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Bank risk and monetary policy

Citations

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Cited by:

  1. Thomas Forss & Peter Sarlin, 2017. "News-sentiment networks as a risk indicator," Papers 1706.05812, arXiv.org, revised May 2018.
  2. Wang, Li & Menkhoff, Lukas & Schröder, Michael & Xu, Xian, 2015. "Politicians' promotion incentives and bank risk exposure in China," ZEW Discussion Papers 15-026, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  3. Agur, Itai & Demertzis, Maria, 2013. "“Leaning against the wind” and the timing of monetary policy," Journal of International Money and Finance, Elsevier, vol. 35(C), pages 179-194.
  4. repec:eee:jmacro:v:55:y:2018:i:c:p:215-234 is not listed on IDEAS
  5. Agur, Itai, 2013. "Wholesale bank funding, capital requirements and credit rationing," Journal of Financial Stability, Elsevier, vol. 9(1), pages 38-45.
  6. repec:bis:bisbps:95 is not listed on IDEAS
  7. Robert J. Kurtzman & Stephan Luck & Thomas Zimmermann, 2017. "Did QE Lead Banks to Relax Their Lending Standards? Evidence from the Federal Reserve's LSAPs," Finance and Economics Discussion Series 2017-093, Board of Governors of the Federal Reserve System (U.S.).
  8. Itai Agur & Maria Demertzis, 2015. "Will Macroprudential Policy Counteract Monetary Policy’s Effects on Financial Stability?," IMF Working Papers 15/283, International Monetary Fund.
  9. Fiordelisi, Franco & Galloppo, Giuseppe & Ricci, Ornella, 2014. "The effect of monetary policy interventions on interbank markets, equity indices and G-SIFIs during financial crisis," Journal of Financial Stability, Elsevier, vol. 11(C), pages 49-61.
  10. Abdul Majid, Muhamed Zulkhibri, 2010. "Bank-characteristics, lending channel and monetary policy in Malaysia: evidence from bank-level data," MPRA Paper 30052, University Library of Munich, Germany.
  11. Adrian, Tobias & Liang, J. Nellie, 2014. "Monetary policy, financial conditions, and financial stability," Staff Reports 690, Federal Reserve Bank of New York, revised 01 Dec 2016.
  12. Kalyvas, Antonios Nikolaos & Mamatzakis, Emmanuel, 2014. "Does business regulation matter for banks in the European Union?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 278-324.
  13. Demirguc-Kunt, Asli & Horvath, Balint & Huizinga, Harry, 2017. "Foreign Banks and International Transmission of Monetary Policy: Evidence from the Syndicated Loan Market," CEPR Discussion Papers 11796, C.E.P.R. Discussion Papers.
  14. de Bondt, Gabe & Maddaloni, Angela & Peydró, José-Luis & Scopel, Silvia, 2010. "The euro area Bank Lending Survey matters: empirical evidence for credit and output growth," Working Paper Series 1160, European Central Bank.
  15. Zaghdoudi, Taha, 2015. "Monetary policy, excessive risk-taking and banking crisis," MPRA Paper 69547, University Library of Munich, Germany.
  16. Cantero-Saiz, Maria & Sanfilippo-Azofra, Sergio & Torre-Olmo, Begoña & López-Gutiérrez, Carlos, 2014. "Sovereign risk and the bank lending channel in Europe," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 1-20.
  17. Nave, Juan M. & Ruiz, Javier, 2015. "Risk aversion and monetary policy in a global context," Journal of Financial Stability, Elsevier, vol. 20(C), pages 14-35.
  18. Amidu, Mohammed & Wolfe, Simon, 2013. "The effect of banking market structure on the lending channel: Evidence from emerging markets," Review of Financial Economics, Elsevier, vol. 22(4), pages 146-157.
  19. Agur, Itai, 2013. "Multiple bank regulators and risk taking," Journal of Financial Stability, Elsevier, vol. 9(3), pages 259-268.
  20. Luis Brandao-Marques & Ricardo Correa & Horacio Sapriza, 2013. "International evidence on government support and risk taking in the banking sector," International Finance Discussion Papers 1086, Board of Governors of the Federal Reserve System (U.S.).
