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Interest rate risk and bank equity valuations
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Cited by:
- Ippolito, Filippo & Ozdagli, Ali K. & Perez-Orive, Ander, 2018.
"The transmission of monetary policy through bank lending: The floating rate channel,"
Journal of Monetary Economics, Elsevier, vol. 95(C), pages 49-71.
- Filippo Ippolito & Ali Ozdagli & Ander Pérez-Orive, 2017. "The Transmission of Monetary Policy through Bank Lending : The Floating Rate Channel," Finance and Economics Discussion Series 2017-026, Board of Governors of the Federal Reserve System (U.S.).
- 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).
- Reghezza, Alessio & Rodriguez d’Acri, Costanza & Pancotto, Livia & Molyneux, Philip, 2020. "Interest rate risk and monetary policy normalisation in the euro area," Working Paper Series 2496, European Central Bank.
- Christian Bittner & Alexander Rodnyansky & Farzad Saidi & Yannick Timmer, 2021.
"Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area,"
CESifo Working Paper Series
9363, CESifo.
- Christian Bittner & Alexander Rodnyansky & Farzad Saidi & Yannick Timmer, 2024. "Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area," ECONtribute Discussion Papers Series 292, University of Bonn and University of Cologne, Germany.
- Christian Bittner & Alexander Rodnyansky & Farzad Saidi & Yannick Timmer, 2024. "Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area," CRC TR 224 Discussion Paper Series crctr224_2024_552, University of Bonn and University of Mannheim, Germany.
- Bittner, Christian & Rodnyansky, Alexander & Saidi, Farzad & Timmer, Yannick, 2023. "Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area," CEPR Discussion Papers 17827, C.E.P.R. Discussion Papers.
- Nimrod Segev & Sigal Ribon & Michael Kahn & Jakob Haan, 2024.
"Low Interest Rates and Banks’ Interest Margins: Does Deposit Market Concentration Matter?,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 65(2), pages 189-218, June.
- Nimrod Segev & Sigal Ribon & Michael Kahn & Jakob De Haan, 2021. "Low Interest Rates and Banks' Interest Margins: Does Deposit Market Concentration Matter?," Bank of Israel Working Papers 2021.16, Bank of Israel.
- Javier Eliecer Pirateque-Niño & Daniela Rodríguez-Novoa & José Hernán Piñeros-Gordo, 2022. "Does monetary policy affect the net interest margin of credit institutions? Evidence from Colombia," Borradores de Economia 1197, Banco de la Republica de Colombia.
- 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.
- 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, 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.
- 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.
- 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.
- 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," 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 Preprints 216806, ZBW - Leibniz Information Centre for Economics.
- Altavilla, Carlo & Boucinha, Miguel & Peydró, José-Luis, 2018.
"Monetary policy and bank profitability in a low interest rate environment,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 33(96), pages 531-586.
- Carlo Altavilla & Miguel Boucinha & José-Luis Peydró & Thorsten BeckManaging Editor, 2018. "Monetary policy and bank profitability in a low interest rate environment," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 33(96), pages 531-586.
- Altavilla, Carlo & Boucinha, Miguel & Peydró, José-Luis, 2017. "Monetary policy and bank profitability in a low interest rate environment," Working Paper Series 2105, European Central Bank.
- Carlo Altavilla & Miguel Boucinha & José-Luis Peydró, 2017. "Monetary policy and bank profitability in a low interest rate environment," Economics Working Papers 1655, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2018.
- Carlo Altavilla & Miguel Boucinha & José-Luis Peydró, 2017. "Monetary Policy and Bank Profitability in a Low Interest Rate Environment," CSEF Working Papers 486, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Carlo Altavilla & Miguel Boucinha & José-Luis Peydró, 2019. "Monetary Policy and Bank Profitability in a Low Interest Rate Environment," Working Papers 1101, Barcelona School of Economics.
- B. De Backer & M. Deroose & Ch. Van Nieuwenhuyze, 2019. "Is a recession imminent? The signal of the yield curve," Economic Review, National Bank of Belgium, issue i, pages 69-93, June.
- Dong, Mei & Huangfu, Stella & Sun, Hongfei & Zhou, Chenggang, 2021.
"A macroeconomic theory of banking oligopoly,"
European Economic Review, Elsevier, vol. 138(C).
- Stella Xiuhua Huangfu & Hongfei Sun & Chenggang Zhou & Mei Dong, 2017. "A Macroeconomic Theory of Banking Oligopoly," 2017 Meeting Papers 191, Society for Economic Dynamics.
