- Adrian, T., Estrella, A., & Shin, H. S. (2019). Risk‐taking channel of monetary policy. Financial Management, 48, 725–738.
Paper not yet in RePEc: Add citation now
Altavilla, C., Andreeva, D., Boucinha, M., & Holton, S. (2019). Monetary policy, credit institutions and the bank lending channel in the euro area. ECB Occasional Paper 222.
Altunbas, Y., Gambacorta, L., & Marques‐Ibañez, D. (2010). Bank risk and monetary policy. Journal of Financial Stability, 6, 121–129.
Altunbas, Y., Gambacorta, L., & Marquez‐Ibañez, D. (2014). Does monetary policy affect bank risk‐taking? International Journal of Central Banking, 10, 95–135.
Antonini, M., Lee, K., & Pires, J. (2013). Public sector debt dynamics: The persistence and sources of shocks to debt in 10 EU countries. Journal of Money Credit and Banking, 45, 277–298.
Bernanke, B. S., & Gertler, M. (1995). Inside the black box: The credit channel of monetary policy transmission. Journal of Economic Perspectives, 9, 27–48.
Blanchard, O., Dell'Ariccia, G., & Mauro, P. (2010). Rethinking macroeconomic policy. Journal of Money Credit and Banking, 42, 199–215.
Boivin, J., Kiley, M. T., & Mishkin, F. S. (2010). How has the monetary transmission mechanism evolved over time? National Bureau of Economic Research Working Paper No. 15879.
Bonfim, D., & Soares, C. (2018). The risk‐taking channel of monetary policy: Exploring all avenues. Journal of Money, Credit and Banking, 50, 1507–1541.
Borio, C., & Zhu, H. (2012). Capital regulation risk taking and monetary policy: A missing link in the transmission mechanism? Journal of Financial Stability, 84, 236–251.
Brady, R. R. (2011). Consumer credit, liquidity, and the transmission mechanism of monetary policy. Economic Inquiry, 49(1), 246–263.
- Contessi, S., & Francis, J. L. (2013). U.S. commercial bank lending through 2008:Q4: New evidence from gross credit flow. Economic Inquiry, 51(1), 428–444.
Paper not yet in RePEc: Add citation now
De Nicolo, G., Dell'Ariccia, G., Laeven, L. U., & Valencia, F. (2010). Monetary policy and bank risk taking (IMF Staff Position Note No 10/2009). Washington, DC: IMF.
- Delis, M. D., & Kouretas, G. P. (2011). Interest rates and bank risk‐taking. Journal of Banking and Finance, 35(4), 840–855.
Paper not yet in RePEc: Add citation now
Delis, M. D., Hasan, I., & Mylonidis, N. (2017). The risk‐taking channel of monetary policy in the US: Evidence from corporate loan data. Journal of Money, Credit and Banking, 49, 187–213.
- Dell'Ariccia, G., Enrica, D., & Raghuram, R. (2008). The real effect of banking crises. Journal of Financial Intermediation, 17(1), 89–112.
Paper not yet in RePEc: Add citation now
Disyatat, P. (2011). The bank lending channel revisited. Journal of Money, Credit and Banking, 43, 711–734.
Eickmeier, S. (2009). Comovements and heterogeneity in the euro area analysed in a non‐stationary dynamic factor model. Journal of Applied Econometrics, 24, 933–959.
Foos, D., Norden, L., & Weber, M. (2010). Loan growth and riskiness of banks. Journal of Banking & Finance, 34, 2929–2940.
- Friedman, M. (1968). The role of monetary policy. American Economic Review, 58, 1–17.
Paper not yet in RePEc: Add citation now
Frühwirth‐Schnatter, S., & Kaufmann, S. (2006). How do changes in monetary policy affect bank lending? An analysis of Austrian bank data. Journal of Applied Econometrics, 21, 275–305.
Gächter, M., Riedl, A., & Ritzberger‐Grünwald, D. (2012). Business cycle synchronization in the euro area and the impact of the financial crisis. Monetary Policy & the Economy, 2, 33–60.
Guerello, C. (2014). The cost of deviating from the optimal monetary policy: A panel VAR analysis. Journal of Financial Stability, 15, 210–229.
Iacoviello, M., & Minetti, R. (2008). The credit channel of monetary policy: Evidence from the housing market. Journal of Macroeconomics, 30, 69–96.
Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115, 53–74.
- Ioannidou, V. P., Ongena, S., & Peydro, J. L. (2014). Monetary policy risk‐taking and pricing: Evidence from a quasi‐natural experiment. Review of Finance, 19, 95–114.
Paper not yet in RePEc: Add citation now
Jiménez, G., Mian, A., Peydró, J. L., & Saurina, J. (2020). The real effects of the bank lending channel. Journal of Monetary Economics, 115, 162–179.
Jiménez, G., Ongena, S., Peydró, J. L., & Saurina, J. (2014). Hazardous times for monetary policy: What do twenty‐three million bank loans say about the effects of monetary policy on credit risk‐taking? Econometrica, 82, 463–505.
Kashyap, A. K., & Stein, C. J. (2000). What do a million observations on bank say about the transmission of monetary policy? American Economic Review, 90, 407–428.
Khan, M. S., Scheule, H., & Wu, E. (2017). Funding liquidity and bank risk taking. Journal of Banking & Finance, 82, 203–216.
Kim, D., & Sohn, W. (2017). The effect of bank capital on lending: Does liquidity matter? Journal of Banking & Finance, 77, 95–107.
- Köhler, M. (2014). Does non‐interest income make banks more risky? Retail‐versus investment‐oriented banks. Review of Financial Economics, 23, 182–193.
Paper not yet in RePEc: Add citation now
- Köhler, M. (2015). Which banks are more risky? The impact of business models on bank stability. Journal of Financial Stability, 16, 195–212.
Paper not yet in RePEc: Add citation now
Kupiec, P., Lee, Y., & Rosenfeld, C. (2017). Does bank supervision impact bank loan growth? Journal of Financial Stability, 28, 29–48.
Lee, K. C., & Pesaran, M. H. (1993). Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth. Ricerche Economiche, 47, 293–322.
Lee, K. C., Pesaran, M. H., & Pierse, R. G. (1992). Persistence of shocks and their sources in a multisectoral model of UK output growth. Economic Journal, 102, 342–356.
Lown, C. S., & Morgan, D. P. (2002). Credit effects in the monetary mechanism. Federal Reserve Bank of New York Economic Policy Review, 8, 217–235.
- Maddaloni, A., & Peydró, J. L. (2011). Bank risk‐taking, securitization, supervision and low interest rates: Evidence from the euro area and the U.S. lending standards. Review of Financial Studies, 24, 2121–2165.
Paper not yet in RePEc: Add citation now
Michail, N. A. (2019). What if they had not gone negative? A counterfactual assessment of the impact from negative interest rates. Oxford Bulletin of Economics and Statistics, 81, 1–19.
Mourouzidou‐Damtsa, S., Milidonis, A., & Stathopoulos, K. (2019). National culture and bank risk‐taking. Journal of Financial Stability, 40, 132–143.
Pagano, M. (2014). Is Europe overbanked? Advisory Scientific Committee of the ESRB.
Perez, S. J. (1998). Causal ordering and the bank lending channel. Journal of Applied Econometrics, 13, 613–626.
Pesaran, M. H., Lee, K. C., & Pierse, R. G. (1993). Persistence, cointegration and aggregation: A disaggregated analysis of output fluctuations in the US economy. Journal of Econometrics, 56, 57–88.
- Sanfilippo‐Azofra, S., Torre‐Olmo, B., Cantero‐Saiz, M., & López‐Gutiérrez, C. (2018). Financial development and the bank lending channel in developing countries. Journal of Macroeconomics, 55, 215–234.
Paper not yet in RePEc: Add citation now
- Schäfer, D., & Meyland, D. (2015). Risk weighting of EU government bonds. DIW Economic Bulletin, 20, 267–279.
Paper not yet in RePEc: Add citation now
- Schuermann, T. (2004). A review of recent books on credit risk. Journal of Applied Econometrics, 20, 123–130.
Paper not yet in RePEc: Add citation now
- Smith, A. S., Grill, M., & Lang, J. H. (2017). The leverage ratio, risk‐taking and bank stability. European Central Bank Working Paper Series No. 2079.
Paper not yet in RePEc: Add citation now
van der Veer, K. J., & Hoeberichts, M. M. (2016). The level effect of bank lending standards on business lending. Journal of Banking & Finance, 66, 79–88.