Concepedia

Interest rate risk and monetary policy normalisation in the euro area

Philip Molyneux, Livia Pancotto, Alessio Reghezza, Costanza Rodríguez d’Acri

Journal of International Money and Finance · 2022 · 13 citations · 40 references

DOI

Concepts

References

40

Regression Quantiles

Roger Koenker, Gilbert W. Bassett · Econometrica · 1978 · 12.9K citations

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Inside the Black Box: The Credit Channel of Monetary Policy Transmission

Ben Bernanke, Mark Gertler · The Journal of Economic Perspectives · 1995 · 4.1K citations · Full text

, , +14

Quantiles via moments

José A. F. Machado, João Santos Silva · Journal of Econometrics · 2019 · 2.2K citations · Full text

Determinants of Commercial Bank Interest Margins and Profitability: Some International Evidence

Asli Demirgüç‐Kunt, Harry Huizinga · The World Bank Economic Review · 1999 · 1.8K citations

, , +16

Has Finance Made the World Riskier?

Raghuram G. Rajan · European Financial Management · 2006 · 927 citations · Full text

, , +10