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Risk-Taking Channel of Unconventional Monetary Policies in Bank Lending · Study

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PreprintRisk-Taking Channel of Unconventional Monetary Policies in Bank Lending

Kiyotaka Nakashima2017

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Preprintgreen2017

Risk-Taking Channel of Unconventional Monetary Policies in Bank Lending

Kiyotaka Nakashima · Masahiko Shibamoto · Koji Takahashi

11 citations·0/0 files stored·SSRN Electronic Journal

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Monetary Policy and Economic Impact Banking stability, regulation, efficiency Economic theories and models

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References

1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*2005Estimation and Inference of Impulse Responses by Local Projections 2002Determining the Number of Factors in Approximate Factor Models 2004The Cash Flow Sensitivity of Cash 2000What Do a Million Observations on Banks Say About the Transmission of Monetary Policy?2008Forecasting Default with the Merton Distance to Default Model 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market 2004Default Risk in Equity Returns

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2017Identifying Quantitative and Qualitative Monetary Policy Shocks

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Details

Year2017

Typepreprint

Published2017-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations11

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.3044582

openalex_workW2765834243

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