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Cyclical investment behavior across financial institutions
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- Wu, Meng-Wen & Shen, Chung-Hua & Hsu, Hsing-Hua & Chiu, Po-Hao, 2023. "Why did a bank with good governance perform worse during the financial crisis? The views of shareholder and stakeholder orientations," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
- 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.
- Giese, Julia & Joyce, Michael & Meaning, Jack & Worlidge, Jack, 2021. "Preferred habitat investors in the UK government bond market," Bank of England working papers 939, Bank of England.
- Cerutti, Eugenio & Claessens, Stijn & Puy, Damien, 2019.
"Push factors and capital flows to emerging markets: why knowing your lender matters more than fundamentals,"
Journal of International Economics, Elsevier, vol. 119(C), pages 133-149.
- Mr. Eugenio M Cerutti & Mr. Stijn Claessens & Mr. Damien Puy, 2015. "Push Factors and Capital Flows to Emerging Markets: Why Knowing Your Lender Matters More Than Fundamentals," IMF Working Papers 2015/127, International Monetary Fund.
- Cerutti, Eugenio & Claessens, Stijn & Puy, Damien, 2017. "Push Factors and Capital Flows to Emerging Markets: Why Knowing Your Lender Matters More Than Fundamentals," ADB Economics Working Paper Series 528, Asian Development Bank.
- Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2023.
"Burned by leverage? Flows and fragility in bond mutual funds,"
Journal of Empirical Finance, Elsevier, vol. 72(C), pages 354-380.
- Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2020. "Burned by leverage? Flows and fragility in bond mutual funds," Working Paper Series 2413, European Central Bank.
- Benjamin Knox & Jakob Ahm Sørensen, 2024. "Insurers’ Investments and Insurance Prices," Finance and Economics Discussion Series 2024-058, Board of Governors of the Federal Reserve System (U.S.).
- Crosignani, Matteo & Faria-e-Castro, Miguel & Fonseca, Luís, 2020.
"The (Unintended?) consequences of the largest liquidity injection ever,"
Journal of Monetary Economics, Elsevier, vol. 112(C), pages 97-112.
- Miguel Faria-e-Castro & Luis Fonseca & Matteo Crosignani, 2016. "The (Unintended?) Consequences of the Largest Liquidity Injection Ever," 2016 Meeting Papers 43, Society for Economic Dynamics.
- Crosignani, Matteo & Faria-e-Castro, Miguel & Fonseca, Luís, 2016. "The (unintended?) consequences of the largest liquidity injection ever," ESRB Working Paper Series 31, European Systemic Risk Board.
- Matteo Crosignani & Miguel Faria-e-Castro & Luis Fonseca, 2017. "The (Unintended?) Consequences of the Largest Liquidity Injection Ever," Working Papers 2017-039, Federal Reserve Bank of St. Louis.
- Matteo Crosignani & Miguel Faria-e-Castro & Luis Fonseca, 2017. "The (Unintended?) Consequences of the Largest Liquidity Injection Ever," Finance and Economics Discussion Series 2017-011, Board of Governors of the Federal Reserve System (U.S.).
- Carlos Alberto Piscarreta Pinto Ferreira, 2021. "Does Public Debt Ownership Structure Matter for a Borrowing Country?," Working Papers REM 2021/0190, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Daniel Marcel Te Kaat, 2021. "Cross‐Border Debt Flows and Credit Allocation: Firm‐Level Evidence from the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(7), pages 1797-1818, 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,"
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.
- Waqas Ali & Rehman Javaid & Shujahat Ali3 & Yasir Akram & Ayaz Ul Haq, 2019. "Infl Uence Of Life Events On The Financial Satisfaction Of Individuals," IBT Journal of Business Studies (JBS), Ilma University, Faculty of Management Science, vol. 15(1), pages 15-10.
