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Unconventional Monetary Policy and Risk-Taking: Evidence from Agency Mortgage REITs. (2018). Frame, W ; Steiner, Eva.
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2018-08.

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Cited: 2

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Cites: 24

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Cocites: 40

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Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Corporate Debt: Where is the Danger?. (2019). Saeidinezhad, Elham.
    In: MPRA Paper.
    RePEc:pra:mprapa:98547.

    Full description at Econpapers || Download paper

  2. Unconventional monetary policy tools: a cross-country analysis. (2019). Bank for International Settlements, .
    In: CGFS Papers.
    RePEc:bis:biscgf:63.

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References

References cited by this document

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  2. Aramonte, Sirio, Seung Lee, and Viktors Stebunovs, 2015. “Risk Taking and Low Longer-Term Interest Rates: Evidence from the U.S. Syndicated Loan Market.” Federal Reserve Board R&S Working Paper 2015-068.

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  10. Delis, Manthos, Iftekhar Hasan, and Nikolas Mylolonidis, 2017. “The Risk-Taking Channel of Monetary Policy in the U.S.: Evidence from Corporate Loan Data,” Journal of Money, Credit, and Banking, 49(1): 187-213.

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Cocites

Documents in RePEc which have cited the same bibliography

  1. Quantitative Easing and Bank Risk Taking: Evidence from Lending. (2021). Schlusche, Bernd ; Kandrac, John.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:53:y:2021:i:4:p:635-676.

    Full description at Econpapers || Download paper

  2. The behavior of exchange rate and stock returns in high and low interest rate environments. (2021). Salisu, Afees ; Vo, Xuan Vinh.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:74:y:2021:i:c:p:138-149.

    Full description at Econpapers || Download paper

  3. Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area. (2021). Vlassopoulos, Thomas ; Eisenschmidt, Jens ; Demiralp, Selva.
    In: European Economic Review.
    RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121000982.

    Full description at Econpapers || Download paper

  4. Prudential policies and their impact on credit in the United States. (2020). Lee, Seung Jung ; Correa, Ricardo ; Calem, Paul.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:42:y:2020:i:c:s1042957319300348.

    Full description at Econpapers || Download paper

  5. Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence. (2020). Spiegel, Mark ; Rose, Andrew ; Lopez, Jose.
    In: European Economic Review.
    RePEc:eee:eecrev:v:124:y:2020:i:c:s0014292120300349.

    Full description at Econpapers || Download paper

  6. Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area. (2019). Demiralp, Selva ; Vlassopoulos, Thomas ; Eisenschmidt, Jens.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1910.

    Full description at Econpapers || Download paper

  7. Risk-Taking Spillovers of U.S. Monetary Policy in the Global Market for U.S. Dollar Corporate Loans. (2019). Lee, Seung Jung ; Stebunovs, Viktors ; Liu, Lucy Qian.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1251.

    Full description at Econpapers || Download paper

  8. Institutional Investors, the Dollar, and U.S. Credit Conditions. (2019). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1246.

    Full description at Econpapers || Download paper

  9. How do lead banks use their private information about loan quality in the syndicated loan market?. (2019). Koepke, Matthew M ; Berger, Allen N ; Balasubramanyan, Lakshmi.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:43:y:2019:i:c:p:53-78.

    Full description at Econpapers || Download paper

  10. Negative interest rates, excess liquidity and retail deposits: banks’ reaction to unconventional monetary policy in the euro area. (2019). Eisenschmidt, Jens ; Demiralp, Selva ; Vlassopoulos, Thomas .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192283.

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  11. Negative Interest Rates: Lessons from the Euro Area. (2019). Smets, Frank ; Eisenschmidt, Jens.
    In: Central Banking, Analysis, and Economic Policies Book Series.
    RePEc:chb:bcchsb:v26c02pp013-042.

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  12. The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets. (2019). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike ; Liu, Emily.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7955.

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  13. Do Negative Interest Rates Affect Bank Risk-Taking?. (2019). Reghezza, Alessio ; Santamaria, Riccardo ; Bongiovanni, Alessio ; Williams, Jonathan.
    In: Working Papers.
    RePEc:bng:wpaper:19012.

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  14. Shadow Banks and the Risk-Taking Channel of Monetary Policy Transmission in the Euro Area. (2018). Neuenkirch, Matthias ; Wischnewsky, Arina.
    In: Research Papers in Economics.
    RePEc:trr:wpaper:201803.

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  15. Searching for Yield Abroad: Risk-Taking through Foreign Investment in U.S. Bonds. (2018). Claessens, Stijn ; Tabova, Alexandra ; Ammer, John.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:960.

    Full description at Econpapers || Download paper

  16. Home Country Interest Rates and International Investment in U.S. Bonds. (2018). Claessens, Stijn ; Wroblewski, Caleb ; Tabova, Alexandra M ; Ammer, John.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1231.

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  17. Searching for Yield Abroad : Risk-Taking Through Foreign Investment in U.S. Bonds. (2018). Claessens, Stijn ; Wroblewski, Caleb ; Tabova, Alexandra M ; Ammer, John.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1224.

