Monetary surprises and bank equity valuation with prolonged low interest rates
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DOI: 10.1016/j.frl.2021.102608
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Cited by:
- Fernando García Martínez & Juan Domínguez Jiménez & Ricardo Queralt Sánchez de las Matas, 2024. "Reevaluating Bank Price-to-Book Ratios: An In-Depth Analysis of Equity Components across Economic Cycles," JRFM, MDPI, vol. 17(8), pages 1-21, August.
- MBelen Salas & Prosper Lamothe & Enrique Delgado & Angel L. Fernández-Miguélez & Lucia Valcarce, 2024. "Determinants of Nonperforming Loans: A Global Data Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 64(5), pages 2695-2716, November.
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More about this item
Keywords
Monetary policy; Bank equity price; Low interest rate environment;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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