Divya Kirti
Personal Details
First Name: | Divya |
Middle Name: | |
Last Name: | Kirti |
Suffix: | |
RePEc Short-ID: | pki493 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/divyakirti/ | |
Affiliation
International Monetary Fund (IMF)
Washington, District of Columbia (United States)http://www.imf.org/
RePEc:edi:imfffus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Katharina Bergant & Ms. Mai Hakamada & Mr. Divya Kirti & Rui Mano, 2025. "Inflation and Bank Profits: Monetary Policy Trade-offs," IMF Staff Discussion Notes 2025/001, International Monetary Fund.
- Mr. Damien Capelle & Mr. Divya Kirti & Mr. Nicola Pierri & Mr. German Villegas Bauer, 2023. "Mitigating Climate Change at the Firm Level: Mind the Laggards," IMF Working Papers 2023/242, International Monetary Fund.
- Kirti, Divya & MartÃnez PerÃa, Maria Soledad & Mishra, Prachi & Stráský, Jan, 2023.
"What Policy Combinations Worked? The Effect of Policy Packages on Bank Lending during COVID-19,"
CEPR Discussion Papers
17880, C.E.P.R. Discussion Papers.
- Mr. Divya Kirti & Maria Soledad Martinez Peria & Ms. Prachi Mishra & Jan Strasky, 2023. "What Policy Combinations Worked? The Effect of Policy Packages on Bank Lending during COVID-19," IMF Working Papers 2023/025, International Monetary Fund.
- Alexander Copestake & Mr. Divya Kirti & Yang Liu, 2023. "Banks’ Joint Exposure to Market and Run Risk," IMF Working Papers 2023/200, International Monetary Fund.
- Kirti, Divya & Liu, Yang & MartÃnez PerÃa, Maria Soledad & Mishra, Prachi & Stráský, Jan, 2023.
"Tracking Economic and Financial Policies During COVID-19: An Announcement-Level Database,"
CEPR Discussion Papers
17879, C.E.P.R. Discussion Papers.
- Mr. Divya Kirti & Yang Liu & Soledad Martinez Peria & Ms. Prachi Mishra & Jan Strasky, 2022. "Tracking Economic and Financial Policies During COVID-19: An Announcement-Level Database," IMF Working Papers 2022/114, International Monetary Fund.
- Siddharth George & Mr. Divya Kirti & Soledad Martinez Peria & Rajesh Vijayaraghavan, 2022. "India’s Banks: Lending to Productive Firms?," IMF Working Papers 2022/073, International Monetary Fund.
- Elmalt, Dalya & Kirti, Divya, 2021.
"Limits to Private Climate Change Mitigation,"
CEPR Discussion Papers
16061, C.E.P.R. Discussion Papers.
- Dalya Elmalt & Mr. Divya Kirti & Ms. Deniz O Igan, 2021. "Limits to Private Climate Change Mitigation," IMF Working Papers 2021/112, International Monetary Fund.
- Mr. Olumuyiwa S Adedeji & Yacoub Alatrash & Mr. Divya Kirti, 2019. "How Do Changing U.S. Interest Rates Affect Banks in the Gulf Cooperation Council (GCC) Countries?," IMF Working Papers 2019/268, International Monetary Fund.
- Mr. Divya Kirti, 2018.
"Lending Standards and Output Growth,"
IMF Working Papers
2018/023, International Monetary Fund.
- Kirti, Divya, 2018. "Lending standards and output growth," ESRB Working Paper Series 79, European Systemic Risk Board.
- Divya Kirti, 2018. "Lending standards and output growth," 2018 Meeting Papers 203, Society for Economic Dynamics.
- Mr. Divya Kirti, 2017.
"What Are Reference Rates For?,"
IMF Working Papers
2017/013, International Monetary Fund.
- Kirti, Divya, 2022. "What are reference rates for?," Journal of Banking & Finance, Elsevier, vol. 144(C).
- Mr. Divya Kirti, 2017.
"When Gambling for Resurrection is Too Risky,"
IMF Working Papers
2017/180, International Monetary Fund.
