In search for yield? Survey-based evidence on bank risk taking

DOI10.1016/J.JEDC.2014.01.017MaRDI QIDQ1994540zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

FAVARmonetary policybank risk takingmacro-finance linkages

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

Recommendations

• Monetary policy and risk taking
• Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking?
• Monetary conditions and banks' behaviour in the Czech Republic
• Are central banks to blame? Monetary policy and bank lending behavior
• Monetary policy, bank leverage, and financial stability

Cites work

• Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
• Are more data always better for factor analysis?
• Consistent factor estimation in dynamic factor models with structural instability
• Determining the Number of Factors in Approximate Factor Models
• 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

This page was built for publication: In search for yield? Survey-based evidence on bank risk taking

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1994540)