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Fuzzy Capital Requirements, Risk-Shifting and the Risk Taking Channel of Monetary Policy
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Cited by:
- Colletaz, Gilbert & Levieuge, Grégory & Popescu, Alexandra, 2018.
"Monetary policy and long-run systemic risk-taking,"
Journal of Economic Dynamics and Control, Elsevier, vol. 86(C), pages 165-184.
- Gilbert Colletaz & Grégory Levieuge & Alexandra Popescu, 2018. "Monetary policy and long-run systemic risk-taking," Post-Print hal-02162296, HAL.
- Gilbert Colletaz & Grégory Levieuge & Alexandra Popescu, 2018. "Monetary Policy and Long-Run Systemic Risk-Taking," Working papers 694, Banque de France.
- Huang, Xian & Xiong, Qiyue, 2015. "Bank capital buffer decisions under macroeconomic fluctuations: Evidence for the banking industry of China," International Review of Economics & Finance, Elsevier, vol. 36(C), pages 30-39.
- Barthélemy, J. & Cléaud, G., 2011.
"Global Imbalances and Imported Disinflation in the Euro Area,"
Working papers
329, Banque de France.
- Jean Barthélemy & Guillaume Cléaud, 2011. "Global Imbalances and Imported Disinflation in the Euro Area," Sciences Po publications 329, Sciences Po.
- Jean Barthélemy & Guillaume Cléaud, 2011. "Global Imbalances and Imported Disinflation in the Euro Area," Working Papers hal-03461450, HAL.
- Manthos D. Delis & Iftekhar Hasan & Nikolaos Mylonidis, 2017.
"The Risk‐Taking Channel of Monetary Policy in the U.S.: Evidence from Corporate Loan Data,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(1), pages 187-213, February.
- Delis, Manthos D. & Hasan, Iftekhar & Mylonidis, Nikolaos, 2017. "The risk-taking channel of monetary policy in the US : Evidence from corporate loan data," Research Discussion Papers 18/2017, Bank of Finland.
- Richhild Moessner, 2014. "Effects of explicit FOMC policy-rate guidance on equities and risk measures," Applied Economics, Taylor & Francis Journals, vol. 46(18), pages 2139-2153, June.
- Delis, Manthos D. & Iosifidi, Maria & Mylonidis, Nikolaos, 2021.
"Industry heterogeneity in the risk-taking channel,"
Economic Modelling, Elsevier, vol. 104(C).
- Delis, Manthos & Iosifidi, Maria & Mylonidis, Nikolaos, 2020. "Industry Heterogeneity in the Risk-Taking Channel," MPRA Paper 100433, University Library of Munich, Germany.
- Emmanuelle Lavallée & Vincent Vicard, 2013.
"National borders matterwhere one draws the lines too,"
Canadian Journal of Economics, Canadian Economics Association, vol. 46(1), pages 135-153, February.
- Lavallée, E. & Vicard, V., 2010. "National borders matter... where one draws the lines too," Working papers 272, Banque de France.
- Vincent Vicard & Emmanuelle Lavallée, 2013. "National borders matter...where one draws the lines too," Post-Print hal-01548193, HAL.
- Yener Altunbas & Leonardo Gambacorta & David Marques-Ibanez, 2010.
"Does monetary policy affect bank risk-taking?,"
BIS Working Papers
298, Bank for International Settlements.
- Gambacorta, Leonardo & Altunbas, Yener & Marqués-Ibáñez, David, 2010. "Does monetary policy affect bank risk-taking?," Working Paper Series 1166, European Central Bank.
- 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.
- Itai Agur & Maria Demertzis, 2011. ""Leaning Against the Wind" and the Timing of Monetary Pollicy," DNB Working Papers 303, Netherlands Central Bank, Research Department.
- Mr. Itai Agur & Ms. Maria Demertzis, 2013. "Leaning Against the Wind and the Timing of Monetary Policy," IMF Working Papers 2013/086, International Monetary Fund.
- repec:hal:psewpa:hal-00719952 is not listed on IDEAS
- Eleni Iliopulos & Thepthida Sopraseuth, 2012.
"L'intermédiation financière dans l'analyse macroéconomique : le défi de la crise,"
Économie et Statistique, Programme National Persée, vol. 451(1), pages 91-130.
- Eleni Iliopulos & Thepthida Sopraseuth, 2011. "L'intermédiation financière dans l'analyse macroéconomique : le défi de la crise," Documents de travail du Centre d'Economie de la Sorbonne 11046, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Eleni Iliopulos & Thepthida Sopraseuth, 2013. "L'intermédiation financière dans l'analyse macroéconomique : le défi de la crise," PSE-Ecole d'économie de Paris (Postprint) hal-00821532, HAL.
