scholarly journals Monetary Policy Risk: Rules vs. Discretion

2021 ◽  
Author(s):  
David Backus ◽  
Mikhail Chernov ◽  
Stanley Zin ◽  
Irina Zviadadze
Keyword(s):  
Monetary Policy ◽  
Policy Risk

scholarly journals Monetary Policy Risk: Rules vs. Discretion

2021 ◽  
Author(s):  
David K. Backus ◽  
Mikhail Chernov ◽  
Stanley E. Zin ◽  
Irina Zviadadze
Keyword(s):  
Monetary Policy ◽  
Policy Risk

scholarly journals Show me the money: The monetary policy risk premium

2020 ◽  
Vol 135 (2) ◽  
pp. 320-339 ◽  
Author(s):  
Ali Ozdagli ◽  
Mihail Velikov
Keyword(s):  
Monetary Policy ◽  
Risk Premium ◽  
Policy Risk

scholarly journals Monetary Policy, Risk-Taking, and Pricing: Evidence from a Quasi-Natural Experiment*

2014 ◽  
Vol 19 (1) ◽  
pp. 95-144 ◽  
Author(s):  
Vasso Ioannidou ◽  
Steven Ongena ◽  
José-Luis Peydró
Keyword(s):  
Monetary Policy ◽  
Risk Taking ◽  
Natural Experiment ◽  
Policy Risk

scholarly journals Empirical Investigation of Risk Tacking Channel of Monetary Policy in Iran

2014 ◽  
Vol 35 ◽  
pp. 95-105
Author(s):  
Farhad Rahbar ◽  
Mostafa Sargolzaei
Keyword(s):  
Monetary Policy ◽  
Interest Rates ◽  
Empirical Investigation ◽  
Impulse Response Functions ◽  
Response Functions ◽  
Leverage Ratio ◽  
Macroeconomic Variables ◽  
Negative Impacts ◽  
Policy Risk ◽  
Bank System

This study deals with investigation of existence of monetary policy risk channel in the economy of Iran. For the same purpose, the seasonal data of macroeconomic variables are used in such a manner that changes in interest rate as an indicator of monetary policy and bank leverage ratio as an indicator of risk are considered. Using VAR approach and Impulse response functions, the experimental test of channel of monetary policy risk in the economy of Iran was examined. The results showed that an expansionary monetary policy which occurs by decrease in interest rates causes that risk of bank system to be increased. In addition, it should be stated that inflation had positive impacts and economic growth had negative impacts on the risk of bank system.

Imperfect Knowledge and Monetary Policy

2006 ◽  
Author(s):  
Vítor Gaspar ◽  
Otmar Issing ◽  
Oreste Tristani ◽  
David Vestin
Keyword(s):  
Monetary Policy ◽  
Imperfect Knowledge
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