- Kirti, Divya, 2024. "When gambling for resurrection is too risky," Journal of Banking & Finance, Elsevier, vol. 162(C).
- Kirti, Divya, 2018. "When gambling for resurrection is too risky," ESRB Working Paper Series 69, European Systemic Risk Board.
- Mr. Divya Kirti & Vijay Narasiman, 2017. "How is the likelihood of fire sales in a crisis affected by the interaction of various bank regulations?," IMF Working Papers 2017/068, International Monetary Fund.
- Mr. Divya Kirti, 2017.
"Why Do Bank-Dependent Firms Bear Interest-Rate Risk?,"
IMF Working Papers
2017/003, International Monetary Fund.
- Kirti, Divya, 2020. "Why do bank-dependent firms bear interest-rate risk?," Journal of Financial Intermediation, Elsevier, vol. 41(C).
Articles
- Kirti, Divya, 2025. "Lending standards and output growth," Journal of Financial Stability, Elsevier, vol. 76(C).
- Divya Kirti & Natasha Sarin, 2024. "What Private Equity Does Differently: Evidence from Life Insurance," The Review of Financial Studies, Society for Financial Studies, vol. 37(1), pages 201-230.
- Kirti, Divya, 2024.
"When gambling for resurrection is too risky,"
Journal of Banking & Finance, Elsevier, vol. 162(C).
- Kirti, Divya, 2018. "When gambling for resurrection is too risky," ESRB Working Paper Series 69, European Systemic Risk Board.
- Mr. Divya Kirti, 2017. "When Gambling for Resurrection is Too Risky," IMF Working Papers 2017/180, International Monetary Fund.
- Kirti, Divya, 2022.
"What are reference rates for?,"
Journal of Banking & Finance, Elsevier, vol. 144(C).
- Mr. Divya Kirti, 2017. "What Are Reference Rates For?," IMF Working Papers 2017/013, International Monetary Fund.
- Kirti, Divya, 2020.
"Why do bank-dependent firms bear interest-rate risk?,"
Journal of Financial Intermediation, Elsevier, vol. 41(C).
- Mr. Divya Kirti, 2017. "Why Do Bank-Dependent Firms Bear Interest-Rate Risk?," IMF Working Papers 2017/003, International Monetary Fund.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Mr. Damien Capelle & Mr. Divya Kirti & Mr. Nicola Pierri & Mr. German Villegas Bauer, 2023.
"Mitigating Climate Change at the Firm Level: Mind the Laggards,"
IMF Working Papers
2023/242, International Monetary Fund.
Cited by:
- Paolo Angelini, 2024. "Portfolio decarbonisation strategies: questions and suggestions," Questioni di Economia e Finanza (Occasional Papers) 840, Bank of Italy, Economic Research and International Relations Area.
- Gert Bijnens & Carine Swartenbroekx, 2024. "Hunting “Brown Zombies” to Reduce Industry’s Carbon Emissions," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 544, pages 27-44.
- Kirti, Divya & MartÃnez PerÃa, Maria Soledad & Mishra, Prachi & Stráský, Jan, 2023.
"What Policy Combinations Worked? The Effect of Policy Packages on Bank Lending during COVID-19,"
CEPR Discussion Papers
17880, C.E.P.R. Discussion Papers.
- Mr. Divya Kirti & Maria Soledad Martinez Peria & Ms. Prachi Mishra & Jan Strasky, 2023. "What Policy Combinations Worked? The Effect of Policy Packages on Bank Lending during COVID-19," IMF Working Papers 2023/025, International Monetary Fund.
Cited by:
- Bergant, Katharina & Forbes, Kristin, 2023. "Policy packages and policy space: Lessons from COVID-19☆," European Economic Review, Elsevier, vol. 158(C).
- Kirti, Divya & Liu, Yang & MartÃnez PerÃa, Maria Soledad & Mishra, Prachi & Stráský, Jan, 2023.
"Tracking Economic and Financial Policies During COVID-19: An Announcement-Level Database,"
CEPR Discussion Papers
17879, C.E.P.R. Discussion Papers.
