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Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions
Citations
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As found by EconAcademics.org, the blog aggregator for Economics research:- Making Finance Safe
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2014-10-06 17:30:15
Citations
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Cited by:
- Evan Gatev & Philip Strahan, 2008. "Liquidity Risk and Syndicate Structure," NBER Working Papers 13802, National Bureau of Economic Research, Inc.
- Adam Copeland, 2019. "The Federal Funds Market over the 2007-09 Crisis," Staff Reports 901, Federal Reserve Bank of New York.
- Martin Strieborny & Madina Kukenova, 2016.
"Investment in Relationship-Specific Assets: Does Finance Matter?,"
Review of Finance, European Finance Association, vol. 20(4), pages 1487-1515.
- Kukenova, Madina & Strieborny, Martin, 2009. "Investment in Relationship-Specific Assets: Does Finance Matter?," MPRA Paper 16051, University Library of Munich, Germany.
- Martin Strieborny & Madina Kukenova, 2011. "Investment in Relationship-Specific Assets: Does Finance Matter?," CESifo Working Paper Series 3349, CESifo.
- Strieborny, M. & Kukenova, M., 2010. "Investment in Relationship-Specific Assets : Does Finance Matter?," Other publications TiSEM cddc58dc-21cf-4a29-ba66-0, Tilburg University, School of Economics and Management.
- Strieborny, M. & Kukenova, M., 2010. "Investment in Relationship-Specific Assets : Does Finance Matter?," Other publications TiSEM 8de31b57-5908-4aec-8226-f, Tilburg University, School of Economics and Management.
- Strieborny, M. & Kukenova, M., 2010. "Investment in Relationship-Specific Assets : Does Finance Matter?," Discussion Paper 2010-38S, Tilburg University, Center for Economic Research.
- Strieborny Martin & Kukenova Madina, 2011. "Investment in Relationship-Specific Assets: Does Finance Matter ?," Cahiers de Recherches Economiques du Département d'économie 11.01, Université de Lausanne, Faculté des HEC, Département d’économie.
- Kukenova, Madina & Strieborny, Martin, 2009. "Investment in Relationship-Specific Assets: Does Finance Matter?," MPRA Paper 15229, University Library of Munich, Germany.
- Strieborny, Martin & Kukenova, Madina, 2013. "Investment in Relationship-Specific Assets: Does Finance Matter?," Working Papers 2013:11, Lund University, Department of Economics.
- Strieborny , Martin & Kukenova, Madina, 2013. "Investment in Relationship-Specific Assets: Does Finance Matter?," Knut Wicksell Working Paper Series 2013/10, Lund University, Knut Wicksell Centre for Financial Studies.
- Fabio Di Vittorio & Delong Li & Hanlei Yun, 2018. "On Bank Consolidation in a Currency Union," IMF Working Papers 2018/092, International Monetary Fund.
- Nicole Boyson & Jean Helwege & Jan Jindra, 2014. "Crises, Liquidity Shocks, and Fire Sales at Commercial Banks," Financial Management, Financial Management Association International, vol. 43(4), pages 857-884, December.
- Christopher F Baum & Mustafa Caglayan & Bing Xu, 2017. "The Impact of Uncertainty on Financial Institutions," Boston College Working Papers in Economics 939, Boston College Department of Economics, revised 20 Sep 2018.
- Josh Frost & Lorie Logan & Antoine Martin & Patrick E. McCabe & Fabio M. Natalucci & Julie Remache, 2015.
"Overnight RRP Operations as a Monetary Policy Tool: Some Design Considerations,"
Finance and Economics Discussion Series
2015-10, Board of Governors of the Federal Reserve System (U.S.).
- Josh Frost & Lorie Logan & Antoine Martin & Patrick E. McCabe & Fabio M. Natalucci & Julie Remache, 2015. "Overnight RRP operations as a monetary policy tool: some design considerations," Staff Reports 712, Federal Reserve Bank of New York.
- Ippolito, Filippo & Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2016.
"Double bank runs and liquidity risk management,"
Journal of Financial Economics, Elsevier, vol. 122(1), pages 135-154.
- Filippo Ippolito & José-Luis Peydró & Andrea Polo & Enrico Sette, 2015. "Double Bank Runs and Liquidity Risk Management," Working Papers 855, Barcelona School of Economics.
