This paper investigates the international spillover effect of U.S. monetary policy changes on non-U.S. bank stock … relationship between non-U.S. bank stock returns and unexpected changes in the U.S. federal funds rate target. Our study provides … strong evidence that the sensitivity of non-U.S. bank stock returns varies with regard to the nature and context of monetary …

Central Bank (ECB) on stock returns and volatilities of U.S. NYSE and German DAX listed commercial banks. We find that Fed … news has the most influence on both U.S. and German listed bank stocks and an unexpected policy rate increase (decrease …) lowers (raises) returns and raises volatility in the majority of cases. On the other hand, ECB news generally increases bank …

in the GCC. We use bank-level panel data, exploiting variation across banks within countries, to isolate the impact of ….S. monetary policy to liability rates than to asset rates and bank profitability, largely reflecting funding structures. In … addition, we explore the role of shifts in the quantity of bank liabilities as policy rates change and the role of large banks …

reverse the bank regulation rules that were put in place following the GFC; last time, President Clinton repealed the Glass …

In this study, I analyze the heterogeneous dynamics of the bank risk-taking channel of monetary policy under different … environment exhibits heterogeneity across different bank business models. In addition, I find that the heterogeneity lies in the …