Interest rate

Study of 1958 OECD banks shows that negative interest rate policies reduce loan loss provisioning, with effects varying by inflation, bank size, and specialization.

Analysis of supply chain financing methods for manufacturers facing yield and lead time uncertainty, comparing APD, bank loans, reverse factoring, and buyer-backed purchase orders.

Study shows CBDC development leads banks to widen interest margins by raising both deposit and lending rates to counter increased competition from digital currencies.

Forward guidance monetary policy easings appreciated the dollar during the Great Recession through flight-to-safety effects and inflation expectations, contradicting interest rate parity.

New approach to Heath–Jarrow–Morton framework using unweighted function spaces and functional PCA, enabling better yield curve modeling with support for negative interest rates.

Study examines how inflation and money supply influence the sovereign-bank relationship and the debt-lending feedback loop using quantile VAR analysis.

ARDL–ECM analysis reveals limited short-run monetary transmission to bank credit in Morocco, with dynamics driven by prudential and balance-sheet channels rather than interest-rate mechanisms.

Analyze how monetary policy affects European housing markets over 30 years, revealing housing prices respond more strongly than inflation and output to policy shocks.

Learn how regime-switching models and correlated risks improve guaranteed annuity option valuation, providing insurers with accurate pricing and enhanced risk management frameworks.