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- Carlos González‐Aguado & Javier Suarez, 2015. "Interest Rates and Credit Risk," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(2-3), pages 445-480, March.
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"The Risk‐Taking Channel of Monetary Policy: Exploring All Avenues,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1507-1541, October.
- Carla Soares & Diana Bonfim, 2014. "The risk-taking channel of monetary policy – exploring all avenues," Working Papers w201402, Banco de Portugal, Economics and Research Department.
- Altunbas, Yener & Gambacorta, Leonardo & Marques-Ibanez, David, 2012.
"Do bank characteristics influence the effect of monetary policy on bank risk?,"
Economics Letters, Elsevier, vol. 117(1), pages 220-222.
- Gambacorta, Leonardo & Altunbas, Yener & Marqués-Ibáñez, David, 2012. "Do bank characteristics influence the effect of monetary policy on bank risk?," Working Paper Series 1427, European Central Bank.
- Gilbert COLLETAZ & Grégory LEVIEUGE & Alexandra POPESCU, 2016. "Monetary Policy and Long-Run Risk-Taking," LEO Working Papers / DR LEO 2409, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Ekin Ayse Ozsuca & Elif Akbostanci, 2012. "An Empirical Analysis of the Risk Taking Channel of Monetary Policy in Turkey," ERC Working Papers 1208, ERC - Economic Research Center, Middle East Technical University, revised Dec 2012.
- Colletaz, Gilbert & Levieuge, Grégory & Popescu, Alexandra, 2018.
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- Gilbert Colletaz & Grégory Levieuge & Alexandra Popescu, 2018. "Monetary Policy and Long-Run Systemic Risk-Taking," Working papers 694, Banque de France.
- Gilbert Colletaz & Grégory Levieuge & Alexandra Popescu, 2018. "Monetary policy and long-run systemic risk-taking," Post-Print hal-02162296, HAL.
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- Tarik Bazgour & Federico Platania, 2022. "A defaultable bond model with cyclical fluctuations in the spread process," Annals of Operations Research, Springer, vol. 312(2), pages 647-672, May.
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More about this item
Keywords
Credit risk; Firm dynamics; Interest rates; Search for yield; Short-term debt;All these keywords.
JEL classification:
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2011-05-30 (Central Banking)
- NEP-MAC-2011-05-30 (Macroeconomics)
Statistics
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