In search for yield? Survey-based evidence on bank risk taking

DOI10.1016/j.jedc.2014.01.017zbMath1402.91572OpenAlexW3123497657MaRDI QIDQ1994540

Claudia M. Buch, Sandra Eickmeier, Esteban Prieto

Publication date: 1 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/45640

zbMATH Keywords

FAVARmonetary policybank risk takingmacro-finance linkages

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

Related Items (3)

Monetary policy and long-run systemic risk-taking ⋮ The role of financial intermediaries in monetary policy transmission ⋮ In search for yield? Survey-based evidence on bank risk taking

Cites Work

• Are more data always better for factor analysis?
• In search for yield? Survey-based evidence on bank risk taking
• Real interest rates, leverage, and bank risk-taking
• Consistent factor estimation in dynamic factor models with structural instability
• Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
• Determining the Number of Factors in Approximate Factor Models

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