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Asset and liabilities management in banks: an Empirical study of the link between the yield curve, credit lending and economic growth in the USA over 25 years

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  • Philippe Jacquinot

    (GREGOR - Groupe de Recherche en Gestion des Organisations - UP1 - Université Paris 1 Panthéon-Sorbonne - IAE Paris - Sorbonne Business School)

Abstract

This contribution indicates why deformations in the yield curve in the US have had an impact on the levels of bank lending and how fluctuations in bank lending have had a determining influence on economic growth. Based on movements observed over a 25-year period, the model is validated empirically. The study was undertaken in the context of research into bank lending and its effects on the economy. This field of research is of vital importance to players responsible for economic policy when the situation is normal, as well as during financial crises.

Suggested Citation

  • Philippe Jacquinot, 2010. "Asset and liabilities management in banks: an Empirical study of the link between the yield curve, credit lending and economic growth in the USA over 25 years," Post-Print hal-04275320, HAL.
    • Handle: RePEc:hal:journl:hal-04275320
    as

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