Monetary Policy Shocks and the Dynamic Response of Bank Risk: Evidence of Nonlinear Transmission through Interest Rate Exposure
Yong-Zheng Qi; Xiancang Fang; Mo Chen; Ji-Ming Fang
- Published
- Publisher
- Elsevier BV
- Research area
- Capital & markets
- Source type
- Preprint / posted paper
- DOI
- 10.2139/ssrn.5688181
This is a preprint or other posted paper. Check the original source for its review and publication status.
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Cite this source
Yong-Zheng Qi; Xiancang Fang; Mo Chen; Ji-Ming Fang. Monetary Policy Shocks and the Dynamic Response of Bank Risk: Evidence of Nonlinear Transmission through Interest Rate Exposure. Elsevier BV. 2025. https://doi.org/10.2139/ssrn.5688181