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Article dans une revue Economics Letters Année : 2020

Negative Interest Rates Policy and Banks' Risk-Taking: Empirical Evidence

Résumé

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. We find that banks’ risk-taking has been lower in countries where negative rates have been implemented. This effect depends on the characteristics of a country’s banking system, namely the level of capitalization and size.
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Dates et versions

hal-03709855, version 1 (30-06-2022)

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Whelsy Boungou. Negative Interest Rates Policy and Banks' Risk-Taking: Empirical Evidence. Economics Letters, 2020, 186, pp.108760. ⟨10.1016/j.econlet.2019.108760⟩. ⟨hal-03709855⟩
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