- Mr. Divya Kirti & Yang Liu & Soledad Martinez Peria & Ms. Prachi Mishra & Jan Strasky, 2022. "Tracking Economic and Financial Policies During COVID-19: An Announcement-Level Database," IMF Working Papers 2022/114, International Monetary Fund.
Cited by:
- Buchetti, Bruno & Miquel-Flores, Ixart & Perdichizzi, Salvatore & Reghezza, Alessio & Lin, Luca X., 2024. "Loan guarantee and portfolio greening: evidence from European credit registers," Working Paper Series 2916, European Central Bank.
- Kristin Forbes & Christian Friedrich & Dennis Reinhardt, 2023.
"Stress Relief?: Funding Structures and Resilience to the Covid Shock,"
NBER Working Papers
31255, National Bureau of Economic Research, Inc.
- Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2023. "Stress Relief? Funding Structures and Resilience to the Covid Shock," CEPR Discussion Papers 17852, C.E.P.R. Discussion Papers.
- Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2022. "Stress relief? Funding structures and resilience to the Covid Shock," Bank of England working papers 1003, Bank of England.
- Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2023. "Stress relief? Funding structures and resilience to the covid shock," Journal of Monetary Economics, Elsevier, vol. 137(C), pages 47-81.
- Kristin Forbes & Christian Friedrich & Dennis Reinhardt, 2023. "Stress Relief? Funding Structures and Resilience to the Covid Shock," Staff Working Papers 23-7, Bank of Canada.
- Dursun-de Neef, H. Özlem & Schandlbauer, Alexander & Wittig, Colin, 2023. "Countercyclical capital buffers and credit supply: Evidence from the COVID-19 crisis," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Degryse, Hans & Huylebroek, Cédric, 2023. "Fiscal support and banks’ loan loss provisions during the COVID-19 crisis," Journal of Financial Stability, Elsevier, vol. 67(C).
- Bergant, Katharina & Forbes, Kristin, 2023. "Policy packages and policy space: Lessons from COVID-19☆," European Economic Review, Elsevier, vol. 158(C).
- Elmalt, Dalya & Kirti, Divya, 2021.
"Limits to Private Climate Change Mitigation,"
CEPR Discussion Papers
16061, C.E.P.R. Discussion Papers.
- Dalya Elmalt & Mr. Divya Kirti & Ms. Deniz O Igan, 2021. "Limits to Private Climate Change Mitigation," IMF Working Papers 2021/112, International Monetary Fund.
Cited by:
- Frankovic, Ivan & Kolb, Benedikt, 2023.
"The role of emission disclosure for the low-carbon transition,"
Discussion Papers
33/2023, Deutsche Bundesbank.
- Frankovic, Ivan & Kolb, Benedikt, 2024. "The role of emission disclosure for the low-carbon transition," European Economic Review, Elsevier, vol. 167(C).
- Alberto Barroso Del Toro & Laura Vivas Crisol & Xavier Tort-Martorell, 2022. "The Sustainability Narrative: A Multi Study Using Event Studies to Analyse the American Energy Companies Shareholder’s Reaction to Sustainability News," IJERPH, MDPI, vol. 19(23), pages 1-17, November.
- Torsten Ehlers & Ulrike Elsenhuber & Anandakumar Jegarasasingam & Eric Jondeau, 2024. "Deconstructing ESG scores: investing at the category score level," Journal of Asset Management, Palgrave Macmillan, vol. 25(3), pages 222-244, May.
- Hansen, Lars Peter, 2022. "Central banking challenges posed by uncertain climate change and natural disasters," Journal of Monetary Economics, Elsevier, vol. 125(C), pages 1-15.
- Mr. Olumuyiwa S Adedeji & Yacoub Alatrash & Mr. Divya Kirti, 2019.
"How Do Changing U.S. Interest Rates Affect Banks in the Gulf Cooperation Council (GCC) Countries?,"
IMF Working Papers
2019/268, International Monetary Fund.
Cited by:
- Fakhri J. Hasanov & Jeyhun I. Mikayilov, 2020. "Revisiting Energy Demand Relationship: Theory and Empirical Application," Sustainability, MDPI, vol. 12(7), pages 1-15, April.
- Mr. Divya Kirti, 2018.
