The impact of economic policy uncertainty on banks' non-interest income activities
In this paper, we investigate how banks adjust their business model amid rising global economic uncertainty.
The Ukraine-Russia War and Systemic Financial Stress
In this paper, we investigate the impact of the ongoing conflict between Ukraine and Russia on systemic risk infinancial markets. Using daily systemic risk data from 28 countries between December 2021 and April 2022, wehighlight strong financial stress since the invasion of Ukraine by Russia.
Economic Policy Uncertainty and Banks' Interest Income: Empirical Evidence from an International Panel Dataset
In this paper, we provide the first cross-country empirical evidence on the relationship between economic policy uncertainty (EPU) and banks’ interest income activities (measured using the net interest income).
Empirical evidence of the lending channel of monetary policy under negative interest rates
Does the lending channel of monetary policy operate under a negative interest rate policy (NIRP)? The purpose of this study is to shed light on the existence of a lending channel of monetary policy under NIRP.
The channels of banks’ response to negative interest rates
Faced with a potential zero lower bound on deposit interest rates, how do banks pass on the fall in net interest income due to negative interest rates?
Nonlinear tail dependence in cryptocurrency-stock market returns: The role of Bitcoin futures
Negative interest rates policy and banks’ risk-taking: Empirical evidence
Using a panel dataset of 9421 banks from 59 countries over the period 2009–2018 and a Difference-in-Differences estimator, this paper aims to assess the effects of negative interest rates on banks’ risk-taking.
Interactions entre Les composantes atmosphériques d’un site web et réactions des internautes : le cas de la couleur et de la typographie