3,777
Views
4
CrossRef citations to date
0
Altmetric
FINANCIAL ECONOMICS

Funding liquidity and bank lending

ORCID Icon | (Reviewing editor)
Article: 1734324 | Received 16 Nov 2019, Accepted 15 Feb 2020, Published online: 18 Mar 2020

References

  • Acharya, V., & Naqvi, H. (2012). The seeds of a crisis: A theory of bank liquidity and risk taking over the business cycle. Journal of Financial Economics, 106, 349–16. doi:10.1016/j.jfineco.2012.05.014
  • Acharya, V. V., & Mora, N. (2015). A crisis of banks as liquidity providers. The Journal of Finance, 70, 1–43. doi:10.1111/jofi.12182
  • Acharya, V. V., & Richardson, M. (2009). Causes of the financial crisis. Critical Review, 21, 195–210. doi:10.1080/08913810902952903
  • Allen, F., & Gale, D. (2004). Financial fragility, liquidity, and asset prices. Journal of the European Economic Association, 2, 1015–1048. doi:10.1162/JEEA.2004.2.6.1015
  • Berger, A. N., & Bouwman, C. H. S. (2009). Bank liquidity creation. Review of Financial Studies, 22, 3779–3837. doi:10.1093/rfs/hhn104
  • Berger, A. N., & Christa, H. S. B. (2013). How does capital affect bank performance during financial crises? Journal of Financial Economics, 109, 146–176. doi:10.1016/j.jfineco.2013.02.008
  • Berger, A. N., Ghoul, S. E., Guedhami, O., & Roman, R. A. (2016). Internationalization and bank risk. Management Science, 63, 2283–2301. doi:10.1287/mnsc.2016.2422
  • Cornett, M. M., Jamie John McNutt, P. E. S., & Tehranian, H. (2011). Liquidity risk management and credit supply in the financial crisis. Journal of Financial Economics, 101, 297–312. doi:10.1016/j.jfineco.2011.03.001
  • Dahir, A. M., Fauziah, B. M., & Noor Azman, B. A. (2018). Funding liquidity risk and bank risk-taking in BRICS countries. International Journal of Emerging Markets. doi:10.1108/IJoEM-03-2017-0086
  • de Haan, L., & van den End, J. W. (2013). Banks’ responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and fire sales. Journal of International Financial Markets, Institutions and Money, 26, 152–174. doi:10.1016/j.intfin.2013.05.004
  • Diamond, D. W., & Rajan, R. G. (2001). Liquidity risk, liquidity creation, and financial fragility: A theory of banking. Journal of Political Economy, 109, 287–327. doi:10.1086/319552
  • Diamond, D. W., & Rajan, R. G. (2011). Fear of Fire Sales, Illiquidity Seeking, and Credit Freezes. The Quarterly Journal of Economics, 126, 557–591. doi:10.1093/qje/qjr012
  • Drehmann, M., & Nikolaou, K. (2013). Funding liquidity risk: Definition and measurement. Journal of Banking & Finance, 37, 2173–2182. doi:10.1016/j.jbankfin.2012.01.002
  • Gale, D., & Yorulmazer, T. (2013). Liquidity hoarding. Theoretical Economics, 8, 291–324. doi:10.3982/TE1064
  • Gatev, E., & Strahan, P. E. (2006). Banks’ advantage in hedging liquidity risk: Theory and evidence from the commercial paper market. The Journal of Finance, 61, 867–892. doi:10.1111/j.1540-6261.2006.00857.x
  • Hugonnier, J., & Morellec, E. (2017). Bank capital, liquid reserves, and insolvency risk. Journal of Financial Economics, 125, 266–285. doi:10.1016/j.jfineco.2017.05.006
  • Ibrahim, M. H., & Syed Aun, R. R. (2018). Bank lending, deposits and risk-taking in times of crisis: A panel analysis of Islamic and conventional banks. Emerging Markets Review.35, P. 31–47. https://www.sciencedirect.com/science/article/abs/pii/S1566014117302418
  • Khan, M. S., Scheule, H., & Eliza, W. (2017). Funding liquidity and bank risk taking. Journal of Banking & Finance, 82, 203–216. doi:10.1016/j.jbankfin.2016.09.005
  • Kim, D., & Sohn, W. (2017). The effect of bank capital on lending: Does liquidity matter? Journal of Banking & Finance, 77, 95–107. doi:10.1016/j.jbankfin.2017.01.011
  • Klomp, J., & de Haan, J. (2012). Banking risk and regulation: Does one size fit all? Journal of Banking & Finance, 36, 3197–3212. Systemic risk, Basel III, global financial stability and regulation. doi:10.1016/j.jbankfin.2011.10.006
  • Peria, M., Soledad, M., & Schmukler, S. L. (2001). Do depositors punish banks for bad behavior? Market discipline, deposit insurance, and banking crises. The Journal of Finance, 56, 1029–1051. doi:10.1111/0022-1082.00354
  • Roulet, C. (2018). Basel III: Effects of capital and liquidity regulations on European bank lending. Journal of Economics and Business, 95, 26–46. Research in European Banking and Finance. doi:10.1016/j.jeconbus.2017.10.001
  • Tran, D. V., & Ashraf, B. N. (2018). Dividend policy and bank opacity. International Journal of Finance & Economics, 23, 186–204. doi:10.1002/ijfe.1611
  • Tran, D. V., Kabir, M. H., & Houston, R. (2019a). Activity strategies, information asymmetry, and bank opacity. Economic Modelling, 83, 160–172. doi:10.1016/j.econmod.2019.02.008
  • Tran, D. V., Kabir, M. H., & Houston, R. (2019b). How does listing status affect bank risk? The effects of crisis, market discipline and regulatory pressure on listed and unlisted BHCs. The North American Journal of Economics and Finance, 49, 85–103. doi:10.1016/j.najef.2019.03.007
  • Tran, D. V., & Nguyen, D. K., 2018, (How) Do depositors respond to bank’s discretionary behaviors? Market discipline, deposit insurance and crisis (SSRN Scholarly PaperSSRN Scholarly Paper).
  • Vazquez, F., & Federico, P. (2015). Bank funding structures and risk: Evidence from the global financial crisis. Journal of Banking & Finance, 61, 1–14. doi:10.1016/j.jbankfin.2015.08.023