Microsoft Word Altavilla Boucinha Peydro ep word version docx
Download 1.06 Mb. Pdf ko'rish
|
Alvailla-et-al-2018
References
Admati, A. and Hellwig, M. (2014), The Bankers’ New Clothes: What’s Wrong with Banking and What to Do About it, Princeton University Press, Princeton, NJ. Alessandri, P. and Nelson, B.D. (2015), Simple Banking: Profitability and the Yield Curve, Journal of Money, Credit and Banking, Vol. 47, Issue 1, pp. 143-175, 02. Allen, F. and Rogoff, K. (2011), Asset prices, financial stability and monetary policy, in Jansson, P. and Persson, M. (eds.), The Riksbank’s inquiry into the risks in the Swedish housing market, Sveriges Riksbank, Stockholm, pp. 189-218. Allen, F., Carletti E. and Gale D. (2009), Interbank Market Liquidity and Central Bank Intervention, Journal of Monetary Economics, Vol. 56, Issue 5, pp. 639-652. Allen, F., Carletti E. and Gale D. (2014), Money, Financial Stability and Efficiency, Journal of Economic Theory, Vol. 149, pp. 100-127. Altavilla, C., Canova, F. and Ciccarelli, M. (2016), Mending the broken link: heterogeneous bank lending and monetary policy pass-through, Working Paper Series No 1978, European Central Bank. Altavilla C., Carboni G., Motto R. (2015): Asset Purchase Programmes and Financial Markets: evidence from the Euro Area, Working Paper Series No 1864, European Central Bank Altavilla, C. and Giannone, D. (2017), The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data, Journal of Applied Econometrics, vol. 32 (5), pages 952–964. Angrist, J. D., Pischke, J.-S. (2009), Mostly Harmless Econometrics: An Empiricist's Companion, Princeton: Princeton University Press. Athanasoglou, P.P., Brissimis, S.N., Delis, M.D. (2008), Bank-specific, industry-specific and macroeconomic determinants of bank profitability. Journal of International Financial Markets, Institutions & Money 18 (2), 121–136 Begenau, J., Piazzesi, M. and Schneider, M. (2015), Banks’ Risk Exposures, NBER Working Paper No 21334, National Bureau of Economic Research. Bernanke, B.S. and Blinder, A.S. (1988), Credit, Money, and Aggregate Demand, The American Economic Review, Vol. 78, No 2, pp. 435-439. Bernanke, B.S. and Blinder, A.S. (1992), The Federal Funds Rate and the Channels of Monetary Transmission, The American Economic Review, Vol. 82, No 4, pp. 901-921. Bernanke, B.S. and Gertler, M. (1995), Inside the Black Box: The Credit Channel of Monetary Policy Transmission, Journal of Economic Perspectives, Vol. 9, No 4, pp. 27-48. Bernanke, B.S. (2007), speech at The Credit Channel of Monetary Policy in the Twenty-first Century Conference, Federal Reserve Bank of Atlanta, Atlanta, Georgia. Bernanke, B.S. and Kuttner, K.N. (2005), What Explains the Stock Market’s Reaction to Federal Reserve Policy?, The Journal of Finance, Vol. 60, No 3, pp. 1221-1257. 36 Borio C, Gambacorta L, Hofmann B. (2017), The influence of monetary policy on bank profitability, International Finance, 20:48–63. Bourke, P. (1989), Concentration and other determinants of bank profitability in Europe, North America and Australia, Journal of Banking & Finance, Vol. 13, Issue 1, pp. 65-79. Brunnermeier, M.K., and Koby Y. (2017), The Reversal Interest Rate: The Effective Lower Bound of Monetary Policy, mimeo, version July 10, 2017. Caballero, R.J., Takeo H., and Kashyap A.K. (2008), Zombie Lending and Depressed Restructuring in Japan, American Economic Review, 98(5): 1943-77. Claessens, S., Coleman, N. and Donnelly, M. (2017), ‘Low-For-Long’ Interest Rates and Banks’ Interest Margins and Profitability: Cross-Country Evidence, CEPR Discussion Paper No 11842. De Mol, C., Giannone, D. and Reichlin, L. (2008), Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?, Journal of Econometrics, Vol. 146(2), pp. 318-328. Diamond, D. and Rajan, R. (2006), Money in a Theory of Banking, The American Economic Review, Vol. 96, No 1, pp. 30-53. Doan, T., Litterman R. and Sims C. A. (1984), Forecasting and conditional projection using realistic prior distributions, Econometric Reviews, 3, 1–100. Ehrmann, M. and Fratzscher, M. (2004), Taking Stock: Monetary Policy Transmission to Equity Markets, ECB Working Paper No. 354. English, W.B., Van den Heuvel, S.J. and Zakrajsek E. (2014), Interest Rate Risk and Bank Equity Valuations, Working Paper Series 14-05, Wharton Financial Institutions Center. Flannery, M.J. (1981), Market Interest Rates and Commercial Bank Profitability: An Empirical Investigation, Journal of Finance, Vol. 36, pp. 1085-1101. Flannery, M.J. (1983), Interest Rates and Bank Profitability: Additional Evidence, Journal of Money, Download 1.06 Mb. Do'stlaringiz bilan baham: |
Ma'lumotlar bazasi mualliflik huquqi bilan himoyalangan ©fayllar.org 2025
ma'muriyatiga murojaat qiling
ma'muriyatiga murojaat qiling