  21. Nasha Ananchotikul & Dulani Seneviratne, 2015. "Monetary Policy Transmission in Emerging Asia: The Role of Banks and the Effects of Financial Globalization," PIER Discussion Papers 7., Puey Ungphakorn Institute for Economic Research, revised Nov 2015.
  22. Wang, Ling, 2016. "Unconventional monetary policy and aggregate bank lending: Does financial structure matter?," Journal of Policy Modeling, Elsevier, vol. 38(6), pages 1060-1077.
  23. Ramos-Tallada, Julio, 2015. "Bank risks, monetary shocks and the credit channel in Brazil: Identification and evidence from panel data," Journal of International Money and Finance, Elsevier, vol. 55(C), pages 135-161.
  24. Eisenschmidt, Jens & Carpenter, Seth & Demiralp, Selva, 2013. "The effectiveness of the non-standard policy measures during the financial crises: the experiences of the federal reserve and the European Central Bank," Working Paper Series 1562, European Central Bank.
  25. repec:spr:fininn:v:2:y:2016:i:1:d:10.1186_s40854-016-0043-8 is not listed on IDEAS
  26. Ekin Ayşe Özşuca & Elif Akbostancı, 2016. "An Empirical Analysis of the Risk-Taking Channel of Monetary Policy in Turkey," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(3), pages 589-609, March.
  27. Agur, Itai & Demertzis, Maria, 2012. "Excessive bank risk taking and monetary policy," Working Paper Series 1457, European Central Bank.
  28. Delis, Manthos D. & Kouretas, Georgios P. & Tsoumas, Chris, 2014. "Anxious periods and bank lending," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 1-13.
  29. Misati, Roseline Nyakerario & Nyamongo, Esman Morekwa, 2012. "Financial liberalization, financial fragility and economic growth in Sub-Saharan Africa," Journal of Financial Stability, Elsevier, vol. 8(3), pages 150-160.
  30. Petar Peshev, 2014. "Credit dynamics in Central and Eastern Europe," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 37-58,59-79.
  31. repec:nea:journl:y:2018:i:37:p:112-144 is not listed on IDEAS
  32. Khosravi, Taha, 2015. "The bank lending channel: An empirical analysis of EU accession countries from 2004-2013," MPRA Paper 66795, University Library of Munich, Germany.
  33. Carpenter, Seth & Demiralp, Selva & Eisenschmidt, Jens, 2014. "The effectiveness of non-standard monetary policy in addressing liquidity risk during the financial crisis: The experiences of the Federal Reserve and the European Central Bank," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 107-129.
  34. repec:mes:emfitr:v:52:y:2016:i:3:p:589-609 is not listed on IDEAS
  35. Tomas Adam & Sona Benecka & Ivo Jansky, 2012. "Time-Varying Betas of Banking Sectors," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(6), pages 485-504, December.
  36. Leroy, Aurélien, 2014. "Competition and the bank lending channel in Eurozone," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 296-314.
  37. repec:fgv:epgrbe:v:67:n:4:a:2 is not listed on IDEAS
  38. repec:bla:econpa:v:36:y:2017:i:4:p:444-458 is not listed on IDEAS
  39. Altunbas, Yener & Gambacorta, Leonardo & Marques-Ibanez, David, 2009. "Securitisation and the bank lending channel," European Economic Review, Elsevier, vol. 53(8), pages 996-1009, November.
  40. Badarau, Cristina & Popescu, Alexandra, 2014. "Monetary policy and credit cycles: A DSGE analysis," Economic Modelling, Elsevier, vol. 42(C), pages 301-312.
  41. Martha López & Fernando Tenjo & Héctor Zárate, 2011. "The Risk-Taking Channel and Monetary Transmission Mechanism in Colombia," Revista Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 211-234.
  42. Khan, Habib Hussain & Ahmad, Rubi Binti & Gee, Chan Sok, 2016. "Bank competition and monetary policy transmission through the bank lending channel: Evidence from ASEAN," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 19-39.
