Cappelletti, Giuseppe; Marqués Ibáñez, David; … - 2024
is stronger for fixed rate and longer maturity loans, but not for riskier borrowers. The effect is mostly driven by banks … coming into the hiking period with a larger unhedged duration gap that renders borrowers of those banks more vulnerable to …How a historic drop in bank deposits shapes banks' loan supply? We exploit the effects of a large, and unexpected …