- Dong, Mei & Huangfu, Stella & Sun, Hongfei, 2020. "A Macroeconomic Theory of Banking Oligopoly," Working Papers 2020-12, University of Sydney, School of Economics.
- 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.
- Hayo, Bernd & Henseler, Kai & Rapp, Marc Steffen, 2019.
"Estimating the monetary policy interest-rate-to-performance sensitivity of the European banking sector at the zero lower bound,"
Finance Research Letters, Elsevier, vol. 31(C).
- Bernd Hayo & Kai Henseler & Marc Steffen Rapp, 2019. "Estimating the monetary policy interest-rate-to-performance sensitivity of the European banking sector at the zero lower bound," MAGKS Papers on Economics 201902, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Sebastian Di Tella & Pablo Kurlat, 2021.
"Why Are Banks Exposed to Monetary Policy?,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 13(4), pages 295-340, October.
- Di Tella, Sebastian & Kurlat, Pablo, 2017. "Why Are Banks Exposed to Monetary Policy?," Research Papers repec:ecl:stabus:3525, Stanford University, Graduate School of Business.
- Sebastian Di Tella & Pablo Kurlat, 2017. "Why are Banks Exposed to Monetary Policy?," NBER Working Papers 24076, National Bureau of Economic Research, Inc.
- Ampudia, Miguel & Heuvel, Skander Van den, 2018. "Monetary policy and bank equity values in a time of low interest rates," Working Paper Series 2199, European Central Bank.
- Robin Dottling, 2018.
"Bank Capital Regulation in a Zero Interest Environment,"
Tinbergen Institute Discussion Papers
18-016/IV, Tinbergen Institute, revised 11 Oct 2019.
- Döttling, Robin, 2020. "Bank capital regulation in a zero interest environment," Working Paper Series 2422, European Central Bank.
- Döttling, Robin, 2019. "Bank Capital Regulation in a Zero Interest Environment," EconStor Preprints 191028, ZBW - Leibniz Information Centre for Economics.
- Entrop, O. & von la Hausse, L. & Wilkens, M., 2017. "Looking beyond banks’ average interest rate risk: Determinants of high exposures," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 204-218.
- Peydró, José-Luis & Maddaloni, Angela, 2020. "Negative Monetary Policy Rates and Systemic Banks’ Risk-Taking: Evidence from the Euro Area Securities Register," CEPR Discussion Papers 14988, C.E.P.R. Discussion Papers.
- Simas Kucinskas, 2015. "Aggregate Risk and Efficiency of Mutual Funds," Tinbergen Institute Discussion Papers 15-113/VI, Tinbergen Institute.
- Refet Gürkaynak & Hati̇ce Gökçe Karasoy‐Can & Sang Seok Lee, 2022.
"Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect,"
Journal of Finance, American Finance Association, vol. 77(4), pages 2375-2421, August.
- Gürkaynak, Refet & Lee, Sang Seok & Karasoy Can, Gokce, 2019. "Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect," CEPR Discussion Papers 14017, C.E.P.R. Discussion Papers.
- Refet S. Gürkaynak & Hatice Gökce Karasoy-Can & Sang Seok Lee, 2019. "Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect," CESifo Working Paper Series 7898, CESifo.
- Gürkaynak, Refet S. & Karasoy-Can, Hatice Gökçe & Lee, Sang Seok, 2019. "Stock market's assessment of monetary policy transmission: The cash flow effect," CFS Working Paper Series 628, Center for Financial Studies (CFS).
- David Tercero‐Lucas, 2023. "Nonstandard monetary policies and bank profitability: The case of Spain," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2248-2277, July.
- SKANDER J. Van den HEUVEL, 2020. "Discussion of Bubeck, Maddaloni, and Peydró," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S1), pages 233-240, October.
- Krüger, Ulrich & Roling, Christoph & Silbermann, Leonid & Wong, Lui Hsian, 2022. "Banks' strategic interaction, adverse price dynamics and systemic liquidity risk," Discussion Papers 06/2022, Deutsche Bundesbank.
- Covas, Francisco B. & Rump, Ben & Zakrajšek, Egon, 2014.
"Stress-testing US bank holding companies: A dynamic panel quantile regression approach,"
International Journal of Forecasting, Elsevier, vol. 30(3), pages 691-713.
- Francisco Covas & Ben Rump & Egon Zakrajšek, 2013. "Stress-testing U.S. bank holding companies: a dynamic panel quantile regression approach," Finance and Economics Discussion Series 2013-55, Board of Governors of the Federal Reserve System (U.S.).
- Tran, Dung Viet & Kabir Hassan, M. & Houston, Reza, 2019. "How does listing status affect bank risk? The effects of crisis, market discipline and regulatory pressure on listed and unlisted BHCs," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 85-103.
