Negative Monetary Policy Rates and Portfolio Rebalancing : Evidence from Credit Register Data /

We study negative interest rate policy (NIRP) exploiting ECB's NIRP introduction and administrative data from Italy, severely hit by the Eurozone crisis. NIRP has expansionary effects on credit supply-- -and hence the real economy---through a portfolio rebalancing channel. NIRP affects banks wi...

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Detalles Bibliográficos
Autor principal: Bottero, Margherita
Otros Autores: Minoiu, Camelia, Peydro, Jose-Luis, Polo, Andrea
Formato: Revista
Lenguaje:English
Publicado: Washington, D.C. : International Monetary Fund, 2019.
Colección:IMF Working Papers; Working Paper ; No. 2019/044
Acceso en línea:Full text available on IMF
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100 1 |a Bottero, Margherita. 
245 1 0 |a Negative Monetary Policy Rates and Portfolio Rebalancing :   |b Evidence from Credit Register Data /  |c Margherita Bottero, Camelia Minoiu, Jose-Luis Peydro, Andrea Polo. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2019. 
300 |a 1 online resource (59 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a We study negative interest rate policy (NIRP) exploiting ECB's NIRP introduction and administrative data from Italy, severely hit by the Eurozone crisis. NIRP has expansionary effects on credit supply-- -and hence the real economy---through a portfolio rebalancing channel. NIRP affects banks with higher ex-ante net short-term interbank positions or, more broadly, more liquid balance-sheets, not with higher retail deposits. NIRP-affected banks rebalance their portfolios from liquid assets to credit-especially to riskier and smaller firms-and cut loan rates, inducing sizable real effects. By shifting the entire yield curve downwards, NIRP differs from rate cuts just above the ZLB. 
538 |a Mode of access: Internet 
700 1 |a Minoiu, Camelia. 
700 1 |a Peydro, Jose-Luis. 
700 1 |a Polo, Andrea. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2019/044 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2019/044/001.2019.issue-044-en.xml  |z IMF e-Library