Tan Schelling
Personal Details
First Name: | Tan |
Middle Name: | |
Last Name: | Schelling |
Suffix: | |
RePEc Short-ID: | psc882 |
| |
Affiliation
Schweizerische Nationalbank (SNB)
Bern/Zürich, Switzerlandhttp://www.snb.ch/
RePEc:edi:snbgvch (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Dr. Andreas Fuster & Tan Schelling & Dr. Pascal Towbin, 2021.
"Tiers of joy? Reserve tiering and bank behavior in a negative-rate environment,"
Working Papers
2021-10, Swiss National Bank.
- Schelling, Tan & Towbin, Pascal, 2021. "Tiers of Joy? Reserve Tiering and Bank Behavior in a Negative-Rate Environment," CEPR Discussion Papers 16191, C.E.P.R. Discussion Papers.
- Tan Schelling & Dr. Pascal Towbin, 2020. "Negative interest rates, deposit funding and bank lending," Working Papers 2020-05, Swiss National Bank.
Articles
- Schelling, Tan & Towbin, Pascal, 2022. "What lies beneath—Negative interest rates and bank lending," Journal of Financial Intermediation, Elsevier, vol. 51(C).
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
- Dr. Andreas Fuster & Tan Schelling & Dr. Pascal Towbin, 2021.
"Tiers of joy? Reserve tiering and bank behavior in a negative-rate environment,"
Working Papers
2021-10, Swiss National Bank.
- Schelling, Tan & Towbin, Pascal, 2021. "Tiers of Joy? Reserve Tiering and Bank Behavior in a Negative-Rate Environment," CEPR Discussion Papers 16191, C.E.P.R. Discussion Papers.
Cited by:
- Schelling, Tan & Towbin, Pascal, 2022. "What lies beneath—Negative interest rates and bank lending," Journal of Financial Intermediation, Elsevier, vol. 51(C).
- Darracq Pariès, Matthieu & Kok, Christoffer & Rottner, Matthias, 2020.
"Reversal interest rate and macroprudential policy,"
Working Paper Series
2487, European Central Bank.
- Darracq Pariès, Matthieu & Kok Sørensen, Christoffer & Rottner, Matthias, 2021. "Reversal interest rate and macroprudential policy," Discussion Papers 24/2021, Deutsche Bundesbank.
- Darracq Pariès, Matthieu & Kok, Christoffer & Rottner, Matthias, 2023. "Reversal interest rate and macroprudential policy," European Economic Review, Elsevier, vol. 159(C).
- Girotti, Mattia & Horny, Guillaume, 2023. "Monetary policy transmission through banks when liquidity is abundant but unevenly distributed," Finance Research Letters, Elsevier, vol. 56(C).
- Boucinha, Miguel & Burlon, Lorenzo & Corsi, Marco & della Valle, Guido & Eisenschmidt, Jens & Pool, Sebastiaan & Schumacher, Julian & Vergote, Olivier & Marmara, Iwona, 2022. "Two-tier system for remunerating excess reserve holdings," Occasional Paper Series 302, European Central Bank.
- Altavilla, Carlo & Boucinha, Miguel & Burlon, Lorenzo & Giannetti, Mariassunta & Schumacher, Julian, 2022. "Money markets and bank lending: evidence from the adoption of tiering," Working Paper Series 2649, European Central Bank.
- Dr. Lucas Marc Fuhrer & Dr. Matthias Jüttner & Jan Wrampelmeyer & Matthias Zwicker, 2021. "Reserve tiering and the interbank market," Working Papers 2021-17, Swiss National Bank.
- Cynthia Balloch & Yann Koby & Mauricio Ulate, 2022. "Making Sense of Negative Nominal Interest Rates," Working Paper Series 2022-12, Federal Reserve Bank of San Francisco.
- Tan Schelling & Dr. Pascal Towbin, 2020.
"Negative interest rates, deposit funding and bank lending,"
Working Papers
2020-05, Swiss National Bank.
Cited by:
- Mattia Girotti & Guillaume Horny & Jean-Guillaume Sahuc, 2022.
"Lost in Negative Territory? Search for Yield!,"
EconomiX Working Papers
2022-10, University of Paris Nanterre, EconomiX.
- Girotti Mattia & Horny Guillaume & Sahuc Jean-Guillaume, 2022. "Lost in Negative Territory? Search for Yield!," Working papers 877, Banque de France.
- Mattia Girotti & Guillaume Horny & Jean-Guillaume Sahuc, 2022. "Lost in Negative Territory? Search for Yield!," Working Papers hal-04159809, HAL.
- Johannes Bubeck & Angela Maddaloni & José-Luis Peydró, 2019.
"Negative Monetary Policy Rates and Systemic Banks’ Risk-Taking: Evidence from the Euro Area Securities Register,"
Working Papers
1128, Barcelona School of Economics.
- Johannes Bubeck & Angela Maddaloni & José‐Luis Peydró, 2020. "Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S1), pages 197-231, October.
- Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative monetary policy rates and systemic banks' risk-taking: Evidence from the euro area securities register," Discussion Papers 37/2020, Deutsche Bundesbank.
- Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 52(S1), pages 197-231.
- Johannes Bubeck & Angela Maddaloni & José-Luis Peydró, 2019. "Negative monetary policy rates and systemic banks’ risk-taking: Evidence from the Euro area securities register," Economics Working Papers 1678, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2020.
- Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative monetary policy rates and systemic banks’ risk-taking: evidence from the euro area securities register," Working Paper Series 2398, European Central Bank.
- Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative Monetary Policy Rates and Systemic Banks’ Risk-Taking: Evidence from the Euro Area Securities Register," EconStor Preprints 216806, ZBW - Leibniz Information Centre for Economics.
