Lost in Negative Territory? Search for Yield!
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- Mattia Girotti & Guillaume Horny & Jean-Guillaume Sahuc, 2022. "Lost in Negative Territory? Search for Yield!," Working Papers hal-04159809, HAL.
- Girotti Mattia & Horny Guillaume & Sahuc Jean-Guillaume, 2022. "Lost in Negative Territory? Search for Yield!," Working papers 877, Banque de France.
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Cited by:
- Dwyer, Gerald P. & Gilevska, Biljana & Nieto, Maria J. & Samartín, Margarita, 2023.
"The effects of the ECB’s unconventional monetary policies from 2011 to 2018 on banking assets,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 87(C).
- Gerald P. Dwyer & Biljana Gilevska & María J. Nieto & Margarita Samartín, 2024. "The effects of the ECB’s unconventional monetary policies from 2011 to 2018 on banking assets," Working Papers 2416, Banco de España.
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More about this item
Keywords
Negative interest rates; portfolio rebalancing; search for yield; term spreads; banks;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2022-06-20 (Banking)
- NEP-CBA-2022-06-20 (Central Banking)
- NEP-EEC-2022-06-20 (European Economics)
- NEP-MAC-2022-06-20 (Macroeconomics)
- NEP-MON-2022-06-20 (Monetary Economics)
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