Impact of sovereign credit risk on the Lithuanian interest rate on loans

The paper deals with banks’ interest rates on loans for non-financial corporations and households in Lithuania. It focuses on the influence of the sovereign credit risk on interest rates for loans. The paper presents an analysis of long-run and short-run relationship between interest rates on loans...

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Bibliographic Details
Main Authors: Arvydas Kregždė, Gediminas Murauskas
Format: Article
Language:English
Published: Vilnius University Press 2015-01-01
Series:Ekonomika
Subjects:
CDS
Online Access:https://www.journals.vu.lt/ekonomika/article/view/8236