- Ippolito, Filippo & Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2016. "Double bank runs and liquidity risk management," ESRB Working Paper Series 8, European Systemic Risk Board.
- Peydró, José-Luis & Sette, Enrico & Polo, Andrea & Ippolito, Filippo, 2015. "Double Bank Runs and Liquidity Risk Management," CEPR Discussion Papers 10948, C.E.P.R. Discussion Papers.
- Filippo Ippolito & José-Luis Peydró & Andrea Polo & Enrico Sette, 2015. "Double bank runs and liquidity risk management," Economics Working Papers 1497, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2016.
- Paul Pelzl & María Teresa Valderrama, 2019.
"Capital regulations and the management of credit commitments during crisis times,"
DNB Working Papers
661, Netherlands Central Bank, Research Department.
- Pelzl, Paul & Valderrama, Maria Teresa, 2020. "Capital Regulations and the Management of Credit Commitments during Crisis Times," Discussion Papers 2020/12, Norwegian School of Economics, Department of Business and Management Science.
- Sarmiento Paipilla, Miguel, 2024. "The Transmission of Non-Banking Liquidity Shocks to the Banking Sector," Discussion Paper 2024-011, Tilburg University, Center for Economic Research.
- Chiaramonte, Laura & Casu, Barbara, 2017. "Capital and liquidity ratios and financial distress. Evidence from the European banking industry," The British Accounting Review, Elsevier, vol. 49(2), pages 138-161.
- Kevin F. Kiernan & Vladimir Yankov & Filip Zikes, 2021. "Liquidity Provision and Co-insurance in Bank Syndicates," Finance and Economics Discussion Series 2021-060, Board of Governors of the Federal Reserve System (U.S.).
- Chen, Wei-Da & Chen, Yehning & Huang, Shu-Chun, 2021. "Liquidity risk and bank performance during financial crises," Journal of Financial Stability, Elsevier, vol. 56(C).
- Acharya, Viral V. & Afonso, Gara & Kovner, Anna, 2017.
"How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007,"
Journal of Financial Intermediation, Elsevier, vol. 30(C), pages 1-34.
- Viral V. Acharya & Gara M. dup Afonso & Anna Kovner, 2013. "How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007," Staff Reports 623, Federal Reserve Bank of New York.
- Acharya, Viral & Kovner, Anna & Afonso, Gara, 2013. "How do Global Banks Scramble for Liquidity? Evidence from the Asset-Backed Commercial Paper Freeze of 2007," CEPR Discussion Papers 9457, C.E.P.R. Discussion Papers.
- Goetz, Martin R. & Laeven, Luc & Levine, Ross, 2016.
"Does the geographic expansion of banks reduce risk?,"
Journal of Financial Economics, Elsevier, vol. 120(2), pages 346-362.
- Laeven, Luc & Levine, Ross & Götz, Martin, 2016. "Does the Geographic Expansion of Banks Reduce Risk?," CEPR Discussion Papers 11231, C.E.P.R. Discussion Papers.
- André F. Silva, 2019. "Strategic Liquidity Mismatch and Financial Sector Stability," Finance and Economics Discussion Series 2019-082, Board of Governors of the Federal Reserve System (U.S.).
- Liangliang Jiang & Ross Levine & Chen Lin, 2023.
"Does Competition Affect Bank Risk?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(5), pages 1043-1076, August.
- Liangliang Jiang & Ross Levine & Chen Lin, 2017. "Does Competition Affect Bank Risk?," NBER Working Papers 23080, National Bureau of Economic Research, Inc.
- Khemais Zaghdoudi & Abdelaziz Hakimi, 2017. "The Determinants of Liquidity Risk: Evidence from Tunisian Banks," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(2), pages 1-5.
- Egly, Peter V. & Escobari, Diego & Johnk, David W., 2014. "The Impact of Government Intervention on the Stabilization of Domestic Financial Markets and on U.S. Banks’ Asset Composition," MPRA Paper 62244, University Library of Munich, Germany.