- Bats, Joost V. & Giuliodori, Massimo & Houben, Aerdt C.F.J., 2023.
"Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?,"
Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Joost Bats & Massimo Giuliodori & Aerdt Houben, 2020. "Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?," Working Papers 694, DNB.
- Borio, Claudio & Gambacorta, Leonardo, 2017.
"Monetary policy and bank lending in a low interest rate environment: Diminishing effectiveness?,"
Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 217-231.
- Claudio Borio & Leonardo Gambacorta, 2017. "Monetary policy and bank lending in a low interest rate environment: diminishing effectiveness?," BIS Working Papers 612, Bank for International Settlements.
- Ramona Busch & Christoph Memmel, 2016.
"Quantifying the components of the banks’ net interest margin,"
Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(4), pages 371-396, November.
- Busch, Ramona & Memmel, Christoph, 2014. "Quantifying the components of the banks' net interest margin," Discussion Papers 15/2014, Deutsche Bundesbank.
- Giampaolo Bonomi & Ali Uppal, 2023. "Kites and Quails: Monetary Policy and Communication with Strategic Financial Markets," Papers 2305.08958, arXiv.org, revised May 2024.
- Jung, Alexander & Uhlig, Harald, 2019. "Monetary policy shocks and the health of banks," Working Paper Series 2303, European Central Bank.
- Koont, Naz & Santos, Tano & Zingales, Luigi, 2023. "Destabilizing digital "bank walks"," Working Papers 328, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
- 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.
- Chaudron, Raymond F.D.D., 2018. "Bank's interest rate risk and profitability in a prolonged environment of low interest rates," Journal of Banking & Finance, Elsevier, vol. 89(C), pages 94-104.
- Foos, Daniel & Lütkebohmert, Eva & Markovych, Mariia & Pliszka, Kamil, 2017. "Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve," Discussion Papers 24/2017, Deutsche Bundesbank.
- Martin Brown, 2020. "Negative Interest Rates and Bank Lending," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 21(01), pages 18-23, April.
- Paul, Pascal, 2020.
"A macroeconomic model with occasional financial crises,"
Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
- Pascal Paul, 2019. "A Macroeconomic Model with Occasional Financial Crises," Working Paper Series 2017-22, Federal Reserve Bank of San Francisco.
- Joseph Abadi & Markus Brunnermeier & Yann Koby, 2023.
"The Reversal Interest Rate,"
American Economic Review, American Economic Association, vol. 113(8), pages 2084-2120, August.
- Markus K. Brunnermeier & Yann Koby, 2018. "The Reversal Interest Rate," NBER Working Papers 25406, National Bureau of Economic Research, Inc.
- Joseph Abadi & Markus K. Brunnermeier & Yann Koby, 2022. "The Reversal Interest Rate," Working Papers 22-28, Federal Reserve Bank of Philadelphia.
- Markus K. Brunnermeier & Yann Koby, 2019. "The Reversal Interest Rate," IMES Discussion Paper Series 19-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
- Laséen, Stefan, 2020. "Monetary Policy Surprises, Central Bank Information Shocks, and Economic Activity in a Small Open Economy," Working Paper Series 396, Sveriges Riksbank (Central Bank of Sweden).
- Camelia Minoiu & Andrés Schneider & Min Wei, 2023.
"Why Does the Yield Curve Predict GDP Growth? The Role of Banks,"
Finance and Economics Discussion Series
2023-049, Board of Governors of the Federal Reserve System (U.S.).
- Camelia Minoiu & Andrés Schneider & Min Wei, 2023. "Why Does the Yield Curve Predict GDP Growth? The Role of Banks," FRB Atlanta Working Paper 2023-14, Federal Reserve Bank of Atlanta.
- Viet-Dung Tran & M. Kabir Hassan & Reza Houston, 2018. "Ownership Structure and Bank Risk: The Effects of Crisis, Market Discipline and Regulatory Pressure," NFI Working Papers 2018-WP-03, Indiana State University, Scott College of Business, Networks Financial Institute.
- Gomez, Matthieu & Landier, Augustin & Sraer, David & Thesmar, David, 2021.
"Banks’ exposure to interest rate risk and the transmission of monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 543-570.
- Augustin Landier & David Sraer & David Thesmar, 2013. "Banks' Exposure to Interest Rate Risk and The Transmission of Monetary Policy," NBER Working Papers 18857, National Bureau of Economic Research, Inc.