- Bednarek, Peter & Briukhova, Olga & Ongena, Steven & von Westernhagen, Natalja, 2023. "Effects of bank capital requirements on lending by banks and non-bank financial institutions," Discussion Papers 26/2023, Deutsche Bundesbank.
- Kubitza, Christian & Grochola, Nicolaus & Gründl, Helmut, 2021.
"Life insurance convexity,"
ICIR Working Paper Series
42/21, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Christian Kubitza & Nicolaus Grochola & Helmut Gründl, 2022. "Life Insurance Convexity," ECONtribute Discussion Papers Series 154, University of Bonn and University of Cologne, Germany.
- Grochola, Nicolaus & Gründl, Helmut & Kubitza, Christian, 2023. "Life insurance convexity," Working Paper Series 2829, European Central Bank.
- Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm, 2024.
"Pension Liquidity Risk,"
Working Papers
801, DNB.
- Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm, 2024. "Pension Liquidity Risk," Swiss Finance Institute Research Paper Series 24-16, Swiss Finance Institute.
- Matías Lamas & Javier Mencía, 2018.
"What drives sovereign debt portfolios of banks in a crisis context?,"
Working Papers
1843, Banco de España.
- Lamas, Matías & Mencía, Javier, 2019. "What drives sovereign debt portfolios of banks in a crisis context?," ESRB Working Paper Series 88, European Systemic Risk Board.
- Albertazzi, Ugo & Barbiero, Francesca & Marqués-Ibáñez, David & Popov, Alexander & Rodriguez d’Acri, Costanza & Vlassopoulos, Thomas, 2020. "Monetary policy and bank stability: the analytical toolbox reviewed," Working Paper Series 2377, European Central Bank.
- de Haan, Leo & Vermeulen, Robert, 2021. "Sovereign debt ratings and the country composition of cross-border holdings of euro area sovereign debt," Journal of International Money and Finance, Elsevier, vol. 119(C).
- Christoph Kaufmann, 2023.
"Investment Funds, Monetary Policy, and the Global Financial Cycle,"
Journal of the European Economic Association, European Economic Association, vol. 21(2), pages 593-636.
- Kaufmann, Christoph, 2020. "Investment funds, monetary policy, and the global financial cycle," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224573, Verein für Socialpolitik / German Economic Association.
- Kaufmann, Christoph, 2021. "Investment funds, monetary policy, and the global financial cycle," ESRB Working Paper Series 119, European Systemic Risk Board.
- Kaufmann, Christoph, 2020. "Investment funds, monetary policy, and the global financial cycle," Working Paper Series 2489, European Central Bank.
- Igor Kravchuk, 2019. "Management of Investment Funds Financial Fragility," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 15(4), pages 17-32.
- Luciano, Elisa & Rochet, Jean Charles, 2022.
"The fluctuations of insurers’ risk appetite,"
Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Elisa Luciano & Jean-Charles Rochet, 2022. "The Fluctuations of Insurers’ Risk Appetite," Post-Print hal-04052327, HAL.
- Thillaikkoothan Palanichamy & Parthajit Kayal, 2022. "Multiple Dimensions of Cyclicality in Investing," Working Papers 2022-216, Madras School of Economics,Chennai,India.
- 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.
- Du, Brian & Serrano, Alejandro & Vianna, Andre, 2021. "Short-term institutions’ information advantage and overvaluation," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
- Maximilian Konradt, 2023.
"Do pension funds reach for yield? Evidence from a new database,"
IHEID Working Papers
01-2023, Economics Section, The Graduate Institute of International Studies.
- Konradt, Maximilian, 2023. "Do pension funds reach for yield? Evidence from a new database," MPRA Paper 116209, University Library of Munich, Germany.
- Kliatskova, Tatsiana & Savatier, Loïc Baptiste & Schmidt, Michael, 2023. "Insolvency regimes and cross-border investment decisions," Journal of International Money and Finance, Elsevier, vol. 131(C).
- 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.