- Chuang-Chang Chang & Keng-Yu Ho & Yu-Jen Hsiao, 2018. "Derivatives usage for banking industry: evidence from the European markets," Review of Quantitative Finance and Accounting, Springer, vol. 51(4), pages 921-941, November.
- Jose M. Berrospide, 2013. "Bank liquidity hoarding and the financial crisis: an empirical evaluation," Finance and Economics Discussion Series 2013-03, Board of Governors of the Federal Reserve System (U.S.).
- Felipe Restrepo & Lina Cardona‐Sosa & Philip E. Strahan, 2019.
"Funding Liquidity without Banks: Evidence from a Shock to the Cost of Very Short‐Term Debt,"
Journal of Finance, American Finance Association, vol. 74(6), pages 2875-2914, December.
- Felipe Restrepo & Lina Cardona Sosa & Philip E. Strahan, 2017. "Funding Liquidity without Banks: Evidence from a Shock to the Cost of Very Short-Term Debt," NBER Working Papers 23179, National Bureau of Economic Research, Inc.
- Felipe Restrepo & Lina Cardona-Sosa & Philip E. Strahan, 2018. "Funding liquidity without banks: evidence from a shock to the cost of very short-term debt," Borradores de Economia 1056, Banco de la Republica de Colombia.
- Acharya, Viral & Almeida, Heitor & Ippolito, Filippo & Perez, Ander, 2014.
"Credit lines as monitored liquidity insurance: Theory and evidence,"
Journal of Financial Economics, Elsevier, vol. 112(3), pages 287-319.
- Heitor Almeida & Filippo Ippolito & Ander Perez & Viral Acharya, 2012. "Credit Lines as Monitored Liquidity Insurance: Theory and Evidence," 2012 Meeting Papers 823, Society for Economic Dynamics.
- Viral V. Acharya & Heitor Almeida & Filippo Ippolito & Ander Perez, 2013. "Credit Lines as Monitored Liquidity Insurance: Theory and Evidence," NBER Working Papers 18892, National Bureau of Economic Research, Inc.
- Simion, Giorgia & Rigoni, Ugo & Cavezzali, Elisa & Veller, Andrea, 2024. "Basel liquidity regulation and credit risk market perception: Evidence from large European banks," Research in International Business and Finance, Elsevier, vol. 69(C).
- Katarzyna Kubiszewska, 2018. "Interdependence of Ratios in Banking Stability Pentagon (Wspolzaleznosc wskaznikow w Pieciokacie Stabilnosci Bankowej)," Research Reports, University of Warsaw, Faculty of Management, vol. 2(28), pages 65-79.
- Fudulache, Adina-Elena & Goetz, Martin R., 2023. "Long-term deposit funding and demand for central bank funds: Evidence from targeted longer-term refinancing operations," Discussion Papers 12/2023, Deutsche Bundesbank.
- Viral V. Acharya & Heitor Almeida & Murillo Campello, 2013.
"Aggregate Risk and the Choice between Cash and Lines of Credit,"
Journal of Finance, American Finance Association, vol. 68(5), pages 2059-2116, October.
- Viral V. Acharya & Heitor Almeida & Murillo Campello, 2010. "Aggregate Risk and the Choice between Cash and Lines of Credit," NBER Working Papers 16122, National Bureau of Economic Research, Inc.
- Acharya, Viral & Almeida, Heitor & Campello, Murillo, 2012. "Aggregate Risk and the Choice between Cash and Lines of Credit," CEPR Discussion Papers 8913, C.E.P.R. Discussion Papers.
- Zulkhibri, Muhamed & Ismail, Abdul Ghafar, 2017. "Stress Testing Frameworks and Practices in Dual Banking System: A Preliminary Assessment," Policy Papers 2017-6, The Islamic Research and Teaching Institute (IRTI).
- Ben-David, Itzhak & Palvia, Ajay & Spatt, Chester, 2017.
"Banks’ Internal Capital Markets and Deposit Rates,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(5), pages 1797-1826, October.
- Ben-David, Itzhak & Palvia, Ajay A. & Spatt, Chester S., 2015. "Banks' Internal Capital Markets and Deposit Rates," Working Paper Series 2015-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Itzhak Ben-David & Ajay Palvia & Chester Spatt, 2015. "Banks’ Internal Capital Markets and Deposit Rates," NBER Working Papers 21526, National Bureau of Economic Research, Inc.
