Volume 22, Issue 3 July 2026

Monetary Policy Below Zero: An Empirical Investigation of the Reversal Rate

Abstract

This study considers the transmission of ECB monetary policy measures to bank corporate lending rates of different maturities from 2010 to 2020. Overall, the transmission of short-term policy rates to lending rates appears to have become weaker when below zero. We observe some signs of the reversal rate during the 2014–20 period, but the evidence is stronger as negative rates become more persistent during the low-for-long period starting in 2016. The emergence of the reversal rate is more pronounced for banks more exposed to negative rates and loans of longer maturities. Unconventional monetary policy measures seem to have mitigated these contractionary effects.

Authors

  • Zuzana Fungáčová
  • Eeva Kerola
  • Olli-Matti Laine

JEL codes

  • E52
  • E58
  • G21

Other papers in this issue

Francesca Carapella and Jin-Wook Chang and Sebastian Infante and Melissa Leistra and Arazi Lubis and Alexandros P. Vardoulakis

Daniel Santabárbara and Marta Suárez-Varela

Davor Kunovac and Diego Rodriguez Palenzuela and Yiqiao Sun

Stéphane Adjemian and Nikola Bokan and Matthieu Darracq Pariès and Georg Müller and Srečko Zimic