The channels of banks' response to negative interest rates

DOI10.1016/J.JEDC.2021.104228zbMath1475.91369OpenAlexW3195268030MaRDI QIDQ2246792

Paul Hubert, Whelsy Boungou

Publication date: 16 November 2021

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2021.104228

zbMATH Keywords

leveragedepositsbank profitabilityinterest flowsnon-interest flows

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

Uses Software

• pscore

Cites Work

• Negative interest rates policy and banks' risk-taking: empirical evidence
• The central role of the propensity score in observational studies for causal effects

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