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Setting-up the transmission of individual MFI statistics on balance sheet items and interest rates across the Eurosystem

In: Combining micro and macro data for financial stability analysis

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  • Graziella Morandi
  • Piotr Bojaruniec

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  • Graziella Morandi & Piotr Bojaruniec, 2016. "Setting-up the transmission of individual MFI statistics on balance sheet items and interest rates across the Eurosystem," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41, Bank for International Settlements.
    • Handle: RePEc:bis:bisifc:41-10
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    References listed on IDEAS

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    1. Krylova, Elizaveta & Darracq Pariès, Matthieu & Moccero, Diego & Marchini, Claudia, 2014. "The retail bank interest rate pass-through: The case of the euro area during the financial and sovereign debt crisis," Occasional Paper Series 155, European Central Bank.
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    Cited by:

    1. Ryan, Ellen & Whelan, Karl, 2021. "Quantitative easing and the hot potato effect: Evidence from euro area banks," Journal of International Money and Finance, Elsevier, vol. 115(C).
    2. Jean-Marc Israël & Antonio Colangelo & Rodrigo Oliveira-Soares, 2017. "Recent ECB experience of rapidly evolving monetary policy and its statistical implications," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
    3. Sarah Holton & Fergal McCann, 2021. "Sources of the small firm financing premium: Evidence from euro area banks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 271-289, January.
    4. Baldo, Luca & Heider, Florian & Hoffmann, Peter & Sigaux, Jean-David & Vergote, Olivier, 2022. "How do banks manage liquidity? Evidence from the ECB’s tiering experiment," Working Paper Series 2732, European Central Bank.

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