An analysis of the literature on international unconventional monetary policy

S Bhattarai, CJ Neely - Journal of Economic Literature, 2022 - aeaweb.org
This paper evaluates the literature on international unconventional monetary policies
(UMPs). Introducing market segmentation, limits-to-arbitrage, and time-consistent policy in …

Bank margins and profits in a world of negative rates

P Molyneux, A Reghezza, R Xie - Journal of Banking & Finance, 2019 - Elsevier
By investigating the influence of negative interest rate policy (NIRP) on bank margins and
profitability, this paper identifies country-and bank-specific characteristics that amplify or …

Bank funding, market power, and the bank liquidity creation channel of monetary policy

VD Dang - Research in International Business and Finance, 2022 - Elsevier
The paper analyzes the effects of bank funding structure and market power on the bank
liquidity creation channel in an emerging market as well as the extent of monetary policy …

The impact of the ECB's conventional and unconventional monetary policies on stock markets

R Haitsma, D Unalmis, J De Haan - Journal of Macroeconomics, 2016 - Elsevier
Using an event study method, we examine how stock markets respond to the policies of the
European Central Bank during 1999–2015. We use market prices of futures (government …

[图书][B] Playing with fire: Deepened financial integration and changing vulnerabilities of the Global South

Y Akyüz - 2017 - books.google.com
Starting in the early 1990s many emerging and developing economies (EDEs) liberalized
their capital accounts, allowing greater freedom for international lenders and investors to …

Monetary policy and bank risk-taking: Evidence from emerging economies

M Chen, J Wu, BN Jeon, R Wang - Emerging Markets Review, 2017 - Elsevier
This paper addresses the impact of monetary policy on banks' risk-taking by using bank-
level panel data from more than 1000 banks in 29 emerging economies during 2000–2012 …

Does monetary policy influence the profitability of banks in New Zealand?

V Kumar, S Acharya, LTH Ho - International Journal of Financial Studies, 2020 - mdpi.com
The study investigates the relationship between monetary policy and bank profitability in
New Zealand using the generalized method of moments (GMM) estimator. Our sample …

The conditioning role of performance on the bank risk-taking channel of monetary policy: Evidence from a multiple-tool regime

VD Dang - Research in International Business and Finance, 2020 - Elsevier
The study investigates how monetary policy affects bank risk-taking under a multiple-tool
regime of Vietnam during 2007–2018. Particularly, we also consider the conditioning role of …

What is the effect of unconventional monetary policy on bank performance?

E Mamatzakis, T Bermpei - Journal of International Money and Finance, 2016 - Elsevier
This paper examines the relationship between unconventional monetary policy and the US
banking performance. Unconventional monetary policy is captured through the central …

The financial market effects of the ECB's asset purchase programs

V Lewis, M Roth - Journal of Financial Stability, 2019 - Elsevier
Abstract The European Central Bank's asset purchase programs, while intended to stabilize
the economy, may have unintended side effects on financial stability. This paper aims at …