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Banks Exposure to Interest Rate Risk and The Transmission of Monetary Policy

Citations

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Cited by:

  1. Ampudia, Miguel & Georgarakos, Dimitris & Slacalek, Jiri & Tristani, Oreste & Vermeulen, Philip & Violante, Giovanni L., 2018. "Monetary policy and household inequality," Working Paper Series 2170, European Central Bank.
  2. Morris, Charles S. & Regehr, Kristen, 2014. "What explains low net interest income at community banks?," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 59-87.
  3. Andrew G. Atkeson & Adrien d’Avernas & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2019. "Government Guarantees and the Valuation of American Banks," NBER Macroeconomics Annual, University of Chicago Press, vol. 33(1), pages 81-145.
  4. Juliane Begenau & Monika Piazzesi & Martin Schneider, 2015. "Banks' Risk Exposures," NBER Working Papers 21334, National Bureau of Economic Research, Inc.
  5. Semyon Malamud & Andreas Schrimpf, 2016. "Intermediation Markups and Monetary Policy Passthrough," Swiss Finance Institute Research Paper Series 16-75, Swiss Finance Institute.
  6. Adrian, Tobias & Boyarchenko, Nina & Shachar, Or, 2017. "Dealer balance sheets and bond liquidity provision," Journal of Monetary Economics, Elsevier, vol. 89(C), pages 92-109.
  7. Jérôme Creel & Paul Hubert & Mathilde Viennot, 2016. "The effect of ECB monetary policies on interest rates and volumes," Applied Economics, Taylor & Francis Journals, vol. 48(47), pages 4477-4501, October.
  8. repec:col:000129:016212 is not listed on IDEAS
  9. Ruprecht, Benedikt & Entrop, Oliver & Kick, Thomas & Wilkens, Marco, 2013. "Market timing, maturity mismatch, and risk management: Evidence from the banking industry," Discussion Papers 56/2013, Deutsche Bundesbank.
  10. Filippo Ippolito & Ali K. Ozdagli & Ander Pérez Orive, 2013. "Is bank debt special for the transmission of monetary policy? Evidence from the stock market," Economics Working Papers 1384, Department of Economics and Business, Universitat Pompeu Fabra.
  11. Rampini, Adriano A. & Viswanathan, S. & Vuillemey, Guillaume, 2019. "Risk Management in Financial Institutions," CEPR Discussion Papers 13787, C.E.P.R. Discussion Papers.
  12. Marco Di Maggio & Amir Kermani & Christopher Palmer, 2016. "How Quantitative Easing Works: Evidence on the Refinancing Channel," NBER Working Papers 22638, National Bureau of Economic Research, Inc.
  13. De Marco, Filippo & Wieladek, Tomasz, 2015. "The real effects of capital requirements and monetary policy: evidence from the United Kingdom," Bank of England working papers 573, Bank of England.
  14. repec:eee:jfinec:v:133:y:2019:i:2:p:357-378 is not listed on IDEAS
  15. Sylvain Benoit & Christophe Hurlin & Christophe Perignon, 2015. "Implied Risk Exposures," Review of Finance, European Finance Association, vol. 19(6), pages 2183-2222.
  16. repec:eee:jfinin:v:35:y:2018:i:pa:p:1-16 is not listed on IDEAS
  17. Sebastian Di Tella & Pablo Kurlat, 2017. "Why are Banks Exposed to Monetary Policy?," NBER Working Papers 24076, National Bureau of Economic Research, Inc.
  18. Jerome Creel & Paul Hubert & Mathilde Viennot, 2013. "Assessing the Interest Rate and Bank Lending Channels of ECB Monetary Policies," Working papers wpaper34, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
  19. Hoffmann, Peter & Langfield, Sam & Pierobon, Federico & Vuillemey, Guillaume, 2018. "Who bears interest rate risk?," Working Paper Series 2176, European Central Bank.
  20. Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2018. "A Model of Monetary Policy and Risk Premia," Journal of Finance, American Finance Association, vol. 73(1), pages 317-373, February.
  21. Knott, Samuel & Richardson, Peter & Rismanchi, Katie & Sen, Kallol, 2014. "Financial Stability Paper 31: Understanding the fair value of banks’ loans," Bank of England Financial Stability Papers 31, Bank of England.
  22. Tümer Kapan & Camelia Minoiu, 2013. "Balance Sheet Strength and Bank Lending During the Global Financial Crisis," IMF Working Papers 13/102, International Monetary Fund.
  23. M. Girotti, 2016. "How Monetary Policy Changes Bank Liability Structure and Funding Cost," Working papers 590, Banque de France.
  24. repec:eee:jbfina:v:87:y:2018:i:c:p:164-186 is not listed on IDEAS
  25. Heipertz, Jonas & Ouazad, Amine & Rancière, Romain, 2019. "The Transmission of Shocks in EndogenousFinancial Networks: A Structural Approach," CEPR Discussion Papers 13855, C.E.P.R. Discussion Papers.
  26. repec:eee:jimfin:v:82:y:2018:i:c:p:45-70 is not listed on IDEAS
  27. Claessens, Stijn & Coleman, Nicholas & Donnelly, Michael, 2017. ""Low-For-Long� Interest Rates and Banks' Interest Margins and Profitability: Cross-Country Evidence," CEPR Discussion Papers 11842, C.E.P.R. Discussion Papers.
  28. Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2018. "Banking on Deposits: Maturity Transformation without Interest Rate Risk," NBER Working Papers 24582, National Bureau of Economic Research, Inc.
  29. Mora, Nada, 2014. "The weakened transmission of monetary policy to consumer loan rates," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 1-26.
  30. repec:eee:jfinec:v:129:y:2018:i:1:p:87-110 is not listed on IDEAS
  31. Rodney Ramcharan & Amir Kermani & Marco Di Maggio, 2015. "Monetary Policy Pass-Through: Household Consumption and Voluntary Deleveraging," 2015 Meeting Papers 256, Society for Economic Dynamics.
  32. repec:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p4sg18u8h is not listed on IDEAS
  33. Mark Iarovyi & sasson Bar Yosef & Itzhak Venezia, 2017. "Implied Maturity Mismatches and Investor Disagreement," Proceedings of Economics and Finance Conferences 4507072, International Institute of Social and Economic Sciences.
  34. Claessens, Stijn & Coleman, Nicholas & Donnelly, Michael, 2018. "“Low-For-Long” interest rates and banks’ interest margins and profitability: Cross-country evidence," Journal of Financial Intermediation, Elsevier, vol. 35(PA), pages 1-16.
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