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Bank Lending Margins in the Euro Area: The Effects of Financial Fragmentation and ECB Policies LEQS Discussion Paper No 105/2016 February 2016

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Figure

Table 1: Lag selection (2003:1-2008:8)
Table 2: VAR – first panel (AT, BE, DE, FI, FR, NL), pre-Lehman collapse (2003:1 to 2008:8)  Bank NFC bond Sovereign Herfindahl Loans to Loans to
Table 3: VAR – second panel (ES, GR, IE, IT, PT pre-Lehman collapse (2003:1 to 2008:8)
Table 4: Granger causality tests: Lending rates margins (2003:1-2008:8)
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