  43. Surach Tanboon & Suchot Piamchol & Tanawat Ruenbanterng & Paiboon Pongpaichet, 2009. "Impacts of Financial Factors on Thailand's Business Cycle Fluctuations," Working Papers 2009-01, Monetary Policy Group, Bank of Thailand.
  44. Martha López & Fernando Tenjo Galarza & Hector Zárate, 2014. "Credit Cycles, Credit Risk and Countercyclical Loan Provisions," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 32(74), pages 9-17, June.
  45. Tomáš Heryán & Panayiotis G. Tzeremes & Roman Matousek, 2016. "European lending channel: differences in transmission mechanisms due to the global financial crisis," Working Papers 0027, Silesian University, School of Business Administration.
  46. Adrian Babin, 2015. "Home-Host Banking Issues and Non-Core Funding—Evidence from Central and Eastern Europe," Open Economies Review, Springer, vol. 26(3), pages 447-477, July.
  47. Itai Agur & Maria Demertzis, 2010. "Monetary Policy and Excessive Bank Risk Taking," DNB Working Papers 271, Netherlands Central Bank, Research Department.
  48. I. Arnold & C.J.M. Kool & K. Raabe, 2011. "Industry Effects of Bank Lending in Germany," Working Papers 11-21, Utrecht School of Economics.
  49. Juan Amador & José Gómez-González & Andrés Pabón, 2013. "Loan growth and bank risk: new evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(4), pages 365-379, December.
  50. Beccalli, Elena & Boitani, Andrea & Di Giuliantonio, Sonia, 2015. "Leverage pro-cyclicality and securitization in US banking," Journal of Financial Intermediation, Elsevier, vol. 24(2), pages 200-230.
  51. Yang, Jun & Shao, Hanhua, 2016. "Impact of bank competition on the bank lending channel of monetary transmission: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 468-481.
  52. Düwel, Cornelia & Frey, Rainer & Lipponer, Alexander, 2011. "Cross-border bank lending, risk aversion and the financial crisis," Discussion Paper Series 1: Economic Studies 2011,29, Deutsche Bundesbank.
  53. Ioanna Kokores, 2015. "Lean-Against-the-Wind Monetary Policy: The Post-Crisis Shift in the Literature," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 65(3-4), pages 66-99, july-Dece.
  54. Teodora Paligorova & João A. C. Santos, 2012. "When Is It Less Costly for Risky Firms to Borrow? Evidence from the Bank Risk-Taking Channel of Monetary Policy," Staff Working Papers 12-10, Bank of Canada.
  55. repec:eee:ecmode:v:67:y:2017:i:c:p:285-293 is not listed on IDEAS
  56. Cristina BADARAU-SEMENESCU & Alexandra POPESCU, 2012. "Monetary Policy and Credit Cycles: A DSGE Analysis," LEO Working Papers / DR LEO 1244, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  57. Lamont K. Black & Richard J. Rosen, 2016. "Monetary Policy, Loan Maturity, and Credit Availability," International Journal of Central Banking, International Journal of Central Banking, vol. 12(1), pages 199-230, March.
  58. Tabak, Benjamin Miranda, 2013. "Financial Stability and Monetary Policy - The case of Brazil," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 67(4), November.
  59. Caglayan, Mustafa & Xu, Bing, 2016. "Sentiment volatility and bank lending behavior," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 107-120.
  60. Breitenlechner, Max & Scharler, Johann & Sindermann, Friedrich, 2016. "Banks’ external financing costs and the bank lending channel: Results from a SVAR analysis," Journal of Financial Stability, Elsevier, vol. 26(C), pages 228-246.
  61. Giulioni, Gianfranco, 2015. "Policy interest rate, loan portfolio management and bank liquidity," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 52-74.
  62. Matthias Neuenkirch & Matthias Nöckel, 2017. "The Risk-Taking Channel of Monetary Policy Transmission in the Euro Area," Research Papers in Economics 2017-02, University of Trier, Department of Economics.
