In search for yield? Survey-based evidence on bank risk taking
DOI10.1016/J.JEDC.2014.01.017zbMATH Open1402.91572OpenAlexW3123497657MaRDI QIDQ1994540FDOQ1994540
Authors: Claudia M. Buch, Sandra Eickmeier, Esteban Prieto 
Publication date: 1 November 2018
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/45640
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Factor analysis and principal components; correspondence analysis (62H25) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)
Cites Work
- Are more data always better for factor analysis?
- Determining the Number of Factors in Approximate Factor Models
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Consistent factor estimation in dynamic factor models with structural instability
- In search for yield? Survey-based evidence on bank risk taking
- Real interest rates, leverage, and bank risk-taking
Cited In (11)
- The impacts of interest rates on banks' loan portfolio risk-taking
- The role of financial intermediaries in monetary policy transmission
- Monetary policy and risk taking
- Mandatory disclosure tone and bank risk-taking: evidence from Europe
- Monetary policy and long-run systemic risk-taking
- In search for yield? Survey-based evidence on bank risk taking
- Monetary policy, bank leverage, and financial stability
- Negative interest rates policy and banks' risk-taking: empirical evidence
- Does risk aversion affect bank output loss? The case of the eurozone
- Are central banks to blame? Monetary policy and bank lending behavior
- Monetary conditions and banks' behaviour in the Czech Republic
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