- Philip R. Lane, 2019. "Globalisation: A Macro-Financial Perspective," The Economic and Social Review, Economic and Social Studies, vol. 50(2), pages 249-263.
- Bergant, Katharina & Fidora, Michael & Schmitz, Martin, 2018.
"International capital flows at the security level – evidence from the ECB’s asset purchase programme,"
ECMI Papers
13926, Centre for European Policy Studies.
- Fidora, Michael & Schmitz, Martin & Bergant, Katharina, 2020. "International capital flows at the security level: evidence from the ECB’s Asset Purchase Programme," Working Paper Series 2388, European Central Bank.
- Katharina Bergant & Michael Fidora & Martin Schmitz, 2020. "International Capital Flows at the Security Level – Evidence from the ECB’s Asset Purchase Programme," IMF Working Papers 2020/046, International Monetary Fund.
- Onofrio Panzarino, 2023. "Investor behavior under market stress:evidence from the Italian sovereign bond market," Temi di discussione (Economic working papers) 33, Bank of Italy, Economic Research and International Relations Area.
- Dekker, Lennart, 2024. "Essays on asset liquidity and investment funds," Other publications TiSEM 5fc9bf77-84e7-4a36-9e3a-1, Tilburg University, School of Economics and Management.
- Daniel Carvalho & Martin Schmitz, 2023.
"Shifts in the portfolio holdings of euro area investors in the midst of COVID‐19: Looking‐through investment funds,"
Review of International Economics, Wiley Blackwell, vol. 31(5), pages 1641-1687, November.
- Carvalho, Daniel & Schmitz, Martin, 2021. "Shifts in the portfolio holdings of euro area investors in the midst of COVID-19: looking-through investment funds," Working Paper Series 2526, European Central Bank.
- Barbu, Alexandru & Fricke, Christoph & ,, 2020.
"Procyclical Asset Management and Bond Risk Premia,"
CEPR Discussion Papers
15123, C.E.P.R. Discussion Papers.
- Barbu, Alexandru & Fricke, Christoph & Moench, Emanuel, 2021. "Procyclical asset management and bond risk premia," ESRB Working Paper Series 116, European Systemic Risk Board.
- Barbu, Alexandru & Fricke, Christoph & Mönch, Emanuel, 2020. "Procyclical asset management and bond risk premia," Discussion Papers 38/2020, Deutsche Bundesbank.
- Fricke, Daniel & Jank, Stephan & Wilke, Hannes, 2022. "Who creates and who bears flow externalities in mutual funds?," Discussion Papers 41/2022, Deutsche Bundesbank.
- Dunne, Peter & Emter, Lorenz & Fecht, Falko & Giuliana, Raffaele & Peia, Oana, 2023.
"Financial fragility in open-ended mutual funds: the role of liquidity management tools,"
ESRB Working Paper Series
140, European Systemic Risk Board.
- Dunne, Peter G. & Emter, Lorenz & Fecht, Falko & Giuliana, Raffaele & Peia, Oana, 2024. "Financial fragility in open-ended mutual funds: The role of liquidity management tools," Discussion Papers 36/2024, Deutsche Bundesbank.
- Carvalho, Daniel, 2020. "Leverage and valuation effects: How global liquidity shapes sectoral balance sheets," International Review of Financial Analysis, Elsevier, vol. 72(C).
- Carol Bertaut & Valentina Bruno & Hyun Song Shin, 2023.
"Original sin redux: role of duration risk,"
BIS Working Papers
1109, Bank for International Settlements.
- Bertaut, Carol & Bruno, Valentina & Shin, Hyun Song, 2024. "Original Sin Redux: Role of Duration Risk," CEPR Discussion Papers 18757, C.E.P.R. Discussion Papers.
- Paludkiewicz, Karol, 2018.
"Unconventional monetary policy, bank lending, and security holdings: The yield-induced portfolio rebalancing channel,"
Discussion Papers
22/2018, Deutsche Bundesbank.
