Cargando…

Does macroprudential policy alleviate the adverse impact of COVID-19 on the resilience of banks?

This paper examines the resilience of banks as perceived by market participants during the COVID-19 crisis. We analyse how bank stock returns during January–March 2020 relate to the pre-crisis activation of macroprudential policy across 52 countries in a cross-sectional dimension. We find that, over...

Descripción completa

Detalles Bibliográficos
Autores principales: Igan, Deniz, Mirzaei, Ali, Moore, Tomoe
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Author(s). Published by Elsevier B.V. 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9666229/
https://www.ncbi.nlm.nih.gov/pubmed/36405518
http://dx.doi.org/10.1016/j.jbankfin.2022.106419