Does monetary policy affect bank risk-taking?, March 2010

Abstract

This paper investigates the relationship between short-term interest rates and bank risk. Using a unique database that includes quarterly balance sheet information for listed banks operating in the European Union and the United States in the last decade, we find evidence that unusually low interest rates over an extended period of time contributed to an… (More)

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@inproceedings{Altunbas2010DoesMP, title={Does monetary policy affect bank risk-taking?, March 2010}, author={Yener Altunbas and Leonardo Gambacorta and Claudio Borio and Steven Cecchetti and Carsten Detken and Piti Disyatat and Marie Hoerova and Gabriel Jim{\'e}nez and Michael King and Angela Maddaloni and Phil Molyneux and Robert E. McCauley and Stefano Neri and Kalin Nikolov and Steven Ongena and Huw Pill and Alexander Popov and Jonathan Rose and Carlotta Rossi and Klaus Schaeck and Ludger Schuknecht and Alessandro Secchi and Kostas Tsatsaronis}, year={2010} }