- Eleni Iliopulos & Thepthida Sopraseuth, 2013. "L'intermédiation financière dans l'analyse macroéconomique : le défi de la crise," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00821532, HAL.
- Eleni Iliopulos & Thepthida Sopraseuth, 2012. "L'intermédiation financière dans l'analyse macroéconomique : Le défi de la crise," PSE-Ecole d'économie de Paris (Postprint) halshs-00744047, HAL.
- Eleni Iliopulos & Thepthida Sopraseuth, 2012. "L’intermédiation financière dans l’analyse macroéconomique : Le défi de la crise," TEPP Research Report 2012-02, TEPP.
- Eleni Iliopulos & Thepthida Sopraseuth, 2011. "L'intermédiation financière dans l'analyse macroéconomique : Le défi de la crise," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00613188, HAL.
- Eleni Iliopulos & Thepthida Sopraseuth, 2012. "L'intermédiation financière dans l'analyse macroéconomique : Le défi de la crise," Working Papers halshs-00744047, HAL.
- Eleni Iliopulos & Thepthida Sopraseuth, 2013. "L'intermédiation financière dans l'analyse macroéconomique : le défi de la crise," Post-Print hal-00821532, HAL.
- Eleni Iliopulos & Thepthida Sopraseuth, 2011. "L'intermédiation financière dans l'analyse macroéconomique : Le défi de la crise," Post-Print halshs-00613188, HAL.
- Cociuba, Simona E. & Shukayev, Malik & Ueberfeldt, Alexander, 2016.
"Collateralized borrowing and risk taking at low interest rates,"
European Economic Review, Elsevier, vol. 85(C), pages 62-83.
- Simona E. Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2012. "Collateralized Borrowing and Risk Taking at Low Interest Rates?," University of Western Ontario, Economic Policy Research Institute Working Papers 20121, University of Western Ontario, Economic Policy Research Institute.
- Cociuba, Simona & Shukayev, Malik & Ueberfeldt, Alexander, 2016. "Collateralized Borrowing and Risk Taking at Low Interest Rates," Working Papers 2016-2, University of Alberta, Department of Economics.
- Altunbas, Yener & Gambacorta, Leonardo & Marques-Ibanez, David, 2012.
"Do bank characteristics influence the effect of monetary policy on bank risk?,"
Economics Letters, Elsevier, vol. 117(1), pages 220-222.
- Gambacorta, Leonardo & Altunbas, Yener & Marqués-Ibáñez, David, 2012. "Do bank characteristics influence the effect of monetary policy on bank risk?," Working Paper Series 1427, European Central Bank.
- Challe, Edouard & Mojon, Benoit & Ragot, Xavier, 2013.
"Equilibrium risk shifting and interest rate in an opaque financial system,"
European Economic Review, Elsevier, vol. 63(C), pages 117-133.
- Challe, E. & Mojon, B. & Ragot, X., 2012. "Equilibrium Risk Shifting and Interest Rate in an Opaque Financial System," Working papers 391, Banque de France.
- Edouard Challe & Benoît Mojon & Xavier Ragot, 2013. "Equilibrium risk shifting and interest rate in an opaque financial system," PSE-Ecole d'économie de Paris (Postprint) halshs-00944916, HAL.
- Edouard Challe & Benoit Mojon & Xavier Ragot, 2013. "Equilibrium risk shifting and interest rate in an opaque financial system," Sciences Po publications info:hdl:2441/2ld6ogm9lq9, Sciences Po.
- Edouard Challe & Benoît Mojon & Xavier Ragot, 2013. "Equilibrium risk shifting and interest rate in an opaque financial system," Post-Print halshs-00944916, HAL.
- Edouard Challe & Benoît Mojon & Xavier Ragot, 2013. "Equilibrium risk shifting and interest rate in an opaque financial system," PSE - Labex "OSE-Ouvrir la Science Economique" halshs-00944916, HAL.
- Edouard Challe & Benoit Monjon & Xavier Ragot, 2012. "Equilibrium Risk Shifting and Interest Rate in an Opaque Financial System," Working Papers hal-00719952, HAL.
- Yener Altunbas & Leonardo Gambacorta & David Marques-Ibanez, 2014.
"Does Monetary Policy Affect Bank Risk?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 10(1), pages 95-136, March.
- Yener Altunbas & Leonardo Gambacorta & David Marques-Ibanez, 2012. "Does monetary policy affect bank risk?," Working Papers 12002, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Agur, Itai & Demertzis, Maria, 2012. "Excessive bank risk taking and monetary policy," Working Paper Series 1457, European Central Bank.