"Lending Standards and Output Growth,"
IMF Working Papers
2018/023, International Monetary Fund.
- Kirti, Divya, 2018. "Lending standards and output growth," ESRB Working Paper Series 79, European Systemic Risk Board.
- Divya Kirti, 2018. "Lending standards and output growth," 2018 Meeting Papers 203, Society for Economic Dynamics.
Cited by:
- Robin Greenwood & Samuel G. Hanson & Lawrence J. Jin, 2019. "Reflexivity in Credit Markets," NBER Working Papers 25747, National Bureau of Economic Research, Inc.
- Robin Greenwood & Samuel G. Hanson & Andrei Shleifer & Jakob Ahm Sørensen, 2020.
"Predictable Financial Crises,"
NBER Working Papers
27396, National Bureau of Economic Research, Inc.
- Robin Greenwood & Samuel G. Hanson & Andrei Shleifer & Jakob Ahm Sørensen, 2022. "Predictable Financial Crises," Journal of Finance, American Finance Association, vol. 77(2), pages 863-921, April.
- Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2020. "Financial volatility and economic growth, 1870-2016," LSE Research Online Documents on Economics 118886, London School of Economics and Political Science, LSE Library.
- Brandão-Marques, Luis & Chen, Qianying & Raddatz, Claudio & Vandenbussche, Jérôme & Xie, Peichu, 2022.
"The riskiness of credit allocation and financial stability,"
Journal of Financial Intermediation, Elsevier, vol. 51(C).
- Mr. Luis Brandão-Marques & Qianying Chen & Claudio Raddatz & Mr. Jerome Vandenbussche & Peichu Xie, 2019. "The Riskiness of Credit Allocation and Financial Stability," IMF Working Papers 2019/207, International Monetary Fund.
- Mr. Yan Carriere-Swallow & José Marzluf, 2021.
"Macrofinancial Causes of Optimism in Growth Forecasts,"
IMF Working Papers
2021/275, International Monetary Fund.
- Yan Carrière-Swallow & José Marzluf, 2023. "Macrofinancial Causes of Optimism in Growth Forecasts," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(2), pages 509-537, June.
- Nijskens, Rob & Mokas, Dimitris, 2019. "Credit Risk in Commercial Real Estate Bank Loans : The Role of Idiosyncratic versus Macro-Economic Factors," Other publications TiSEM ea4f2f0e-dc50-4987-91d3-6, Tilburg University, School of Economics and Management.
- Deepal Basak & Mr. Yunhui Zhao, 2018. "Does Financial Tranquility Call for Stringent Regulation?," IMF Working Papers 2018/123, International Monetary Fund.
- Widiantoro, Dimas Mukhlas, 2022. "Countercyclical capital buffer: building the resilience or taming the rapid financial cycle?," MPRA Paper 113507, University Library of Munich, Germany.
- Bank for International Settlements, 2022. "Private sector debt and financial stability," CGFS Papers, Bank for International Settlements, number 67, december.
- Jeremy C. Stein, 2021. "Can Policy Tame the Credit Cycle?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(1), pages 5-22, March.
- Mr. Divya Kirti, 2017.
"What Are Reference Rates For?,"
IMF Working Papers
2017/013, International Monetary Fund.
- Kirti, Divya, 2022. "What are reference rates for?," Journal of Banking & Finance, Elsevier, vol. 144(C).
Cited by:
- Mielus Piotr, 2019. "How to Measure the Economic Integrity of Ibor Panels? A Behavioural Approach," Financial Sciences. Nauki o Finansach, Sciendo, vol. 24(1), pages 51-73, March.
- Cooperman, Harry & Duffie, Darrell & Luck, Stephan & Wang, Zachry & Yang, Yilin (David), 2022.
"Bank Funding Risk, Reference Rates, and Credit Supply,"
Research Papers
4066, Stanford University, Graduate School of Business.
- Harry R. Cooperman & Darrell Duffie & Stephan Luck & Zachry Z. Wang & Yilin Yang, 2023. "Bank Funding Risk, Reference Rates, and Credit Supply," NBER Working Papers 30907, National Bureau of Economic Research, Inc.