  63. repec:dug:actaec:y:2017:i:2:p:157-173 is not listed on IDEAS
  64. Gulamhussen, M.A. & Pinheiro, Carlos & Pozzolo, Alberto Franco, 2014. "International diversification and risk of multinational banks: Evidence from the pre-crisis period," Journal of Financial Stability, Elsevier, vol. 13(C), pages 30-43.
  65. Kapounek, Svatopluk & Kučerová, Zuzana & Fidrmuc, Jarko, 2017. "Lending conditions in EU: The role of credit demand and supply," Economic Modelling, Elsevier, vol. 67(C), pages 285-293.
  66. Cappiello, Lorenzo & Kadareja, Arjan & Kok, Christoffer & Protopapa, Marco, 2010. "Do bank loans and credit standards have an effect on output? A panel approach for the euro area," Working Paper Series 1150, European Central Bank.
  67. Kandrac, John, 2012. "Monetary policy and bank lending to small firms," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 741-748.
  68. repec:eee:finlet:v:24:y:2018:i:c:p:95-104 is not listed on IDEAS
  69. repec:eee:ecmode:v:67:y:2017:i:c:p:10-22 is not listed on IDEAS
  70. Michael Pedersen, 2016. "Pass-Through, Expectations, and Risks. What Affects Chilean Banks’ Interest Rates?," Working Papers Central Bank of Chile 780, Central Bank of Chile.
  71. Xisong Jin & Francisco Nadal De Simone, 2015. "Investment funds? vulnerabilities: A tail-risk dynamic CIMDO approach," BCL working papers 95, Central Bank of Luxembourg.
  72. repec:eee:jfinin:v:30:y:2017:i:c:p:35-49 is not listed on IDEAS
  73. Alin Marius ANDRIES & Vasile COCRIS & Ioana PLESCAU, 2015. "Low Interest Rates And Bank Risk-Taking: Has The Crisis Changed Anything? Evidence From The Eurozone," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 15, pages 125-148, June.
  74. Gong, D., 2014. "Bank Systemic Risk-Taking and Loan Pricing : Evidence from Syndicated Loans," Discussion Paper 2014, Tilburg University, Center for Economic Research.
  75. van Holle, Frederiek, 2017. "Essays in empirical finance and monetary policy," Other publications TiSEM 30d11a4b-7bc9-4c81-ad24-5, Tilburg University, School of Economics and Management.
  76. Florina-Cristina Badarau & Alexandra Popescu, 2012. "Monetary Policy and Credit Cycles: A DSGE Analysis," Working Papers halshs-00828074, HAL.
  77. Peter Peshev, 2014. "Bank Lending Dynamics in Bulgaria," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 20-29, April.
  78. Fausto Pacicco & Luigi Vena & Andrea Venegoni, 2017. "Market Reactions to ECB Policy Innovations: A Cross-Country Analysis," LIUC Papers in Economics wp4, Cattaneo University (LIUC).
  79. Caglayan, Mustafa & Xu, Bing, 2016. "Inflation volatility effects on the allocation of bank loans," Journal of Financial Stability, Elsevier, vol. 24(C), pages 27-39.
  80. Nguyen, Vu Hong Thai & Boateng, Agyenim, 2013. "The impact of excess reserves beyond precautionary levels on Bank Lending Channels in China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 358-377.
  81. Guerello, Chiara, 2014. "The cost of deviating from the optimal monetary policy: A panel VAR analysis," Journal of Financial Stability, Elsevier, vol. 15(C), pages 210-229.
  82. Nektarios A. Michail & Demetris Koursaros & Christos S. Savva, 2016. "The Lack of Persistence of Interest Rate Changes on Banks’ Lending and Risk Taking Behaviour," Working Papers 2016-01, Central Bank of Cyprus.
  83. Fernando da Silva Vinhado & José Angelo Divino, 2015. "Monetary and Macroprudential Policies: Empirical Evidences from Panel-VAR," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(4), pages 691-731.
  84. Fendel Ralf & Stremmel Hanno, 2016. "Characteristics of Banking Crises: A Comparative Study with Geographical Contagion," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 349-388, May.
  85. López-Laborda, Julio & Peña, Guillermo, 2017. "Does financial VAT affect the size of the financial sector?," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 11, pages 1-28.
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