Porth Ymchwil

Does Monetary Policy Affect Bank Risk-Taking

Allbwn ymchwil: Papur gweithio › Papur Gwaith

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Does Monetary Policy Affect Bank Risk-Taking. / Altunbas, Yener; Gambacorta, Leonardo; Marques-Ibanez, David.
European Central Bank, 2010. (European Central Bank Working Paper Series; Rhif 1166).

Allbwn ymchwil: Papur gweithio › Papur Gwaith

HarvardHarvard

Altunbas, Y, Gambacorta, L & Marques-Ibanez, D 2010 'Does Monetary Policy Affect Bank Risk-Taking' European Central Bank Working Paper Series, rhif 1166, European Central Bank. https://doi.org/https://ssrn.com/abstract=1574188

APA

Altunbas, Y., Gambacorta, L., & Marques-Ibanez, D. (2010). Does Monetary Policy Affect Bank Risk-Taking. (European Central Bank Working Paper Series; Rhif 1166). European Central Bank. https://doi.org/https://ssrn.com/abstract=1574188

CBE

Altunbas Y, Gambacorta L, Marques-Ibanez D. 2010. Does Monetary Policy Affect Bank Risk-Taking. European Central Bank. (European Central Bank Working Paper Series; 1166). https://doi.org/https://ssrn.com/abstract=1574188

MLA

Altunbas, Yener, Leonardo Gambacorta a David Marques-Ibanez Does Monetary Policy Affect Bank Risk-Taking. European Central Bank Working Paper Series; 1166. European Central Bank. 2010., https://doi.org/https://ssrn.com/abstract=1574188

VancouverVancouver

Altunbas Y, Gambacorta L, Marques-Ibanez D. Does Monetary Policy Affect Bank Risk-Taking. European Central Bank. 2010 Maw 31. (European Central Bank Working Paper Series; 1166). doi: https://ssrn.com/abstract=1574188

Author

Altunbas, Yener ; Gambacorta, Leonardo ; Marques-Ibanez, David. / Does Monetary Policy Affect Bank Risk-Taking. European Central Bank, 2010. (European Central Bank Working Paper Series; 1166).

RIS

TY - UNPB

T1 - Does Monetary Policy Affect Bank Risk-Taking

AU - Altunbas, Yener

AU - Gambacorta, Leonardo

AU - Marques-Ibanez, David

PY - 2010/3/31

Y1 - 2010/3/31

N2 - This paper investigates the relationship between short-term interest rates and bank risk. Using a unique database that includes quarterly balance sheet information for listed banks operating in the European Union and the United States in the last decade, we find evidence that unusually low interest rates over an extended period of time contributed to an increase in banks' risk. This result holds for a wide range of measures of risk, as well as macroeconomic and institutional controls.

AB - This paper investigates the relationship between short-term interest rates and bank risk. Using a unique database that includes quarterly balance sheet information for listed banks operating in the European Union and the United States in the last decade, we find evidence that unusually low interest rates over an extended period of time contributed to an increase in banks' risk. This result holds for a wide range of measures of risk, as well as macroeconomic and institutional controls.

U2 - https://ssrn.com/abstract=1574188

DO - https://ssrn.com/abstract=1574188

M3 - Working paper

T3 - European Central Bank Working Paper Series

BT - Does Monetary Policy Affect Bank Risk-Taking

PB - European Central Bank

ER -