- Allen N. Berger & Björn Imbierowicz & Christian Rauch, 2016.
"The Roles of Corporate Governance in Bank Failures during the Recent Financial Crisis,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(4), pages 729-770, June.
- Berger, A.N. & Imbierowicz, B. & Rauch, C., 2012. "The Roles of Corporate Governance in Bank Failures during the Recent Financial Crisis," Other publications TiSEM 019d27e7-b609-4a7d-a392-6, Tilburg University, School of Economics and Management.
- Cho-hoi Hui & Simon H. Kwan & Eric T. C. Wong, 2014.
"The International Transmission of Shocks: Foreign Bank Branches in Hong Kong during Crises,"
Working Paper Series
2014-25, Federal Reserve Bank of San Francisco.
- Simon Kwan & Eric T.C. Wong & Cho-hoi Hui, 2015. "The International Transmission of Shocks: Foreign Bank Branches in Hong Kong during Crises," Working Papers 022015, Hong Kong Institute for Monetary Research.
- Baele, Lieven & De Bruyckere, Valerie & De Jonghe, Olivier & Vander Vennet, Rudi, 2014.
"Do stock markets discipline US Bank Holding Companies: Just monitoring, or also influencing?,"
The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 124-145.
- L. Baele & V. De Bruyckere & O. De Jonghe & R. Vander Vennet, 2012. "Do Stock Markets Discipline US Bank Holding Companies: Just Monitoring, or also In?uencing?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 12/827, Ghent University, Faculty of Economics and Business Administration.
- Baele, L.T.M. & De Bruyckere, V. & De Jonghe, O.G. & Vander Vennet, R., 2014. "Do stock markets discipline US bank holding companies : Just monitoring, or also influencing?," Other publications TiSEM b8371b2e-a7f1-4ede-9f4b-d, Tilburg University, School of Economics and Management.
- Ritz, Robert A. & Walther, Ansgar, 2015.
"How do banks respond to increased funding uncertainty?,"
Journal of Financial Intermediation, Elsevier, vol. 24(3), pages 386-410.
- Robert A. Ritz, 2010. "How do banks respond to increased funding uncertainty?," Economics Series Working Papers 481, University of Oxford, Department of Economics.
- Robert A. Ritz & Ansgar Walther, 2014. "How do banks respond to increased funding uncertainty?," Cambridge Working Papers in Economics 1414, Faculty of Economics, University of Cambridge.
- Ritz, R. A., 2012. "How do banks respond to increased funding uncertainty?," Cambridge Working Papers in Economics 1213, Faculty of Economics, University of Cambridge.
- Katarzyna Kochaniak, 2016. "High value household deposits in the Eurozone: single post-crisis approach vs. national facts," Bank i Kredyt, Narodowy Bank Polski, vol. 47(6), pages 529-552.
- Imbierowicz, Björn & Rauch, Christian, 2014. "The relationship between liquidity risk and credit risk in banks," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 242-256.
- Ananou, Foly & Chronopoulos, Dimitris K. & Tarazi, Amine & Wilson, John O.S., 2021.
"Liquidity regulation and bank lending,"
Journal of Corporate Finance, Elsevier, vol. 69(C).
- Foly Ananou & Amine Tarazi & John O.S Wilson, 2020. "Liquidity Regulation and Bank Lending," Working Papers hal-02516749, HAL.
- Foly Ananou & Dimitris K Chronopoulos & Amine Tarazi & John O S Wilson, 2021. "Liquidity Regulation and Bank Lending," Working Papers hal-03259305, HAL.
- Amine Tarazi & Foly Ananou & John O.S Wilson & D. Chronopoulos & Chronopoulos D, 2021. "Liquidity Regulation and Bank Lending," Post-Print hal-03542911, HAL.
- Philip Strahan, 2008. "Liquidity Production in 21st Century Banking," NBER Working Papers 13798, National Bureau of Economic Research, Inc.
- Vitaly M. Bord & João A. C. Santos, 2012.
"The rise of the originate-to-distribute model and the role of banks in financial intermediation,"
Economic Policy Review, Federal Reserve Bank of New York, issue Jul, pages 21-34.
