Is there a zero lower bound? The effects of negative policy rates on banks and firms

A-Tier
Journal: Journal of Financial Economics
Year: 2022
Volume: 144
Issue: 3
Pages: 885-907

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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

Abstract

Exploiting confidential data from the euro area, we show that sound banks pass negative rates on to their corporate depositors and that pass-through is not impaired when policy rates move into negative territory. We do not observe a contraction in deposits, reflecting a general increase in corporate liquidity during the sample period. When their banks charge negative rates on deposits, firms with ex ante high liquidity invest more than comparable firms that are not charged negative rates and increase their liquid holdings less. These results challenge the common view that conventional monetary policy becomes ineffective at the zero lower bound.

Technical Details

RePEc Handle
repec:eee:jfinec:v:144:y:2022:i:3:p:885-907
Journal Field
Finance
Author Count
4
Added to Database
2026-01-24