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Title:Monetary policy effects on bank risk taking Author(s):ABBATE, Angela; THALER, Dominik
Date:2014Type:Working PaperSeries/Number:EUI ECO; 2014/07Abstract:The contribution of this paper is twofold. First, we provide empirical evidence on the existence of a risk- taking channel in the US economy. By identifying a Bayesian VAR through sign restrictions, we find that an ...
Date:2014Type:Working PaperSeries/Number:EUI ECO; 2014/07Abstract:The contribution of this paper is twofold. First, we provide empirical evidence on the existence of a risk- taking channel in the US economy. By identifying a Bayesian VAR through sign restrictions, we find that an ...