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Unconventional monetary policies and the credit market
Olmo, Jose; Sanso-Navarro, Marcos - In: International journal of monetary economics and finance 11 (2018) 5, pp. 480-498
Persistent link: https://www.econbiz.de/10011998329
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Credit boom in Russia despite global woes : driving forces and risks
Barisitz, Stephan - In: Financial stability report 26 (2013), pp. 82-99
Persistent link: https://www.econbiz.de/10010356046
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Hazardous times for monetary policy : what do twenty-three million bank loans say about the effects on credit risk-taking?
Jiménez, Gabriel; Ongena, Steven; Peydró, José-Luis; … - 2013
Persistent link: https://www.econbiz.de/10012176242
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The dollar during the Global Recession : US monetary policy and the exorbitant duty
Stavrakeva, Vania; Tang, Jenny - 2018 - This version: October, 2018
States, the issuer of the world's dominant currency, by causing a dollar appreciation and a transfer of wealth from the … United States to the rest of the world. This dollar appreciation runs counter to the predictions of standard macroeconomic … safe US government debt relative to foreign debt and (ii) lowered expected future inflation in the United States relative …
Persistent link: https://www.econbiz.de/10011941052
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Loan interest rate pass-through and changes after the financial crisis : Japan's evidence
Kitamura, Tomiyuki; Muto, Ichiro; Takei, Ikuo - In: Journal of the Japanese and international economies : … 42 (2016), pp. 10-30
Persistent link: https://www.econbiz.de/10011705908
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Pre- and post- analysis of Bank of Japan’s policy implementation of negative interest rates
Villanueva, Alexander I. - In: Theoretical and applied economics : GAER review 28 (2021) 1/626, pp. 43-60
Persistent link: https://www.econbiz.de/10012693075
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Loose monetary policy and excessive credit and liquidity risk-taking by banks
Ongena, Steven; Peydró, José-Luis - In: Future of banking, (pp. 21-28). 2011
Persistent link: https://www.econbiz.de/10009522527
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Lending standards, credit booms and monetary policy
Afanasyeva, Elena; Güntner, Jochen - 2014 - This Version: October 31, 2014
This paper investigates the risk channel of monetary policy on the asset side of banks' balance sheets. We use a factoraugmented vector autoregression (FAVAR) model to show that aggregate lending standards of U.S. banks, such as their collateral requirements for firms, are significantly loosened...
Persistent link: https://www.econbiz.de/10010422940
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Lending standards, credit booms and monetary policy
Afanasyeva, Elena; Güntner, Jochen - 2014 - This Version: October 31, 2014
This paper investigates the risk channel of monetary policy on the asset side of banks' balance sheets. We use a factoraugmented vector autoregression (FAVAR) model to show that aggregate lending standards of U.S. banks, such as their collateral requirements for firms, are significantly loosened...
Persistent link: https://www.econbiz.de/10010432276
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An optimal macroprudential policy mix for segmented credit markets
Živanović, Jelena - 2021 - Last updated: June 28, 2021
This paper analyzes the design of simple macroprudential rules for bank and non-bank credit markets in a medium-scale dynamic stochastic general equilibrium model. In the model, mutual funds support corporate bond issuance by firms with access to capital markets; a banking sector supplies loans...
Persistent link: https://www.econbiz.de/10012549714