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Testing macroprudential stress tests : the risk of regulatory risk weights

Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - 2013

Persistent link: https://www.econbiz.de/10009745648

Testing macroprudential stress tests : the risk of regulatory risk weights

Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - 2014

Persistent link: https://www.econbiz.de/10010341259

Comment on: "Testing macroprudential stress tests : the risk of regulatory risk weights"

Lucas, Deborah J. - In: Journal of monetary economics 65 (2014), pp. 54-56

Persistent link: https://www.econbiz.de/10010485269

Testing macroprudential stress tests : the risk of regulatory risk weights

Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - In: Journal of monetary economics 65 (2014), pp. 36-53

Persistent link: https://www.econbiz.de/10010485270

Testing macroprudential stress tests : the risk of regulatory risk weights

Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - 2013

Persistent link: https://www.econbiz.de/10009741443

Does the lack of financial stability impair the transmission of monetary policy?

Acharya, Viral V.; Imbierowicz, Björn; Steffen, Sascha; … - In: Journal of financial economics 138 (2020) 2, pp. 342-365

Persistent link: https://www.econbiz.de/10012652894

Does the lack of financial stability impair the transmission of monetary policy?

Acharya, Viral V.; Imbierowicz, Björn; Steffen, Sascha; … - 2019

We investigate the transmission of central bank liquidity to bank deposits and loan spreads in Europe over the January 2006 to June 2010 period. We find evidence consistent with an impaired transmission channel due to bank risk. Central bank liquidity does not translate into lower loan spreads...

Persistent link: https://www.econbiz.de/10011990690

Does the lack of financial stability impair the transmission of monetary policy?

Acharya, Viral V.; Imbierowicz, Björn; Steffen, Sascha; … - 2019

Persistent link: https://www.econbiz.de/10012166286

Does the lack of financial stability impair the transmission of monetary policy?

Acharya, Viral V.; Imbierowicz, Björn; Steffen, Sascha; … - 2019

We investigate the transmission of central bank liquidity to bank deposits and loan spreads in Europe over the period from January 2006 to June 2010. We find evidence consistent with an impaired transmission channel due to bank risk. Central bank liquidity does not translate into lower loan...

Persistent link: https://www.econbiz.de/10012155137

Does lack of financial stability impair the transmission of monetary policy?

Acharya, Viral V.; Imbierowicz, Björn; Steffen, Sascha; … - In: Essays in empirical finance, (pp. 1-66). 2016

Persistent link: https://www.econbiz.de/10011710548