- Darrell Duffie & Cooperman Harry & Stephan Luck & Zachry Wang & Yilin Yang, 2022. "Bank Funding Risk, Reference Rates, and Credit Supply," Staff Reports 1042, Federal Reserve Bank of New York.
- Sven Klingler & Olav Syrstad, 2023. "Does SOFR-linked debt cost borrowers more than LIBOR-linked debt?," Working Paper 2023/7, Norges Bank.
- Mr. Divya Kirti, 2017.
"When Gambling for Resurrection is Too Risky,"
IMF Working Papers
2017/180, International Monetary Fund.
- Kirti, Divya, 2024. "When gambling for resurrection is too risky," Journal of Banking & Finance, Elsevier, vol. 162(C).
- Kirti, Divya, 2018. "When gambling for resurrection is too risky," ESRB Working Paper Series 69, European Systemic Risk Board.
Cited by:
- John Ammer & Stijn Claessens & Alexandra M. Tabova & Caleb Wroblewski, 2018.
"Searching for Yield Abroad : Risk-Taking Through Foreign Investment in U.S. Bonds,"
International Finance Discussion Papers
1224, Board of Governors of the Federal Reserve System (U.S.).
- John Ammer & Alexandra Tabova & Stijn Claessens, 2018. "Searching for Yield Abroad: Risk-Taking through Foreign Investment in U.S. Bonds," 2018 Meeting Papers 960, Society for Economic Dynamics.
- Beyer, Marcel, 2023. "Gambling for recovery? Exploring the riskiness of European insurers' assets during the Covid-19 crisis 2020," ICIR Working Paper Series 46/23, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), revised 2023.
- Rhys Bidder & John Krainer & Adam Shapiro, 2021.
"De-leveraging or de-risking? How banks cope with loss,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 100-127, January.
- Rhys Bidder & John Krainer & Adam Shapiro, 2020. "Online Appendix to "De-leveraging or de-risking? How banks cope with loss"," Online Appendices 19-100, Review of Economic Dynamics.
- Rhys Bidder & John Krainer & Adam Shapiro, 2020. "Code and data files for "De-leveraging or de-risking? How banks cope with loss"," Computer Codes 19-100, Review of Economic Dynamics.
- Rhys M. Bidder & John Krainer & Adam Hale Shapiro, 2019. "De-leveraging or De-risking? How Banks Cope with Loss," Working Paper Series 2017-3, Federal Reserve Bank of San Francisco.
- Bai, Min & Zhang, Yuqi & Yu, Chia-Feng (Jeffrey), 2024. "Do firms gamble for resurrection from COVID-19?," Economics Letters, Elsevier, vol. 241(C).
- John Ammer & Alexandra Tabova & Caleb Wroblewski, 2018. "Searching for yield abroad: risk-taking through foreign investment in U.S. bonds," BIS Working Papers 687, Bank for International Settlements.
- Peydró, José-Luis & Polo, Andrea & Sette, Enrico & Vanasco, Victoria, 2023.
"Risk mitigating versus risk shifting: Evidence from banks security trading in crises,"
EconStor Preprints
226219, ZBW - Leibniz Information Centre for Economics.
- José-Luis Peydró & Andrea Polo & Enrico Sette & Victoria Vanasco, 2020. "Risk mitigating versus risk shifting: evidence from banks security trading in crises," Economics Working Papers 1753, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2023.
- Victoria Vanasco & Enrico Sette & Andrea Polo & José-Luis Peydró, 2020. "Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises," Working Papers 1219, Barcelona School of Economics.
- Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2020. "Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises," CEPR Discussion Papers 15473, C.E.P.R. Discussion Papers.
- Alejandro Drexler & Thomas B. King, 2021. "Capital Constraints and Risk Shifting: An Instrumental Approach," Working Paper Series WP-2021-13, Federal Reserve Bank of Chicago.
- Ge, Shan & Weisbach, Michael S., 2021.
"The role of financial conditions in portfolio choices: The case of insurers,"
Journal of Financial Economics, Elsevier, vol. 142(2), pages 803-830.
