Now showing items 1-4 of 4

    • Exit Strategies 

      Angeloni, Ignazio; Faia, Ester; Winkler, Roland (2014-04-01)
      We study alternative scenarios for exiting the post-crisis fiscal and monetary accommodation using a macromodel where banks choose their capital structure and are subject to runs. Under a Taylor rule, the post-crisis ...
    • Input-Output-Based Measures of Systemic Importance 

      Aldasoro, Iñaki; Angeloni, Ignazio (2013-08-01)
      The analyses of intersectoral linkages of Leontief (1941) and Hirschman (1958) provide a natural way to study the transmission of risk among interconnected banks and to measure their systemic importance. In this paper we ...
    • Monetary Policy and Risk Taking 

      Angeloni, Ignazio; Faia, Ester; Lo Duca, Marco (2016-05-19)
      We assess the effects of monetary policy on bank risk to verify the existence of a risk-taking channel — monetary expansions inducing banks to assume more risk. We first present VAR evidence confirming that this channel ...
    • The geography of banks in the United States (1990-2020) 

      Angeloni, Ignazio; Kasinger, Johannes; Chantawit, Tantsaith (2021-09-20)
      We present new statistical indicators of the structure and performance of US banks from 1990 to today, geographically disaggregated at the level of individual counties. The constructed data set (20 indicators for some 3150 ...