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Appendix 1: Reference rate choices

Table A1: Bank Loan and Deposit Instruments and Reference Rates: Term Premium Adjustment

Table A2: Bank Loan and Deposit Instruments and Reference Rates: Default Risk and Term Premium Adjustment

Appendix 2: Modeling Interest Rates into an Error-Correction Framework

Table A3: Retail Interest Pass-Through Process Within Error-Correction Framework: Maturity Selection

Table A4: Retail Interest Pass-Through Process Within Error-Correction Framework: Estimation Results

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