- Paludkiewicz, Karol, 2018. "Unconventional Monetary Policy, Bank Lending, and Security Holdings: The Yield-Induced Portfolio Rebalancing Channel," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181669, Verein für Socialpolitik / German Economic Association.
- Waqas Ali & Rehman Javaid & Shujahat Ali3 & Yasir Akram & Ayaz Ul Haq, 2019. "Infl Uence Of Life Events On The Financial Satisfaction Of Individuals," IBT Journal of Business Studies (JBS), Ilma University, Faculty of Management Science, vol. 15(1), pages 123-137.
- Jansen, Kristy, 2021. "Essays on institutional investors, portfolio choice, and asset prices," Other publications TiSEM fd998408-d282-4e0f-b542-4, Tilburg University, School of Economics and Management.
- Baranova, Yuliya & Douglas, Graeme & Silvestri, Laura, 2019. "Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales," Bank of England working papers 803, Bank of England.
- Albertazzi, Ugo & Becker, Bo & Boucinha, Miguel, 2021. "Portfolio rebalancing and the transmission of large-scale asset purchase programs: Evidence from the Euro area," Journal of Financial Intermediation, Elsevier, vol. 48(C).
- Hombert, Johan & Möhlmann, Axel & Weiß, Matthias, 2021. "Inter-cohort risk sharing with long-term guarantees: Evidence from German participating contracts," Discussion Papers 10/2021, Deutsche Bundesbank.
- Cappiello, Lorenzo & Holm-Hadulla, Fédéric & Maddaloni, Angela & Mayordomo, Sergio & Unger, Robert & Arts, Laura & Meme, Nicolas & Asimakopoulos, Ioannis & Migiakis, Petros & Behrens, Caterina & Moura, 2021. "Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities," Occasional Paper Series 270, European Central Bank.
- Hong Kong Monetary Authority, 2020. "Foreign participation in the local currency bond markets of emerging market economies: good or bad for market resilience and financial stability?," BIS Papers chapters, in: Bank for International Settlements (ed.), Financial market development, monetary policy and financial stability in emerging market economies, volume 113, pages 133-140, Bank for International Settlements.
- Mark Mink & Rodney Ramcharan & Iman van Lelyveld, 2020. "How Banks Respond to Distress: Shifting Risks in Europe’s Banking Union," Tinbergen Institute Discussion Papers 20-006/IV, Tinbergen Institute.
- Czech, Robert & Roberts-Sklar, Matt, 2017. "Investor behaviour and reaching for yield: evidence from the sterling corporate bond market," Bank of England working papers 685, Bank of England.
- Barucca, Paolo & Mahmood, Tahir & Silvestri, Laura, 2021. "Common asset holdings and systemic vulnerability across multiple types of financial institution," Journal of Financial Stability, Elsevier, vol. 52(C).
- Tatsiana Kliatskova & Loïc Baptiste Savatier, 2020. "Insolvency Regimes and Cross-Border Investment Decisions," Discussion Papers of DIW Berlin 1862, DIW Berlin, German Institute for Economic Research.
- Timmer, Yannick, 2018.
"Cyclical investment behavior across financial institutions,"
Journal of Financial Economics, Elsevier, vol. 129(2), pages 268-286.
- Timmer, Yannick, 2017. "Cyclical Investment Behaviour across Financial Institutions," ECMI Papers 12747, Centre for European Policy Studies.
- Timmer, Yannick, 2018. "Cyclical investment behavior across financial institutions," ESRB Working Paper Series 77, European Systemic Risk Board.
- Mark Mink & Rodney Ramcharan & Iman van Lelyveld, 2020. "How banks respond to distress: Shifting risks in Europe's banking union," Working Papers 669, DNB.
- Rohan Arora & Guillaume Bédard-Pagé & Guillaume Ouellet Leblanc & Ryan Shotlander, 2019. "Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach," Technical Reports 115, Bank of Canada.