- João A. C. Santos, 2012. "The Rise of the Originate-to-Distribute Model and the Role of Banks in Financial Intermediation," Liberty Street Economics 20120717, Federal Reserve Bank of New York.
- Mergaerts, Frederik & Vander Vennet, Rudi, 2016. "Business models and bank performance: A long-term perspective," Journal of Financial Stability, Elsevier, vol. 22(C), pages 57-75.
- Bruno R. Arthur & Monika K. Rabarison, 2018. "Deposit-lending synergies and bank profitability," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(4), pages 710-726, October.
- Beladi, Hamid & Hu, May & Park, Jason & How, Janice, 2020. "Liquidity creation and funding ability during the interbank lending crunch," International Review of Financial Analysis, Elsevier, vol. 67(C).
- Christoph Memmel & Andrea Schertler, 2012.
"The Dependency of the Banks' Assets and Liabilities: Evidence from Germany,"
European Financial Management, European Financial Management Association, vol. 18(4), pages 602-619, September.
- Memmel, Christoph & Schertler, Andrea, 2009. "The dependency of the banks' assets and liabilities: evidence from Germany," Discussion Paper Series 2: Banking and Financial Studies 2009,14, Deutsche Bundesbank.
- Kick, Thomas & Koetter, Michael & Storz, Manuela, 2020.
"Cross-border transmission of emergency liquidity,"
Journal of Banking & Finance, Elsevier, vol. 113(C).
- Kick, Thomas & Koetter, Michael & Storz, Manuela, 2016. "Cross-border transmission of emergency liquidity," Discussion Papers 34/2016, Deutsche Bundesbank.
- Kick, Thomas & Koetter, Michael & Storz, Manuela, 2017. "Cross-border transmission of emergency liquidity," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168112, Verein für Socialpolitik / German Economic Association.
- Mateusz Mokrogulski, 2014. "Wojna depozytowa w polskim sektorze bankowym," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 79-99.
- Dan Costin NIŢESCU & Florin Alexandru DUNA, 2018. "A Multifactorial Analysis of Bank Liquidity in the Euro Area," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 153-167, September.
- Carlos Arteta & Mark Carey & Ricardo Correa & Jason Kotter, 2020.
"Revenge of the Steamroller: ABCP as a Window on Risk Choices,"
Review of Finance, European Finance Association, vol. 24(3), pages 497-528.
- Carlos Arteta & Mark S. Carey & Ricardo Correa & Jason Kotter, 2013. "Revenge of the steamroller: ABCP as a window on risk choices," International Finance Discussion Papers 1076, Board of Governors of the Federal Reserve System (U.S.).
- Amara, Tijani & Mabrouki, Mohamed, 2019. "Impact de risque de crédit et de liquidité sur la stabilité bancaire [Impact of liquidity and credit risks on the bank stability]," MPRA Paper 95453, University Library of Munich, Germany.
- Danisewicz, Piotr & Lee, Chun Hei & Schaeck, Klaus, 2022. "Private deposit insurance, deposit flows, bank lending, and moral hazard," Journal of Financial Intermediation, Elsevier, vol. 52(C).
- Katarzyna Kochaniak, 2017. "Regulacyjne granice stabilnosci depozytow gospodarstw domowych," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 15(66), pages 37-52.
- Wang, Chih-Wei & Lee, Chien-Chiang & Chen, Ming-Chien, 2022. "The effects of economic policy uncertainty and country governance on banks' liquidity creation: International evidence," Pacific-Basin Finance Journal, Elsevier, vol. 71(C).
- John O.S. Wilson, 2014. "Discussion of Bord and Santos," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(s1), pages 47-52, February.
- Frederik Mergaerts & Rudi Vander Vennet, 2015. "Business Models And Their Impact On Bank Performance: A Long-Term Perspective," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/908, Ghent University, Faculty of Economics and Business Administration.
- Meriläinen, Jari-Mikko & Junttila, Juha, 2020. "The relationship between credit ratings and asset liquidity: Evidence from Western European banks," Journal of International Money and Finance, Elsevier, vol. 108(C).
