What Do Bank Stock Returns Say About Monetary Policy Transmission?

Paige Ehresmann, Juan Morelli and Jessie Wang

No 2025-08-04, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: In this note, we build on the factor-based asset pricing framework introduced in our companion piece, "Modeling Bank Stock Returns: A Factor-Based Approach" (Ehresmann, Morelli, and Wang, 2025), to examine the transmission of monetary policy (MP) shocks through bank stock returns. Specifically, we explore two core questions.

Date: 2025-08-04
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2025-08-04

DOI: 10.17016/2380-7172.3864

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