stiglitz, J. and A. Weiss (1981), “Credit Rationing in Markets with Incomplete Information”, American Economic Review, 71, pp. 393–410.