Empirical evidence for advanced economies suggests that following a monetary tightening, commercial and industrial bank loans show a positive "puzzling response". Since there is no wide evidence for the Mexican case, this paper analyzes the response of bank loans at the sectoral level after a...

This study examines the relationship between sovereign spreads and banks in terms of risk transmission, using the seven largest Italian banks as a sample over the period from 2003 to 2023. Our objective is to quantify and compare volatility spillovers, and to investigate whether bank-specific...