- Helwege, Jean & Boyson, Nicole M. & Jindra, Jan, 2017. "Thawing frozen capital markets and backdoor bailouts: Evidence from the Fed's liquidity programs," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 92-119.
- Hasan, Iftekhar & Liu, Liuling & Saunders, Anthony & Zhang, Gaiyan, 2022. "Explicit deposit insurance design: International effects on bank lending during the global financial crisis✰," Journal of Financial Intermediation, Elsevier, vol. 51(C).
- Martin Goetz & Luc Laeven & Ross Levine, 2014. "Does the Geographic Expansion of Bank Assets Reduce Risk?," NBER Working Papers 20758, National Bureau of Economic Research, Inc.
- Vander Vennet Rudi & De Jonghe Olivier & De Bruyckere Valerie & Baele Lieven, 2011. "Enhancing Bank Transparency: Risk Ineffciency as a Market Disciplining Mechanism," 2011 Meeting Papers 559, Society for Economic Dynamics.
- Nikolaou, Kleopatra, 2009. "Liquidity (risk) concepts: definitions and interactions," Working Paper Series 1008, European Central Bank.
- Tripathy, Niranjan & Wu, Da & Zheng, Yi, 2021. "Dividends and financial health: Evidence from U.S. bank holding companies," Journal of Corporate Finance, Elsevier, vol. 66(C).
- He, Liang, 2019. "The seed of a crisis: Investor sentiment and bank liquidity," Finance Research Letters, Elsevier, vol. 29(C), pages 152-155.
- Joseph Olorunfemi Akande & Farai Kwenda, 2017. "Does Competition Cause Stability in Banks? SFA and GMM Application to Sub-Saharan Africa Commercial Banks," Journal of Economics and Behavioral Studies, AMH International, vol. 9(4), pages 173-186.
- Chavaz, Matthieu & Elliott, David, 2020. "Separating retail and investment banking: evidence from the UK," Bank of England working papers 892, Bank of England, revised 18 Feb 2021.
- Barraza, Santiago & Civelli, Andrea, 2020.
"Economic policy uncertainty and the supply of business loans,"
Journal of Banking & Finance, Elsevier, vol. 121(C).
- Santiago Barraza & Andrea Civelli, 2019. "Economic Policy Uncertainty and the Supply of Business Loans," Working Papers 134, Universidad de San Andres, Departamento de Economia, revised Oct 2019.
- Nada Mora, 2010. "Can banks provide liquidity in a financial crisis?," Economic Review, Federal Reserve Bank of Kansas City, vol. 95(Q III), pages 31-67.
- Wang, Chih-Wei & Chiu, Wan-Chien & Peña, Juan Ignacio, 2017. "Effect of rollover risk on default risk: Evidence from bank financing," International Review of Financial Analysis, Elsevier, vol. 54(C), pages 130-143.
- Chakraborty, Indraneel & Goldstein, Itay & MacKinlay, Andrew, 2020. "Monetary stimulus and bank lending," Journal of Financial Economics, Elsevier, vol. 136(1), pages 189-218.
- Duan, Ying & Niu, Jijun, 2020. "Liquidity creation and bank profitability," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Javadi, Siamak & Mollagholamali, Mohsen, 2018. "Debt market illiquidity and correlated default risk," Finance Research Letters, Elsevier, vol. 26(C), pages 266-273.
- Ross Levine & Chen Lin & Wensi Xie, 2021.
"Geographic Diversification and Banks’ Funding Costs,"
Management Science, INFORMS, vol. 67(5), pages 2657-2678, May.
- Ross Levine & Chen Lin & Wensi Xie, 2016. "Geographic Diversification and Banks’ Funding Costs," NBER Working Papers 22544, National Bureau of Economic Research, Inc.
- Brian Du, 2017. "How Useful Is Basel III's Liquidity Coverage Ratio? Evidence From US Bank Holding Companies," European Financial Management, European Financial Management Association, vol. 23(5), pages 902-919, October.
- Acharya, Viral & Mora, Nada, 2011.
"Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis,"
CEPR Discussion Papers
8706, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Nada Mora, 2012. "Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis," NBER Working Papers 17838, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Nada Mora, 2011. "Are banks passive liquidity backstops? deposit rates and flows during the 2007-2009 crisis," Research Working Paper RWP 11-06, Federal Reserve Bank of Kansas City.