- Shan Ge & Michael S. Weisbach, 2019. "The Role of Financial Conditions in Portfolio Choices: The Case of Insurers," NBER Working Papers 25677, National Bureau of Economic Research, Inc.
- Axel Möhlmann, 2021.
"Interest rate risk of life insurers: Evidence from accounting data,"
Financial Management, Financial Management Association International, vol. 50(2), pages 587-612, June.
- Möhlmann, Axel, 2017. "Interest rate risk of life insurers: Evidence from accounting data," Discussion Papers 10/2017, Deutsche Bundesbank.
- Ishita Sen, 2023. "Regulatory Limits to Risk Management," The Review of Financial Studies, Society for Financial Studies, vol. 36(6), pages 2175-2223.
- Audrey Nguema Bekale & Imhotep Paul Alagidede & Jones Odei‐Mensah, 2023. "Derivatives use and the risk‐taking behaviour of African banks," Journal of International Development, John Wiley & Sons, Ltd., vol. 35(7), pages 1985-2013, October.
- Mr. Divya Kirti & Vijay Narasiman, 2017.
"How is the likelihood of fire sales in a crisis affected by the interaction of various bank regulations?,"
IMF Working Papers
2017/068, International Monetary Fund.
Cited by:
- Coen, Jamie & Lepore, Caterina & Schaanning, Eric, 2019. "Taking regulation seriously: fire sales under solvency and liquidity constraints," Bank of England working papers 793, Bank of England.
- Mr. Divya Kirti, 2017.
"Why Do Bank-Dependent Firms Bear Interest-Rate Risk?,"
IMF Working Papers
2017/003, International Monetary Fund.
- Kirti, Divya, 2020. "Why do bank-dependent firms bear interest-rate risk?," Journal of Financial Intermediation, Elsevier, vol. 41(C).
Cited by:
- Kirti, Divya, 2022.
"What are reference rates for?,"
Journal of Banking & Finance, Elsevier, vol. 144(C).
- Mr. Divya Kirti, 2017. "What Are Reference Rates For?," IMF Working Papers 2017/013, International Monetary Fund.
- Cooperman, Harry & Duffie, Darrell & Luck, Stephan & Wang, Zachry & Yang, Yilin (David), 2022.
"Bank Funding Risk, Reference Rates, and Credit Supply,"
Research Papers
4066, Stanford University, Graduate School of Business.
- Harry R. Cooperman & Darrell Duffie & Stephan Luck & Zachry Z. Wang & Yilin Yang, 2023. "Bank Funding Risk, Reference Rates, and Credit Supply," NBER Working Papers 30907, National Bureau of Economic Research, Inc.
- Darrell Duffie & Cooperman Harry & Stephan Luck & Zachry Wang & Yilin Yang, 2022. "Bank Funding Risk, Reference Rates, and Credit Supply," Staff Reports 1042, Federal Reserve Bank of New York.
- Lara Coulier & Alessio Reghezza, 2024.
"Are low interest rates firing back? Interest rate risk in the banking book and bank lending in a rising interest rate environment,"
BIS Working Papers
1202, Bank for International Settlements.
- Lara Coulier & Cosimo Pancaro & Alessio Reghezza, 2024. "Are low interest rates firing back? Interest rate risk in the banking book and bank lending in a rising interest rate environment," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 24/1091, Ghent University, Faculty of Economics and Business Administration.
- Coulier, Lara & Pancaro, Cosimo & Reghezza, Alessio, 2024. "Are low interest rates firing back? Interest rate risk in the banking book and bank lending in a rising interest rate environment," Working Paper Series 2950, European Central Bank.
- Albertazzi, Ugo & Ongena, Steven & Fringuellotti, Fulvia, 2019.
"Fixed rate versus adjustable rate mortgages: evidence from euro area banks,"
Working Paper Series
2322, European Central Bank.
- Albertazzi, Ugo & Fringuellotti, Fulvia & Ongena, Steven, 2024. "Fixed rate versus adjustable rate mortgages: Evidence from euro area banks," European Economic Review, Elsevier, vol. 161(C).
- Ugo Albertazzi & Fulvia Fringuellotti & Steven Ongena, 2020. "Fixed Rate versus Adjustable Rate Mortgages: Evidence from Euro Area Banks," Swiss Finance Institute Research Paper Series 20-99, Swiss Finance Institute.