- Gomez, Matthieu & Landier, Augustin & Sraer, David & Thesmar, David, 2016. "Banks' exposure to interest rate risk and the transmission of monetary policy," ESRB Working Paper Series 13, European Systemic Risk Board.
- Landier, Augustin & Sraer, David & Thesmar, David, 2013. "Banks Exposure to Interest Rate Risk and The Transmission of Monetary Policy," IDEI Working Papers 800, Institut d'Économie Industrielle (IDEI), Toulouse.
- Thesmar, David & Landier, Augustin & Sraer, David, 2014. "Banks Exposure to Interest Rate Risk and The Transmission of Monetary Policy," CEPR Discussion Papers 10300, C.E.P.R. Discussion Papers.
- Landier, Augustin & Sraer, David & Thesmar, David, 2013. "Banks Exposure to Interest Rate Risk and The Transmission of Monetary Policy," TSE Working Papers 13-438, Toulouse School of Economics (TSE).
- Reiter, Michael & Zessner-Spitzenberg, Leopold, 2023.
"Long-term bank lending and the transfer of aggregate risk,"
Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
- Reiter, Michael & Zessner-Spitzenberg, Leopold, 2020. "Long-term bank lending and the transfer of aggregate risk," IHS Working Paper Series 13, Institute for Advanced Studies.
- Qing L. Burke & Terry D. Warfield, 2021. "Bank interest rate risk management and valuation of earnings," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4287-4337, September.
- Raymond Chaudron, 2016. "Bank profitability and risk taking in a prolonged environment of low interest rates: a study of interest rate risk in the banking book of Dutch banks," DNB Working Papers 526, Netherlands Central Bank, Research Department.
- Guillaume Vuillemey, 2019. "Bank Interest Rate Risk Management," Management Science, INFORMS, vol. 65(12), pages 5933-5956, December.
- Claessens, Stijn & Coleman, Nicholas & Donnelly, Michael, 2018.
"“Low-For-Long” interest rates and banks’ interest margins and profitability: Cross-country evidence,"
Journal of Financial Intermediation, Elsevier, vol. 35(PA), pages 1-16.
- Stijn Claessens & Nicholas S. Coleman & Michael S. Donnelly, 2017. "\"Low-For-Long\" Interest Rates and Banks' Interest Margins and Profitability : Cross-Country Evidence," International Finance Discussion Papers 1197, Board of Governors of the Federal Reserve System (U.S.).
- Florian Heider & Farzad Saidi & Glenn Schepens, 2021.
"Banks and Negative Interest Rates,"
Annual Review of Financial Economics, Annual Reviews, vol. 13(1), pages 201-218, November.
- Saidi, Farzad & Heider, Florian & Schepens, Glenn, 2020. "Banks and Negative Interest Rates," CEPR Discussion Papers 15611, C.E.P.R. Discussion Papers.
- Heider, Florian & Saidi, Farzad & Schepens, Glenn, 2021. "Banks and negative interest rates," Working Paper Series 2549, European Central Bank.
- Juliane Begenau, 2018. "Comment on "Government Guarantees and the Valuation of American Banks"," NBER Chapters, in: NBER Macroeconomics Annual 2018, volume 33, pages 146-156, National Bureau of Economic Research, Inc.
- Nina Boyarchenko & Giovanni Favara & Moritz Schularick, 2022.
"Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges,"
Staff Reports
1003, Federal Reserve Bank of New York.
- Nina Boyarchenko & Giovanni Favara & Moritz Schularick, 2022. "Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges," Finance and Economics Discussion Series 2022-006, Board of Governors of the Federal Reserve System (U.S.).
- Van den Heuvel, Skander J., 2021. "Comment on “Low Interest Rates and Risk Incentives for Banks with Market Power,” by Whited, Wu, and Xiao," Journal of Monetary Economics, Elsevier, vol. 121(C), pages 175-179.
- Inessa BENCHORA & Aurélien LEROY & Louis RAFFESTIN, 2023. "Is Monetary Policy Transmission Green?," Bordeaux Economics Working Papers 2023-08, Bordeaux School of Economics (BSE).
- Rampini, Adriano A. & Viswanathan, S. & Vuillemey, Guillaume, 2019.
"Risk Management in Financial Institutions,"
CEPR Discussion Papers
13787, C.E.P.R. Discussion Papers.
- Adriano A. Rampini & S. Viswanathan & Guillaume Vuillemey, 2019. "Risk Management in Financial Institutions," NBER Working Papers 25698, National Bureau of Economic Research, Inc.
- Salvatore Perdichizzi & Matteo Cotugno & Giuseppe Torluccio, 2022. "Is the ECB’s conventional monetary policy state‐dependent? An event study approach," Manchester School, University of Manchester, vol. 90(2), pages 213-236, March.
