Capital flows and the risk-taking channel of monetary policy

A-Tier
Journal: Journal of Monetary Economics
Year: 2015
Volume: 71
Issue: C
Pages: 119-132

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Adjustments in bank leverage act as the linchpin in the monetary transmission mechanism that works through fluctuations in risk-taking. In the international context, we find evidence of monetary policy spillovers on cross-border bank capital flows and the US dollar exchange rate through the banking sector. A contractionary shock to US monetary policy leads to a decrease in cross-border banking capital flows and a decline in the leverage of international banks. Such a decrease in bank capital flows is associated with an appreciation of the US dollar.

Technical Details

RePEc Handle
repec:eee:moneco:v:71:y:2015:i:c:p:119-132
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25