- Ugo Albertazzi & Fulvia Fringuellotti & Steven Ongena, 2018. "Fixed rate versus adjustable rate mortgages: evidence from euro area banks," Temi di discussione (Economic working papers) 1176, Bank of Italy, Economic Research and International Relations Area.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2021. "Banking on Deposits: Maturity Transformation without Interest Rate Risk," Journal of Finance, American Finance Association, vol. 76(3), pages 1091-1143, June.
- Nicola Viegi & Tumisang Loate, 2021.
"The transmission of monetary policy via the banks’ balance sheet – does bank size matter?,"
Working Papers
849, Economic Research Southern Africa.
- Tumisang Loate & Nicola Viegi, 2021. "The Transmission of Monetary Policy via the Banks' Balance Sheet - Does Bank Size Matter?," Working Papers 202109, University of Pretoria, Department of Economics.
- Schnabl, Philipp & Savov, Alexi & Drechsler, Itamar, 2018.
"Banking on Deposits: Maturity Transformation without Interest Rate Risk,"
CEPR Discussion Papers
12950, C.E.P.R. Discussion Papers.
- 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.
- Sergey Chernenko & Isil Erel & Robert Prilmeier, 2019. "Why Do Firms Borrow Directly from Nonbanks?," NBER Working Papers 26458, National Bureau of Economic Research, Inc.
- Ampudia, Miguel & Van den Heuvel, Skander J., 2022.
"Monetary Policy and Bank Equity Values in a Time of Low and Negative Interest Rates,"
Journal of Monetary Economics, Elsevier, vol. 130(C), pages 49-67.
- Miguel Ampudia & Skander J. van den Heuvel, 2019. "Monetary Policy and Bank Equity Values in a Time of Low and Negative Interest Rates," Finance and Economics Discussion Series 2019-064, Board of Governors of the Federal Reserve System (U.S.).
- Valentin Haddad & David A. Sraer, 2019.
"The Banking View of Bond Risk Premia,"
NBER Working Papers
26369, National Bureau of Economic Research, Inc.
- Valentin Haddad & David Sraer, 2020. "The Banking View of Bond Risk Premia," Journal of Finance, American Finance Association, vol. 75(5), pages 2465-2502, October.
- David Sraer & Valentin Haddad, 2016. "The Banking View of Bond Risk Premia," 2016 Meeting Papers 814, Society for Economic Dynamics.
- Sraer, David & Haddad, Valentin, 2019. "The Banking View of Bond Risk Premia," CEPR Discussion Papers 14207, C.E.P.R. Discussion Papers.
- Dal Borgo, Mariela, 2022. "Internal models for deposits: Effects on banks' capital and interest rate risk of assets," Journal of Banking & Finance, Elsevier, vol. 135(C).
- Paul, Pascal, 2023.
"Banks, maturity transformation, and monetary policy,"
Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Pascal Paul, 2020. "Banks, Maturity Transformation, and Monetary Policy," Working Paper Series 2020-07, Federal Reserve Bank of San Francisco.
- Caetité, Alex Nery & Sousa, Almir Ferreira de & Savoia, José Roberto Ferreira & Bucchi, Wadico Waldir & Garcia, Fabio Gallo, 2022. "Does the deposit channel of monetary policy work in a high-interest rate environment?," Journal of Banking & Finance, Elsevier, vol. 145(C).
- Vivek Rao, 2018. "An Empirical Analysis of the Factors that Influence Infrastructure Project Financing by Banks in Select Asian Economies," Working Papers id:12896, eSocialSciences.
- Ms. Nan Geng & Tiberiu Scutaru & Mr. Johannes Wiegand, 2018. "Carry Trade vs. Deposit-Driven Euroization," IMF Working Papers 2018/058, International Monetary Fund.
- Mr. Olumuyiwa S Adedeji & Yacoub Alatrash & Mr. Divya Kirti, 2019. "How Do Changing U.S. Interest Rates Affect Banks in the Gulf Cooperation Council (GCC) Countries?," IMF Working Papers 2019/268, International Monetary Fund.