- Bruno de Menna, 2021. "Monetary Policy, Credit Risk, and Profitability: The Influence of Relationship Lending on Cooperative Banks' Performance," Working Papers hal-03138738, HAL.
- Yifei Wang & Toni M. Whited & Yufeng Wu & Kairong Xiao, 2022.
"Bank Market Power and Monetary Policy Transmission: Evidence from a Structural Estimation,"
Journal of Finance, American Finance Association, vol. 77(4), pages 2093-2141, August.
- Yifei Wang & Toni M. Whited & Yufeng Wu & Kairong Xiao, 2020. "Bank Market Power and Monetary Policy Transmission: Evidence from a Structural Estimation," NBER Working Papers 27258, National Bureau of Economic Research, Inc.
- Mun, Kyung-Chun, 2016. "Hedging bank market risk with futures and forwards," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 112-125.
- Nguyen, Thai Vu Hong & Pham, Tra Thi Thu & Nguyen, Canh Phuc & Nguyen, Thanh Cong & Nguyen, Binh Thanh, 2020. "Excess liquidity and net interest margins: Evidence from Vietnamese banks," Journal of Economics and Business, Elsevier, vol. 110(C).
- Galen Sher & Giuseppe Loiacono, 2013. "Maturity Transformation and Interest Rate Risk in Large European Bank Loan Portfolios," EcoMod2013 5442, EcoMod.
- Kiley, Michael T., 2016.
"Monetary policy statements, treasury yields, and private yields: Before and after the zero lower bound,"
Finance Research Letters, Elsevier, vol. 18(C), pages 285-290.
- Michael T. Kiley, 2013. "Monetary policy statements, Treasury yields, and private yields: before and after the zero lower bound," Finance and Economics Discussion Series 2013-16, Board of Governors of the Federal Reserve System (U.S.).
- Schmidhammer, Christoph & Hille, Vanessa & Wiedemann, Arnd, 2020. "Performance of maturity transformation strategies," Discussion Papers 58/2020, Deutsche Bundesbank.
- Iwanicz-Drozdowska, Małgorzata & Rogowicz, Karol, 2022. "Does the choice of monetary policy tool matter for systemic risk? The curious case of negative interest rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
- Antonio Falato & Diana A. Iercosan & Filip Zikes, 2019. "Banks as Regulated Traders," Finance and Economics Discussion Series 2019-005r1, Board of Governors of the Federal Reserve System (U.S.), revised 04 Aug 2021.
- 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.
- Heider, Florian & Leonello, Agnese, 2021. "Monetary Policy in a Low Interest Rate Environment: Reversal Rate and Risk-Taking," Working Paper Series 2593, European Central Bank.
- Gerlach, Jeffrey R. & Mora, Nada & Uysal, Pinar, 2018. "Bank funding costs in a rising interest rate environment," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 164-186.
- Wang, Olivier, 2020. "Banks, low interest rates, and monetary policy transmission," Working Paper Series 2492, European Central Bank.
- Claessens, Stijn & Coleman, Nicholas & Donnelly, Michael, 2017. ""Low-For-Long†Interest Rates and Banks’ Interest Margins and Profitability: Cross-Country Evidence," CEPR Discussion Papers 11842, C.E.P.R. Discussion Papers.
- 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.).
- Sá, Ana Isabel & Jorge, José, 2019. "Does the deposits channel work under a low interest rate environment?," Economics Letters, Elsevier, vol. 185(C).
- Andrea Landi, Alex Sclip, Valeria Venturelli, 2019. "The effect of the Fed zero-lower bound announcementon bank profitability and diversification," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0079, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- W. Blake Marsh, 2022. "Supervisory Stringency, Payout Restrictions, and Bank Equity Prices," Research Working Paper RWP 22-01, Federal Reserve Bank of Kansas City.
- Jung, Alexander, 2023. "Are monetary policy shocks causal to bank health? Evidence from the euro area," Journal of Macroeconomics, Elsevier, vol. 75(C).
- Mark Iarovyi & sasson Bar Yosef & Itzhak Venezia, 2017. "Implied Maturity Mismatches and Investor Disagreement," Proceedings of Economics and Finance Conferences 4507072, International Institute of Social and Economic Sciences.
- Dung Viet Tran, 2019. "Ownership structure and bank lending," Economics Bulletin, AccessEcon, vol. 39(4), pages 3011-3023.
- Polo, Alberto, 2021. "Imperfect pass-through to deposit rates and monetary policy transmission," Bank of England working papers 933, Bank of England.