Interest rate risk and monetary policy normalisation in the euro area
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- Molyneux, Philip & Pancotto, Livia & Reghezza, Alessio & Rodriguez d'Acri, Costanza, 2022. "Interest rate risk and monetary policy normalisation in the euro area," Journal of International Money and Finance, Elsevier, vol. 124(C).
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More about this item
Keywords
balance-sheet determinants; interest rate risk; low interest rate environment; unconventional monetary policies;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- 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
- F44 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Business Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2020-12-07 (Central Banking)
- NEP-EEC-2020-12-07 (European Economics)
- NEP-MAC-2020-12-07 (Macroeconomics)
- NEP-MON-2020-12-07 (Monetary Economics)
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