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Economic policy uncertainty, cross-border capital inflows and credit asset allocation risk

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  • Liu, Bojing

Abstract

This study investigates the impact of economic policy uncertainty on credit asset allocation risk with Chinese commercial banks as the research object. The study finds that economic policy uncertainty is positively related to credit asset allocation risk; cross-border capital inflows play a partly mediating role in the impact of economic policy uncertainty on credit asset allocation risk, and economic policy uncertainty increases credit asset allocation risk by suppressing cross-border capital inflows.

Suggested Citation

  • Liu, Bojing, 2024. "Economic policy uncertainty, cross-border capital inflows and credit asset allocation risk," Finance Research Letters, Elsevier, vol. 68(C).
    • Handle: RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010146
    DOI: 10.1016/j.frl.2024.105984
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    References listed on IDEAS

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