Bank Business Models at Zero Interest Rates
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DOI: 10.1080/07350015.2017.1386567
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- Andre Lucas & Julia Schaumburg & Bernd Schwaab, 2016. "Bank Business Models at Zero Interest Rates," Tinbergen Institute Discussion Papers 16-066/IV, Tinbergen Institute.
- Lucas, André & Schaumburg, Julia & Schwaab, Bernd, 2017. "Bank business models at zero interest rates," Working Paper Series 2084, European Central Bank.
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Citations
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"Interest rate risk and monetary policy normalisation in the euro area,"
Journal of International Money and Finance, Elsevier, vol. 124(C).
- Reghezza, Alessio & Rodriguez d’Acri, Costanza & Pancotto, Livia & Molyneux, Philip, 2020. "Interest rate risk and monetary policy normalisation in the euro area," Working Paper Series 2496, European Central Bank.
- Nucera, Federico & Lucas, André & Schaumburg, Julia & Schwaab, Bernd, 2017.
"Do negative interest rates make banks less safe?,"
Economics Letters, Elsevier, vol. 159(C), pages 112-115.
- Federico Nucera & Andre Lucas & Julia Schaumburg & Bernd Schwaab, 2017. "Do Negative Interest Rates Make Banks Less Safe?," Tinbergen Institute Discussion Papers 17-041/IV, Tinbergen Institute.
- Nucera, Federico & Lucas, André & Schaumburg, Julia & Schwaab, Bernd, 2017. "Do negative interest rates make banks less safe?," Working Paper Series 2098, European Central Bank.
- Custodio João, Igor & Lucas, André & Schaumburg, Julia & Schwaab, Bernd, 2023.
"Dynamic clustering of multivariate panel data,"
Journal of Econometrics, Elsevier, vol. 237(2).
- André Lucas & Julia Schaumburg & Bernd Schwaab, 2020. "Dynamic clustering of multivariate panel data," Tinbergen Institute Discussion Papers 20-009/III, Tinbergen Institute.
- Joao, Igor Custodio & Lucas, André & Schaumburg, Julia & Schwaab, Bernd, 2021. "Dynamic clustering of multivariate panel data," Working Paper Series 2577, European Central Bank.
- Matteo Farnè & Angelos T. Vouldis, 2021. "Banks’ business models in the euro area: a cluster analysis in high dimensions," Annals of Operations Research, Springer, vol. 305(1), pages 23-57, October.
- Schwaab, Bernd, 2017. "Bank business models at negative interest rates," Research Bulletin, European Central Bank, vol. 40.
- Boungou, Whelsy, 2021.
"Empirical evidence of the lending channel of monetary policy under negative interest rates,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 309-318.
- Whelsy Boungou, 2020. "Empirical Evidence of the Lending Channel of Monetary Policy under Negative Interest Rates," Post-Print hal-03689971, HAL.
- Whelsy Boungou, 2020. "Empirical Evidence of the Lending Channel of Monetary Policy under Negative Interest Rates," Working Papers hal-03258222, HAL.
- Whelsy BOUNGOU, 2020. "Empirical Evidence of the Lending Channel of Monetary Policy under Negative Interest Rates," Bordeaux Economics Working Papers 2020-16, Bordeaux School of Economics (BSE).
- repec:ecb:ecbrbu:2017:0040:1 is not listed on IDEAS
- Eric A. Beutner & Yicong Lin & Andre Lucas, 2023. "Consistency, distributional convergence, and optimality of score-driven filters," Tinbergen Institute Discussion Papers 23-051/III, Tinbergen Institute.
- Demiralp, Selva & Eisenschmidt, Jens & Vlassopoulos, Thomas, 2021.
"Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area,"
European Economic Review, Elsevier, vol. 136(C).
- Demiralp, Selva & Eisenschmidt, Jens & Vlassopoulos, Thomas, 2019. "Negative interest rates, excess liquidity and retail deposits: banks’ reaction to unconventional monetary policy in the euro area," Working Paper Series 2283, European Central Bank.