- Fong, Tom Pak Wing & Sze, Angela Kin Wan & Ho, Edmund Ho Cheung, 2022. "Do long-term institutional investors contribute to financial stability? – Evidence from equity investment in Hong Kong and international markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
- Carvalho, Daniel, 2022. "The portfolio holdings of euro area investors: Looking through investment funds," Journal of International Money and Finance, Elsevier, vol. 120(C).
- Martijn A. Boermans & Robert Vermeulen, 2020. "International investment positions revisited: Investor heterogeneity and individual security characteristics," Review of International Economics, Wiley Blackwell, vol. 28(2), pages 466-496, May.
- Leung, David Wing Yu & Wong, Joe Ho-Yeung & Fong, Tom Pak-Wing, 2024. "Run risks of cash-redeemable ETFs," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
- Elisa Luciano & Jean Charles Rochet, 2021. "Risk Appetite Fluctuations in the Insurance Industry," Carlo Alberto Notebooks 666 JEL Classification: G, Collegio Carlo Alberto.
- Mählmann, Thomas, 2022. "Negative externalities of mutual fund instability: Evidence from leveraged loan funds," Journal of Banking & Finance, Elsevier, vol. 134(C).
- Kaufmann, Christoph & Leyva, Jaime & Storz, Manuela, 2024. "Insurance corporations’ balance sheets, financial stability and monetary policy," Working Paper Series 2892, European Central Bank.
- Kollar, Miroslav & Schmieder, Christian, 2019. "Macro-based asset allocation: An empirical analysis," EIB Working Papers 2019/11, European Investment Bank (EIB).
- Carvalho, Daniel & Schmitz, Martin, 2022. "Brexit, what Brexit? Euro area portfolio exposures to the United Kingdom since the Brexit referendum," Working Paper Series 2734, European Central Bank.
- Fay, Constanze & Ghiselli, Angelica, 2023. "Insurers’ investment behaviour and the coronavirus (COVID-19) pandemic," ESRB Occasional Paper Series 22, European Systemic Risk Board.
- Valerio Della Corte & Stefano Federico, 2019. "Two tales of foreign investor outflows: Italy in 2011-2012 and 2018," Questioni di Economia e Finanza (Occasional Papers) 535, Bank of Italy, Economic Research and International Relations Area.
- Mallaburn, David & Roberts-Sklar, Matt & Silvestri, Laura, 2019. "Resilience of trading networks: evidence from the sterling corporate bond market," Bank of England working papers 813, Bank of England.
- Magnus Dahlquist & Markus Ibert, 2024. "Equity Return Expectations and Portfolios: Evidence from Large Asset Managers," The Review of Financial Studies, Society for Financial Studies, vol. 37(6), pages 1887-1928.
- Kristy Jansen, 2023. "Long-term Investors, Demand Shifts, and Yields," Working Papers 769, DNB.
- Robert Czech & Matt Roberts‐Sklar, 2019. "Investor behaviour and reaching for yield: Evidence from the sterling corporate bond market," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 28(5), pages 347-379, December.
- Dang, Van Dan & Dang, Van Cuong, 2021. "Liquidity injection, bank lending, and security holdings: The asymmetric effects in Vietnam," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
- Bergant, Katharina, 2017. "Quantitative Easing and Portfolio Rebalancing: Micro Evidence from Irish Resident Banks," Economic Letters 07/EL/17, Central Bank of Ireland.
- Altavilla, Carlo & Fernandes, Cecilia Melo & Ongena, Steven & Scopelliti, Alessandro, 2022. "Bank bond holdings and bail-in regulatory changes: evidence from euro area security registers," Working Paper Series 2758, European Central Bank.
- Liao, Wenbin & Du, Jianing & Sun, Ping-Wen, 2020. "Heterogeneous institutional preferences and informativeness: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).