Central bank asset purchases, banks' risky security holdings and profitability : macro and micro evidence from Japan and the U.S.
Year of publication: |
2023
|
---|---|
Authors: | Wang, Ling |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 87.2023, p. 347-364
|
Subject: | Asset purchases | Portfolio management | Profitability | Risk-taking | Risky security holdings | Unconventional monetary policy | Japan | USA | United States | Geldpolitik | Monetary policy | Portfolio-Management | Portfolio selection | Zentralbank | Central bank | Risiko | Risk | Rentabilität | Bankrisiko | Bank risk | Quantitative Lockerung | Quantitative easing |
-
Boermans, Martijn, (2018)
-
The rebalancing channel of QE : new evidence at the security level in the euro area
Hudepohl, Tom, (2022)
-
Analyzing Federal Reserve asset purchases : from whom does the Fed buy?
Carpenter, Seth B., (2015)
- More ...
-
Unconventional monetary policy and aggregate bank lending : Does financial structure matter?
Wang, Ling, (2016)
-
Measuring the effects of unconventional monetary policy on MBS spreads : a comparative study
Wang, Ling, (2019)
-
Monetary-fiscal policy interactions under asset purchase programs : some comparative evidence
Wang, Ling, (2018)
- More ...