- Selva Demiralp & Jens Eisenschmidt & Thomas Vlassopoulos, 2021. "Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area," Koç University-TUSIAD Economic Research Forum Working Papers 1910, Koc University-TUSIAD Economic Research Forum.
- Katrin Assenmacher & Signe Krogstrup, 2021. "Monetary Policy with Negative Interest Rates: De-linking Cash from Digital Money," International Journal of Central Banking, International Journal of Central Banking, vol. 17(1), pages 67-106, March.
- Philip Molyneux & Alessio Reghezza & Chiara Torriero & Jonathan Williams, 2021. "Banks' noninterest income and securities holdings in a low interest rate environment: The case of Italy," European Financial Management, European Financial Management Association, vol. 27(1), pages 98-119, January.
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"Banks, money, and the zero lower bound on deposit rates,"
Journal of Economic Dynamics and Control, Elsevier, vol. 132(C).
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- Kang‐Soek Lee & Richard A. Werner, 2023. "Are lower interest rates really associated with higher growth? New empirical evidence on the interest rate thesis from 19 countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3960-3975, October.
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- Igor Custodio João & Andre Lucas & Julia Schaumburg, 2021. "Clustering Dynamics and Persistence for Financial Multivariate Panel Data," Tinbergen Institute Discussion Papers 21-040/III, Tinbergen Institute.
- Roberto Savona, 2022. "Bank business models, negative policy rates, and prudential regulation," Annals of Finance, Springer, vol. 18(3), pages 355-392, September.
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- Ouyang, Ruolan & Zhuang, Chengkai & Wang, Tingting & Zhang, Xuan, 2022. "Network analysis of risk transmission among energy futures: An industrial chain perspective," Energy Economics, Elsevier, vol. 107(C).
- Peter Hoffmann & Sam Langfield & Federico Pierobon & Guillaume Vuillemey, 2019.
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The Review of Financial Studies, Society for Financial Studies, vol. 32(8), pages 2921-2954.
- Hoffmann, Peter & Langfield, Sam & Pierobon, Federico & Vuillemey, Guillaume, 2018. "Who bears interest rate risk?," Working Paper Series 2176, European Central Bank.
- Joao, Igor Custodio & Lucas, André & Schaumburg, Julia & Schwaab, Bernd, 2023. "Dynamic nonparametric clustering of multivariate panel data," Working Paper Series 2780, European Central Bank.
- Giovanni Angelini & Paolo Gorgi, 2018. "DSGE Models with Observation-Driven Time-Varying parameters," Tinbergen Institute Discussion Papers 18-030/III, Tinbergen Institute.
- Enzo D’Innocenzo & Alessandra Luati & Mario Mazzocchi, 2023.
"A robust score-driven filter for multivariate time series,"
Econometric Reviews, Taylor & Francis Journals, vol. 42(5), pages 441-470, May.
- Enzo D'Innocenzo & Alessandra Luati & Mario Mazzocchi, 2020. "A Robust Score-Driven Filter for Multivariate Time Series," Papers 2009.01517, arXiv.org, revised Aug 2022.
- Laeven, Luc & Maddaloni, Angela & Mendicino, Caterina, 2022. "Monetary policy, macroprudential policy and financial stability," Working Paper Series 2647, European Central Bank.
- Katrin Assenmacher & Signe Krogstrup, 2018. "Monetary Policy with Negative Interest Rates: Decoupling Cash from Electronic Money," IMF Working Papers 2018/191, International Monetary Fund.
- López-Penabad, Maria Celia & Iglesias-Casal, Ana & Silva Neto, José Fernando, 2022. "Effects of a negative interest rate policy in bank profitability and risk taking: Evidence from European banks," Research in International Business and Finance, Elsevier, vol. 60(C).
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JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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