- Dan Luo & Iris Biefang-Frisancho Mariscal & Peter Howells, 2011. "The effect of monetary policy on investors’ risk perception: Evidence from the UK and Germany," Working Papers 1107, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
- Christian Hott & Dr. Terhi Jokipii, 2012. "Housing Bubbles and Interest Rates," Working Papers 2012-07, Swiss National Bank.
- Agur, Itai & Demertzis, Maria, 2019.
"Will macroprudential policy counteract monetary policy’s effects on financial stability?,"
The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 65-75.
- Mr. Itai Agur & Ms. Maria Demertzis, 2015. "Will Macroprudential Policy Counteract Monetary Policy’s Effects on Financial Stability?," IMF Working Papers 2015/283, International Monetary Fund.
- Itai Agur & Maria Demertzis, 2018. "Will macroprudential policy counteract monetary policy’s effects on financial stability?," Working Papers 23907, Bruegel.
- repec:zbw:bofrdp:2017_018 is not listed on IDEAS
- repec:hal:spmain:info:hdl:2441/5qprs2oieq8mep8qc5tbvik9ph is not listed on IDEAS
- Denis Beau & Christophe Cahn & Laurent Clerc & Benoît Mojon, 2014.
"Macro-Prudential Policy and the Conduct of Monetary Policy,"
Central Banking, Analysis, and Economic Policies Book Series, in: Sofía Bauducco & Lawrence Christiano & Claudio Raddatz (ed.),Macroeconomic and Financial Stability: challenges for Monetary Policy, edition 1, volume 19, chapter 9, pages 273-314,
Central Bank of Chile.
- Beau, D. & Clerc, L. & Mojon, B., 2011. "Macro-prudential policy and the conduct of monetary policy," Occasional papers 8, Banque de France.
- Denis Beau & Christophe Cahn & Laurent Clerc & Benoît Mojon, 2013. "Macro-Prudential Policy and the Conduct of Monetary Policy," Working Papers Central Bank of Chile 715, Central Bank of Chile.
- Beau, D. & Clerc, L. & Mojon, B., 2012. "Macro-Prudential Policy and the Conduct of Monetary Policy," Working papers 390, Banque de France.
- Agur, Itai, 2019.
"Monetary and macroprudential policy coordination among multiple equilibria,"
Journal of International Money and Finance, Elsevier, vol. 96(C), pages 192-209.
- Mr. Itai Agur, 2018. "Monetary and Macroprudential Policy Coordination Among Multiple Equilibria," IMF Working Papers 2018/235, International Monetary Fund.
- Gabriele Galati & Richhild Moessner, 2013.
"Macroprudential Policy – A Literature Review,"
Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 846-878, December.
- Gabriele Galati & Richhild Moessner, 2011. "Macroprudential policy - a literature review," BIS Working Papers 337, Bank for International Settlements.
- Lubos Komarek & Ivana Kubicová, 2011. "The Classification and Identification of Asset Price Bubbles," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(1), pages 34-48, January.
- repec:ecb:ecbwps:20111427 is not listed on IDEAS
- repec:hal:spmain:info:hdl:2441/2ld6ogm9lq9b4b37ft2unhirm4 is not listed on IDEAS
- Manthos D. Delis & Iftekhar Hasan & Nikolaos Mylonidis, 2017.
"The Risk‐Taking Channel of Monetary Policy in the U.S.: Evidence from Corporate Loan Data,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(1), pages 187-213, February.
- Delis, Manthos D. & Hasan, Iftekhar & Mylonidis, Nikolaos, 2017. "The risk-taking channel of monetary policy in the US: Evidence from corporate loan data," Bank of Finland Research Discussion Papers 18/2017, Bank of Finland.
- Gilbert COLLETAZ & Grégory LEVIEUGE & Alexandra POPESCU, 2016. "Monetary Policy and Long-Run Risk-Taking," LEO Working Papers / DR LEO 2409, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- repec:hal:psewpa:halshs-00744047 is not listed on IDEAS
- Ekin Ayse Ozsuca & Elif Akbostanci, 2012. "An Empirical Analysis of the Risk Taking Channel of Monetary Policy in Turkey," ERC Working Papers 1208, ERC - Economic Research Center, Middle East Technical University, revised Dec 2012.
- Michael Woodford, 2011. "Pośrednictwo finansowe i analiza makroekonomiczna," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 11-12, pages 109-139.
- Simona Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2011. "Do Low Interest Rates Sow the Seeds of Financial Crises?," Staff Working Papers 11-31, Bank of Canada.
- Michael Woodford, 2010. "Financial Intermediation and Macroeconomic Analysis," Journal of Economic Perspectives, American Economic Association, vol. 24(4), pages 21-44, Fall.
- Ruby P. Kishan & Timothy P. Opiela, 2012. "Monetary Policy, Bank Lending, and the Risk‐Pricing Channel," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 573-602, June.