- Bank for International Settlements, 2022. "Private sector debt and financial stability," CGFS Papers, Bank for International Settlements, number 67, december.
- Peter Hoffmann & Sam Langfield & Federico Pierobon & Guillaume Vuillemey, 2019.
"Who Bears Interest Rate Risk?,"
The Review of Financial Studies, Society for Financial Studies, vol. 32(8), pages 2921-2954.
- Hoffmann, Peter & Langfield, Sam & Pierobon, Federico & Vuillemey, Guillaume, 2018. "Who bears interest rate risk?," Working Paper Series 2176, European Central Bank.
Articles
- Divya Kirti & Natasha Sarin, 2024.
"What Private Equity Does Differently: Evidence from Life Insurance,"
The Review of Financial Studies, Society for Financial Studies, vol. 37(1), pages 201-230.
Cited by:
- Fabian Garavito & Ulf Lewrick & Tomas Stastny & Karamfil Todorov, 2024. "Shifting landscapes: life insurance and financial stability," BIS Quarterly Review, Bank for International Settlements, September.
- Kirti, Divya, 2024.
"When gambling for resurrection is too risky,"
Journal of Banking & Finance, Elsevier, vol. 162(C).
- Kirti, Divya, 2018. "When gambling for resurrection is too risky," ESRB Working Paper Series 69, European Systemic Risk Board.
- Mr. Divya Kirti, 2017. "When Gambling for Resurrection is Too Risky," IMF Working Papers 2017/180, International Monetary Fund.
- Kirti, Divya, 2024.
"When gambling for resurrection is too risky,"
Journal of Banking & Finance, Elsevier, vol. 162(C).
See citations under working paper version above.
- Kirti, Divya, 2018. "When gambling for resurrection is too risky," ESRB Working Paper Series 69, European Systemic Risk Board.
- Mr. Divya Kirti, 2017. "When Gambling for Resurrection is Too Risky," IMF Working Papers 2017/180, International Monetary Fund.
- Kirti, Divya, 2022.
"What are reference rates for?,"
Journal of Banking & Finance, Elsevier, vol. 144(C).
See citations under working paper version above.
- Mr. Divya Kirti, 2017. "What Are Reference Rates For?," IMF Working Papers 2017/013, International Monetary Fund.
- Kirti, Divya, 2020.
"Why do bank-dependent firms bear interest-rate risk?,"
Journal of Financial Intermediation, Elsevier, vol. 41(C).
See citations under working paper version above.
- Mr. Divya Kirti, 2017. "Why Do Bank-Dependent Firms Bear Interest-Rate Risk?," IMF Working Papers 2017/003, International Monetary Fund.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FDG: Financial Development and Growth (5) 2018-07-30 2018-10-01 2022-05-30 2023-03-13 2023-10-23. Author is listed
- NEP-BAN: Banking (4) 2022-05-30 2022-07-25 2023-03-13 2023-10-23. Author is listed
- NEP-CBA: Central Banking (3) 2022-07-25 2023-03-13 2025-02-24. Author is listed
- NEP-MAC: Macroeconomics (3) 2018-07-30 2021-02-01 2022-07-25. Author is listed
- NEP-MON: Monetary Economics (3) 2021-02-01 2022-07-25 2025-02-24. Author is listed
- NEP-ENE: Energy Economics (2) 2021-12-13 2024-01-01
- NEP-ENV: Environmental Economics (2) 2021-12-13 2024-01-01
- NEP-RMG: Risk Management (2) 2018-04-09 2023-10-23
- NEP-AGR: Agricultural Economics (1) 2024-01-01
- NEP-ARA: MENA - Middle East and North Africa (1) 2021-02-01
- NEP-DEV: Development (1) 2022-05-30
- NEP-DGE: Dynamic General Equilibrium (1) 2024-01-01
- NEP-EFF: Efficiency and Productivity (1) 2022-05-30
- NEP-EUR: Microeconomic European Issues (1) 2024-01-01
- NEP-IFN: International Finance (1) 2022-07-25
- NEP-TID: Technology and Industrial Dynamics (1) 2024-01-01
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