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Liquidity Structure Adjustment Behavior of Large Money Center Banks

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  • Spindt, Paul A
  • Tarhan, Vefa

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  • Spindt, Paul A & Tarhan, Vefa, 1980. "Liquidity Structure Adjustment Behavior of Large Money Center Banks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 12(2), pages 198-208, May.
    • Handle: RePEc:mcb:jmoncb:v:12:y:1980:i:2:p:198-208
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    Cited by:

    1. Pokutta, Sebastian & Schmaltz, Christian, 2011. "Managing liquidity: Optimal degree of centralization," Journal of Banking & Finance, Elsevier, vol. 35(3), pages 627-638, March.
    2. John Pippenger, 1991. "Forward rates as predictors of future spot rates in small open economies: The case of Kuwait," Open Economies Review, Springer, vol. 2(2), pages 183-201, June.
    3. Alaaeddin Al-Tarawneh & Mohmmad Khataybeh, 2015. "Portfolio Behaviour of Commercial Banks: The Expected Utility Approach: Evidence from Jordan," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 312-323.
    4. Leo de Haan & Jan Willem van den End & Philip Vermeulen, 2017. "Lenders on the storm of wholesale funding shocks: saved by the central bank?," Applied Economics, Taylor & Francis Journals, vol. 49(46), pages 4679-4703, October.
    5. Drobetz, Wolfgang & Haller, Rebekka & Meier, Iwan & Tarhan, Vefa, 2017. "The impact of liquidity crises on cash flow sensitivities," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 225-239.

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