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The short-run effect of monetary policy shocks on credit risk : an analysis of the euro area
Kim, Chi Hyun; Other, Lars - 2019
We examine the credit channel of monetary policy from 2000 to 2015 in the Euro Area using daily monetary policy shock … and credit risk measures in an autoregressive distributed lag model. We find that an expansionary monetary policy shock …
Persistent link: https://www.econbiz.de/10011963607
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Search for a monetary propagation mechanism
Shi, Shouyong - In: Journal of economic theory 81 (1998) 2, pp. 314-352
Persistent link: https://www.econbiz.de/10001338237
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The role of capital requirements and credit composition in the transmission of macroeconomic and financial shocks
Valencia, Oscar M.; Osorio, Daniel; Garay, Pablo - 2016
Persistent link: https://www.econbiz.de/10011628835
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Do contractionary monetary policy shocks expand shadow banking?
Nelson, Benjamin F.; Pinter, Gabor; Theodoridis, … - 2015
Persistent link: https://www.econbiz.de/10010497552
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The financial sector in macroeconomics
Nowobilski, Andrew Joseph - 2012
Persistent link: https://www.econbiz.de/10011819108
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Macroeconomic effectiveness of non-standard monetary policy and early exit : a model-based evaluation
Burlon, Lorenzo; Gerali, Andrea; Notarpietro, Alessandro; … - 2016
Persistent link: https://www.econbiz.de/10011943046
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Uncertainty and the real effects of monetary policy shocks in the Euro area
Pellegrino, Giovanni - In: Economics letters 162 (2018), pp. 177-181
Persistent link: https://www.econbiz.de/10011939831
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International policy transmissions before and after establishing a monetary union
Rumler, Fabio - 1999
Persistent link: https://www.econbiz.de/10001451688
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Temporary price changes and the real effects of monetary policy
Kehoe, Patrick J.; Midrigan, Virgiliu - 2008
Persistent link: https://www.econbiz.de/10003770430
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Ir en contra de los fundamentos y el momento oportuno de la política monetaria
Agur, Itai; Demertzis, Maria - In: Monetaria 34 (2011) 3, pp. 413-428
Persistent link: https://www.econbiz.de/10009631036