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  18. The U.S. Syndicated Loan Market : Matching Data. (2018). Lee, Seung Jung ; Sicilian, Martin ; Shaton, Maya ; Mislang, Nathan ; Marsh, Blake W ; Hayes, William ; Gupta, Kamran ; Friedrichs, Melanie ; Cohen, Gregory J.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2018-85.

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  19. A Global Lending Channel Unplugged? Does U.S. Monetary Policy Affect Cross-border and Affiliate Lending by Global U.S. Banks?. (2018). Temesvary, Judit ; Owen, Ann ; Ongena, Steven.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2018-08.

    Full description at Econpapers || Download paper

  20. Unconventional Monetary Policy and Risk-Taking: Evidence from Agency Mortgage REITs. (2018). Frame, W ; Steiner, Eva.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2018-08.

    Full description at Econpapers || Download paper

  21. Global Investors, the Dollar, and U.S. Credit Conditions. (2018). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13237.

    Full description at Econpapers || Download paper

  22. Shadow Banks and the Risk-Taking Channel of Monetary Policy Transmission in the Euro Area. (2018). Neuenkirch, Matthias ; Wischnewsky, Arina.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7118.

    Full description at Econpapers || Download paper

  23. How do credit ratings affect bank lending under capital constraints?. (2018). Claessens, Stijn ; Wang, Teng ; Law, Andy.
    In: BIS Working Papers.
    RePEc:bis:biswps:747.

    Full description at Econpapers || Download paper

  24. Searching for yield abroad: risk-taking through foreign investment in U.S. bonds. (2018). Wroblewski, Caleb ; Tabova, Alexandra ; Ammer, John.
    In: BIS Working Papers.
    RePEc:bis:biswps:687.

    Full description at Econpapers || Download paper

  25. The Risk‐Taking Channel of Monetary Policy in the U.S.: Evidence from Corporate Loan Data. (2017). Mylonidis, Nikolaos ; HASAN, IFTEKHAR ; Delis, Manthos.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:49:y:2017:i:1:p:187-213.

    Full description at Econpapers || Download paper

  26. Negative interest rates, excess liquidity and bank business models: Banks’ reaction to unconventional monetary policy in the euro area. (2017). Eisenschmidt, Jens ; Demiralp, Selva ; Vlassopoulos, T.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1708.

    Full description at Econpapers || Download paper

  27. Risk Taking and Interest Rates : Evidence from Decades in the Global Syndicated Loan Market. (2017). Stebunovs, Viktors ; Lee, Seung Jung ; Liu, Lucy Qian.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1188.

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  28. Did QE Lead Banks to Relax Their Lending Standards? Evidence from the Federal Reserves LSAPs. (2017). Luck, Stephan ; Zimmermann, Thomas ; Kurtzman, Robert J.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-93.

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  29. Pipeline Risk in Leveraged Loan Syndication. (2017). Malherbe, Frederic ; Bruche, Max ; Meisenzahl, Ralf R.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-48.

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  30. Quantitative Easing and Bank Risk Taking: Evidence from Lending. (2017). Schlusche, Bernd ; Kandrac, John.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-125.

    Full description at Econpapers || Download paper

  31. How Do Lead Banks Use Their Private Information about Loan Quality in the Syndicated Loan Market?. (2017). Berger, Allen ; Balasubramanyan, Lakshmi ; Koepke, Matthew.
    In: Working Papers.
    RePEc:fip:fedcwq:161602.

    Full description at Econpapers || Download paper

  32. Banks search for yield in the low interest rate environment: a tale of regulatory adaptation. (2017). Wang, J. Christina.
    In: Working Papers.
    RePEc:fip:fedbwp:17-3.

    Full description at Econpapers || Download paper

  33. Pipeline Risk in Leveraged Loan Syndication. (2017). Malherbe, Frederic ; Bruche, Max ; Meisenzahl, Ralf .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11956.

    Full description at Econpapers || Download paper

  34. The risk-taking channel of monetary policy in the US : Evidence from corporate loan data. (2017). Mylonidis, Nikolaos ; HASAN, IFTEKHAR ; Delis, Manthos.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2017_018.

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  35. Prudential policies and their impact on credit in the United States. (2017). Lee, Seung Jung ; Correa, Ricardo ; Calem, Paul .
    In: BIS Working Papers.
    RePEc:bis:biswps:635.

    Full description at Econpapers || Download paper

  36. What drives shadow banking? A dynamic panel evidence. (2017). Kim, Sungjun .
    In: IFC Bulletins chapters.
    RePEc:bis:bisifc:43-14.

    Full description at Econpapers || Download paper

  37. Prudential Policies and Their Impact on Credit in the United States. (2016). Lee, Seung Jung ; Correa, Ricardo ; Calem, Paul S.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1186.

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  38. Bank leverage and monetary policys risk-taking channel: evidence from the United States. (2016). Laeven, Luc ; Dell'ariccia, Giovanni ; Suarez, Gustavo A ; Dellariccia, Giovanni.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161903.

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  39. Bank Leverage and Monetary Policys Risk-Taking Channel: Evidence from the United States. (2016). Laeven, Luc ; Dell'ariccia, Giovanni ; Suarez, Gustavo ; Dellariccia, Giovanni.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11230.

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