The risk-taking channel in Colombia revisited

Ensayos Sobre Politica Economica

Volumn 30, Issue 68, 2012, Pages 274-295

  López, Martha ^a   Tenjo, Fernando ^a   Zárate, Héctor ^a  

^a BANCO DE LA REPÚBLICA   (Colombia)

Author keywords

Duration analysis; Lending standards; Monetary policy; Probit models; Risk taking

Indexed keywords

EID: 84877672317     PISSN: 01204483     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (10)

1. Adrian, T.; Shin, H. "Financial Intermediaries and Monetary Economics", Staff Reports, num. 398, Federal Reserve Bank of New York, October, 2009.
2. Altunbas, Y.; Gambacorta, L.; Marques, I. D. "An Empirical Assessment of the Risk-taking Channel", paper presented at the BIS/ECB conference on "Monetary policy and financial stability", 10-11 September, 2009.
3. Borio, C.; Zhu, H. "Capital Regulation, Risktaking and Monetary Policy: A Missing Link in the Transmission Mechanism", BIS Working Papers, num. 268, December, 2008.
4. Diamond, D.; Rajan, R. G. "Money in a Theory of Banking", American Economic Review, num. 96, pp. 30-53, 2006.
5. Disyatat, P. "The Bank Lending Channel Revisited", BIS Working Papers, num. 297, February, 2010.
6. Gambacorta, L. "Monetary Policy and the Risk-taking Channel", BIS Quarterly Review, December, 2009.
7. Gonzalez, E.; Melo, L.; Rojas, L.; Rojas, B. "Estimations of the Natural Rate of Interest in Colombia", Borradores de Economía, num. 626, 2010.
8. Ioannidou, V.; Ongena, S.; Peydró, J. "Monetary Policy, Risk-taking and Pricing: Evidence from a Natural Experiment", paper presented at the NBER Summer Institute, Cambridge, MA, 2009.
9. Jimenez, G.; Ongena, S.; Peydró, J.; Saurina, J. "Hazardous Times for Monetary Policy: What Do Twenty-three Million Bank Loans Say About the Effects of Monetary Policy On Credit Risk-taking?", paper presented at the American Finance Association Meetings, San Francisco, 2009.
10. López, M.; Tenjo, F.; Zárate, H. "The Risktaking Channel and Monetary Transmission Mechanism in Colombia", Ensayos sobre Política Económica, vol. 29, num. 64, 2010.