DOES INTERNATIONAL MONETARY POLICY INFLUENCE THE BANK RISK? EVIDENCE FROM INDIA
نویسندگان
چکیده
This study empirically examines the impact of international monetary policy on bank risk in Indian context. Using annual data from 64 banks and employing panel OLS GMM techniques, this finds that: (1) a contractionary increases risk; (2) an appreciation domestic exchange rate induces riskiness; (3) affects through “search for yield” channel; (4) is relatively significant explaining riskiness post-global financial crisis period.
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ژورنال
عنوان ژورنال: Buletin ekonomi moneter dan perbankan
سال: 2022
ISSN: ['1410-8046']
DOI: https://doi.org/10.21098/bemp.v25i2.1867