ECB Monetary Policy and the Term Structure of Bank Default Risk
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- Tom Beernaert & Nicolas Soenen & Rudi Vander Vennet, 2023. "ECB Monetary Policy and the Term Structure of Bank Default Risk," JRFM, MDPI, vol. 16(12), pages 1-22, December.
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- Roccazzella, Francesco & Candelon, Bertrand, 2022. "Should we care about ECB inflation expectations?," LIDAM Discussion Papers LFIN 2022004, Université catholique de Louvain, Louvain Finance (LFIN).
- Lu, Yiming & Wang, Yu, 2023. "Bank liquidity hoarding and bank systemic risk: The moderating effect of economic policy uncertainty," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
- Lee, Chien-Chiang & Zhou, Hegang & Xu, Chao & Zhang, Xiaoming, 2023. "Dynamic spillover effects among international crude oil markets from the time-frequency perspective," Resources Policy, Elsevier, vol. 80(C).
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More about this item
Keywords
Monetary policy; ECB; Bank default risk; Term structure of credit risk;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2022-09-12 (Banking)
- NEP-CBA-2022-09-12 (Central Banking)
- NEP-EEC-2022-09-12 (European Economics)
- NEP-MON-2022-09-12 (Monetary Economics)
- NEP-RMG-2022-09-12 (Risk Management)
Statistics
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