- Sujit Kapadia & Matthias Drehmann & John Elliott & Gabriel Sterne, 2012.
"Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks,"
NBER Chapters, in: Quantifying Systemic Risk, pages 29-61,
National Bureau of Economic Research, Inc.
- Kapadia, Sujit & Drehmann, Mathias & Elliott, John & Sterne, Gabriel, 2012. "Liquidity risk, cash-flow constraints and systemic feedbacks," Bank of England working papers 456, Bank of England.
- Bezawada Brahmaiah, 2022. "Market Risk Management Practices of the Indian Banking Sector: An Empirical Study," International Journal of Economics and Financial Issues, Econjournals, vol. 12(3), pages 68-72, May.
- Entrop, O. & von la Hausse, L. & Wilkens, M., 2017. "Looking beyond banks’ average interest rate risk: Determinants of high exposures," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 204-218.
- Heidorn, Thomas & Schmaltz, Christian & Kunze, Wolfgang, 2008. "Liquiditätsmodellierung von Kreditzusagen (term facilities and revolver)," Frankfurt School - Working Paper Series 93, Frankfurt School of Finance and Management.
- Helwege, Jean & Boyson, Nicole M. & Jindra, Jan, 2017. "Reprint of: Thawing frozen capital markets and backdoor bailouts: Evidence from the Fed's liquidity programs," Journal of Banking & Finance, Elsevier, vol. 83(C), pages 193-220.
- Sarmiento Paipilla, Miguel, 2024. "The Transmission of Non-Banking Liquidity Shocks to the Banking Sector," Other publications TiSEM c8f68d8f-0035-4529-95af-1, Tilburg University, School of Economics and Management.
- Dia, Enzo, 2013. "How do banks respond to shocks? A dynamic model of deposit-taking institutions," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3623-3638.
- Nguyen, My & Perera, Shrimal & Skully, Michael, 2017. "Bank market power, asset liquidity and funding liquidity: International evidence," International Review of Financial Analysis, Elsevier, vol. 54(C), pages 23-38.
- Wei, Bin & Yue, Vivian Z., 2020.
"Liquidity backstops and dynamic debt runs,"
Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
- Bin Wei & Vivian Z. Yue, 2015. "Liquidity backstops and dynamic debt runs," FRB Atlanta Working Paper 2015-13, Federal Reserve Bank of Atlanta.
- Wu, Dan & Li, Rong & Li, Yingting, 2024. "Impact of Off-Balance-Sheet Activities on the Effectiveness of Monetary Policy," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
- Vitaly M. Bord & João A.C. Santos, 2014. "Banks' Liquidity and the Cost of Liquidity to Corporations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(s1), pages 13-45, February.
- Bryan Stanhouse & Duane Stock, 2016. "Credit line takedown and endogenous bank capital," Review of Quantitative Finance and Accounting, Springer, vol. 46(4), pages 691-723, May.
- Chen, Hsiao-Jung & Lin, Kuan-Ting, 2016. "How do banks make the trade-offs among risks? The role of corporate governance," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 39-69.
- Vallascas, Francesco & Keasey, Kevin, 2012. "Bank resilience to systemic shocks and the stability of banking systems: Small is beautiful," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1745-1776.
- Mohammad I. Jizi & Robert Dixon, 2017. "Are Risk Management Disclosures Informative or Tautological? Evidence from the U.S. Banking Sector," Accounting Perspectives, John Wiley & Sons, vol. 16(1), pages 7-30, March.
- Mamatzakis, Emmanuel & Bermpei, Theodora, 2014.
"What drives investment bank performance? The role of risk, liquidity and fees prior to and during the crisis,"
International Review of Financial Analysis, Elsevier, vol. 35(C), pages 102-117.
- Mamatzakis, E & bermpei, t, 2014. "What drives investment bank performance? the role of risk, liquidity and fees prior to and during the crisis," MPRA Paper 60196, University Library of Munich, Germany.
- Itzhak Ben-David & Mark J. Johnson & René M. Stulz, 2021. "Models Behaving Badly: The Limits of Data-Driven Lending," NBER Working Papers 29205, National Bureau of Economic Research, Inc.
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