Monetary policy and long-run systemic risk-taking

DOI10.1016/J.JEDC.2017.11.001zbMath1401.91343OpenAlexW2770650085MaRDI QIDQ1657161

Alexandra Popescu, Gilbert Colletaz, Grégory Levieuge

Publication date: 13 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://publications.banque-france.fr/sites/default/files/medias/documents/wp694.pdf

zbMATH Keywords

monetary policylong run causalitysrisksystemic risk-taking

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

On the impact of quantitative easing on credit standards and systemic risk: the Japanese experience

Cites Work

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• Where the Risks Lie: A Survey on Systemic Risk*
• Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking?
• “Interest Rate Trap”, or Why Does the Central Bank Keep the Policy Rate Too Low for Too Long?

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