- Romina Ruprecht, 2020. "Negative interest rates, capital flows and exchange rates," ECON - Working Papers 351, Department of Economics - University of Zurich.
- Whelsy Boungou, 2020.
"Empirical Evidence of the Lending Channel of Monetary Policy under Negative Interest Rates,"
Working Papers
hal-03258222, HAL.
- Whelsy BOUNGOU, 2020. "Empirical Evidence of the Lending Channel of Monetary Policy under Negative Interest Rates," Bordeaux Economics Working Papers 2020-16, Bordeaux School of Economics (BSE).
- Whelsy Boungou, 2020. "Empirical Evidence of the Lending Channel of Monetary Policy under Negative Interest Rates," Post-Print hal-03689971, HAL.
- Boungou, Whelsy, 2021. "Empirical evidence of the lending channel of monetary policy under negative interest rates," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 309-318.
- Joscha Beckmann & Klaus-Jürgen Gern & Nils Jannsen, 2022. "Should they stay or should they go? Negative interest rate policies under review," International Economics and Economic Policy, Springer, vol. 19(4), pages 885-912, October.
- Fungáécová, Zuzana & Kerola, Eeva & Laine, Olli-Matti, 2023. "Monetary policy transmission below zero," Bank of Finland Research Discussion Papers 11/2023, Bank of Finland.
- Frederick Nsambu Kijjambu & Benjamin Musiita, 2024. "Understanding the Dynamics Between Monetary Policy and Interest Rate Spreads in Uganda: A Quantitative Study," Journal of Economics and Behavioral Studies, AMH International, vol. 16(2), pages 15-26.
- Dr. Romain Baeriswyl & Dr. Lucas Marc Fuhrer & Dr. Petra Gerlach & Dr. Jörn Tenhofen, 2021. "The dynamics of bank rates in a negative-rate environment - the Swiss case," Working Papers 2021-05, Swiss National Bank.
- Aleksander Berentsen & Hugo van Buggenum & Romina Ruprecht, 2020. "On the negatives of negative interest rates and the positives of exemption thresholds," ECON - Working Papers 372, Department of Economics - University of Zurich.
- Dr. Lucas Marc Fuhrer & Dr. Matthias Jüttner & Jan Wrampelmeyer & Matthias Zwicker, 2021. "Reserve tiering and the interbank market," Working Papers 2021-17, Swiss National Bank.
- Cynthia Balloch & Yann Koby & Mauricio Ulate, 2022. "Making Sense of Negative Nominal Interest Rates," Working Paper Series 2022-12, Federal Reserve Bank of San Francisco.
- Marcel Barmeier, 2022. "The new normal: bank lending and negative interest rates in Austria (Marcel Barmeier)," Working Papers 242, Oesterreichische Nationalbank (Austrian Central Bank).
- Luis Brandao-Marques & Marco Casiraghi & Gaston Gelos & Gunes Kamber & Roland Meeks, 2021. "Negative Interest Rate Policies: Taking Stock of the Experience So Far," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 22(06), pages 27-32, November.
- Dr. Stefanie Behncke, 2020.
"Effects of macroprudential policies on bank lending and credit risks,"
Working Papers
2020-06, Swiss National Bank.
- Stefanie Behncke, 2023. "Effects of Macroprudential Policies on Bank Lending and Credit Risks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 63(2), pages 175-199, April.
- Benjamin Musiita & Frederick Nsambu Kijjambu, 2024. "Intersecting Dynamics: The Influence of Macroeconomic Factors and Financial Development on Interest Rate Spreads in Uganda," Journal of Economics and Behavioral Studies, AMH International, vol. 16(2), pages 1-14.
- Dr. Andreas Fuster & Tan Schelling & Dr. Pascal Towbin, 2021.
"Tiers of joy? Reserve tiering and bank behavior in a negative-rate environment,"
Working Papers
2021-10, Swiss National Bank.
- Schelling, Tan & Towbin, Pascal, 2021. "Tiers of Joy? Reserve Tiering and Bank Behavior in a Negative-Rate Environment," CEPR Discussion Papers 16191, C.E.P.R. Discussion Papers.
- Mattia Girotti & Guillaume Horny & Jean-Guillaume Sahuc, 2022.
"Lost in Negative Territory? Search for Yield!,"
EconomiX Working Papers
2022-10, University of Paris Nanterre, EconomiX.
Articles
- Schelling, Tan & Towbin, Pascal, 2022.
"What lies beneath—Negative interest rates and bank lending,"
Journal of Financial Intermediation, Elsevier, vol. 51(C).
Cited by:
- Kyriazis, Nikolaos & Corbet, Shaen, 2024. "Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach," Energy Economics, Elsevier, vol. 131(C).
- Tom Beernaert & Nicolas Soenen & Rudi Vander Vennet, 2023.
"ECB Monetary Policy and the Term Structure of Bank Default Risk,"
JRFM, MDPI, vol. 16(12), pages 1-22, December.
- Tom Beernaert & Nicolas Soenen & Rudi Vander Vennet, 2022. "ECB Monetary Policy and the Term Structure of Bank Default Risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 22/1050, Ghent University, Faculty of Economics and Business Administration.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 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-BAN: Banking (2) 2020-05-11 2021-05-31. Author is listed
- NEP-CBA: Central Banking (2) 2020-05-11 2021-05-31. Author is listed
- NEP-MAC: Macroeconomics (2) 2020-05-11 2021-05-31. Author is listed
- NEP-EEC: European Economics (1) 2020-05-11. Author is listed
- NEP-GEN: Gender (1) 2020-05-11. Author is listed
- NEP-MON: Monetary Economics (1) 2021-05-31. Author is listed
Corrections
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