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Exceptionally Low Interest Rate Policy, Risk-Taking Channel, and Bank Competition : Evidence from Loan-level Data
Shikimi, Masayo - 2021
This study investigates how bank competition affects the transmission of monetary policy through risk-taking channel. Using Japanese matched bank-firm loan data from the fiscal year 2005 to 2018, we test whether banks with weak balance-sheet lend to risky firms during low interest rate...
Persistent link: https://www.econbiz.de/10013235464
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Effects of a negative interest rate policy in bank profitability and risk taking : evidence from European banks
López Penabad, María Celia; Iglesias Casal, Ana; … - In: Research in international business and finance 60 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013411296
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Frictions in transmission of interest rate cuts from central bank to commercial banks in India : an enquiry
Sinha, Manish - In: International journal of management practice : IJMP 12 (2019) 4, pp. 495-510
Persistent link: https://www.econbiz.de/10012140332
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Factors impacting the interest rate derivatives usage in Indian commercial banks
Kumar, Dilip - In: Theoretical economics letters 7 (2017) 3, pp. 596-614
Persistent link: https://www.econbiz.de/10011674445
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Backtesting of value at risk methodology : analysis of banking shares in India
Patra, Biswajit; Padhi, Puja - In: Margin: the journal of applied economic research 9 (2015) 3, pp. 254-277
Persistent link: https://www.econbiz.de/10011400407
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Globalization and banking fragility in India : empirical essays relating to early warning system, default risk and bank stock volatility
Tanima Niyogi Sinha Roy - In: Finance India : the quarterly journal of Indian … 29 (2015) 1, pp. 175-182
Persistent link: https://www.econbiz.de/10011349073
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A Study of the Movement of Interest Rates and Spillover of Volatility and Returns Amongst the Leading Bank Stocks in India
Shahani, Rakesh; Nagpal, Nikhil - 2021
the movement of banking stocks in India (two from public sector and two from the private sector) for the period April 2013 … impact each other’s return and volatility. The econometric tools employed to study the relation include OLS relation between … the variables, GARCH(1, 1) methodology to determine the volatility spillover, autocorrelation and heteroscedasticity tests …
Persistent link: https://www.econbiz.de/10013237617
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A study of the movement of interest rates and spillover of volatility and returns amongst the leading bank stocks in India
Shahani, Rakesh; Nagpal, Nikhil - In: The IUP journal of financial risk management : IJFRM 16 (2019) 4, pp. 7-22
Persistent link: https://www.econbiz.de/10012182607
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An empirical analysis of the determinants of interest rates in Ghana
Asamoah, Lawrence Adu; Adu, George - In: Journal of African business 17 (2016) 3, pp. 377-396
Persistent link: https://www.econbiz.de/10011559338
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Disintermediationstendenzen im deutschen Finanzsystem und ihre Auswirkungen auf die Rolle der Kreditinstitute : eine Bewertung aus geldpolitischer Sicht
Domanski, Dietrich - In: Finanzmärkte, (pp. 271-290). 1997
Persistent link: https://www.econbiz.de/10001297732