Replication Data: Monetary Policy Transmission in Segmented Markets

Open Dataset
Creators:
Anthony Lee Zhang
Publication Date:
13 October 2023
Data Category:
Dataset Description:
This dataset, hosted on Mendeley Data, contains the replication data for the study "Monetary Policy Transmission in Segmented Markets" (Eisenschmidt, Ma & Zhang, 2024, Journal of Financial Economics). It includes bank-level and money market data used to examine how market segmentation affects the transmission of monetary policy, analysing why policy rate changes pass through differently to various segments of the financial system including retail deposits and wholesale funding markets.
Publications Citing This Dataset:
Monetary policy transmission in segmented markets, Jens Eisenschmidt, Yiming Ma, and Anthony Lee Zhang, January 2024, https://www.sciencedirect.com/science/article/pii/S0304405X23001782, https://doi.org/10.1016/j.jfineco.2023.103738
Variables:
Details:
banking market segmentation monetary policy transmission
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