Narrow search
Showing 1 - 10 of 6,775
Cover Image
The Duration of Bank Retail Interest Rates
Craig, Ben R. - 2011
We use bank retail interest rates as price examples in a study of the determinants of price durations. The extraordinary richness of the data allows us to address some major open issues from the price rigidity literature, such as the functional form of the hazard of changing a price, the effect...
Persistent link: https://www.econbiz.de/10013133627
Cover Image
The Impact of Domestic and International Monetary Policy News on U.S. and German Bank Stocks
Kim, Suk-Joong - 2013
stock volatility in the U.S. but has little impact within its own domestic banking industry. Whilst our results for the U … tightening, we find disparities for German banks suggesting that U.S. and European banking industries respond heterogeneously to …
Persistent link: https://www.econbiz.de/10013075033
Cover Image
Determinants of bank interest margins : impact of maturity transformation
Entrop, Oliver; Memmel, Christoph; Ruprecht, Benedikt; … - 2012
This paper explores the extent to which interest risk exposure is priced in bank margins. Our contribution to the literature is twofold: First, we present an extended model of Ho and Saunders (1981) that explicitly captures interest rate risk and returns from maturity transformation. Banks price...
Persistent link: https://www.econbiz.de/10009572494
Cover Image
Determinants of Bank Interest Margins : Impact of Maturity Transformation
Entrop, Oliver - 2015
but also for interest income and expense margins separately in a sample encompassing the German universal banking sector …
Persistent link: https://www.econbiz.de/10013036751
Cover Image
Determinants of Bank Interest Margins : Impact of Maturity Transformation
Entrop, Oliver - 2016
This paper explores the extent to which interest risk exposure is priced in bank margins. Our contribution to the literature is twofold: First, we present an extended model of Ho and Saunders (1981) that explicitly captures interest rate risk and returns from maturity transformation. Banks price...
Persistent link: https://www.econbiz.de/10012988819
Cover Image
Banks, markets, and efficiency
Fecht, Falko (contributor); Martin, Antoine (contributor) - 2005
welfare because it only reduces risk sharing. In contrast, in the U.S. banking system, where there is less competition for … ; risk sharing ; banking competition ; comparing financial systems …
Persistent link: https://www.econbiz.de/10002917590
Cover Image
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises
Baum, Christopher F. - 2016
This paper studies the impact of credit rating agency (CRA) downgrade announcements on the value of the Euro and the yields of French, Italian, German and Spanish long-term sovereign bonds during the culmination of the Eurozone debt crisis in 2011-2012. The employed GARCH models show that CRA...
Persistent link: https://www.econbiz.de/10013003953
Cover Image
The Good, the Bad, and the Ugly : Impact of Negative Interest Rates and QE on the Profitability and Risk-Taking of 1600 German Banks
Florian, Urbschat - 2019
The recent negative interest rate policy (NIRP) and quantitative easing (QE) programme by the ECB have raised concerns about the pass-through of monetary policy. On the one hand, negative rates could lead to declining bank profitability making an expansionary monetary policy contractionary....
Persistent link: https://www.econbiz.de/10012892229
Cover Image
The good, the bad, and the ugly : impact of negative interest rates and QE on the profitability and risk-taking of 1600 German banks
Urbschat, Florian - 2018
The recent negative interest rate policy (NIRP) and quantitative easing (QE) programme by the ECB have raised concerns about the pass-through of monetary policy. On the one hand, negative rates could lead to declining bank profitability making an expansionary monetary policy contractionary....
Persistent link: https://www.econbiz.de/10011933740
Cover Image
The good, the bad, and the ugly : impact of negative interest rates and QE on the profitability and risk-taking of 1600 German banks
Urbschat, Florian - 2018 - This version: July 9, 2018
The recent negative interest rate policy (NIRP) and quantitative easing (QE) programme by the ECB have raised concerns about the pass-through of monetary policy. On the one hand, negative rates could lead to declining bank profitability making an expansionary monetary policy contractionary....
Persistent link: https://www.econbiz.de/10011873929