Do negative interest rates make banks less safe?

DOI10.1016/j.econlet.2017.07.014zbMath1398.91629OpenAlexW2611891286MaRDI QIDQ1782401

Bernd Schwaab, André Lucas, Federico Nucera, Julia Schaumburg

Publication date: 20 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://www.ecb.europa.eu//pub/pdf/scpwps/ecb.wp2098.en.pdf

zbMATH Keywords

systemic riskbank business modelnegative interest ratesunconventional monetary policy measures

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30) Corporate finance (dividends, real options, etc.) (91G50)

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