Negative interest rates policy and banks' risk-taking: empirical evidence

DOI10.1016/J.ECONLET.2019.108760MaRDI QIDQ2292750zbMATH OpenOpenAlexFDO

Authors Whelsy Boungou

Publication date 5 February 2020

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2019.108760

zbMATH Keywords

difference-in-differencesnegative interest ratesbank risk-taking

Mathematics Subject Classification ID

Credit risk (91G40) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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Cites work

• Do negative interest rates make banks less safe?
• The central role of the propensity score in observational studies for causal effects

Cited in

(9)

• Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking?
• The effects of negative interest rates on cash usage: evidence for EU countries
• Banks' interest rate risk: the net interest income perspective versus the market value perspective
• Do negative interest rates make banks less safe?
• The channels of banks' response to negative interest rates
• Negative nominal interest rates and the bank lending channel
• Does risk aversion affect bank output loss? The case of the eurozone
• On the impact of quantitative easing on credit standards and systemic risk: the Japanese experience
• Bank business models, negative policy rates, and prudential regulation

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