Skip to content

Similar papers

Impact of monetary policy surprises on corporate debt composition: evidence from SET100 & MAI

This study examines the impact of monetary policy surprises (MPS) on corporate debt composition in Thailand using a Panel Vector Autoregression (PVAR) framework. The analysis covers 204 listed firms from the SET100 and MAI, excluding the financial sector, from 2007 Q1 to 2024 Q4. Monetary policy surprises are measured...

Sorn Setthaphanich · 0 citations
Open access Sep 2026

Reconfiguring the bank lending channel: Regulation, liquidity, and monetary policy transmission in Germany

Using a monthly panel covering the full population of German banks from 1999 to 2024, this paper documents a structural break in the bank lending channel following the introduction of the Single Supervisory Mechanism (SSM) in November 2014. The empirical strategy combines fixed‐effects panel regressions, difference‐i...

Talena Wahl · 0 citations

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.