Liquidity dynamics of banks in emerging market economies

This study examines the liquidity dynamics of banks in emerging market economies. Using annual data of 91 commercial banks from 11 countries, the study established that banks in emerging markets have target liquidity ratios they pursue and partially adjust due to market frictions. Overall, risk aversion and prudence play a significant role in explaining the liquidity dynamics by banks in emerging market economies.

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Year of publication:	2022
Authors:	Mashamba, Tafirei
Published in:	Journal of Central Banking Theory and Practice. - ISSN 2336-9205. - Vol. 11.2022, 1, p. 179-206
Publisher:	Warsaw : Sciendo
Subject:	bank liquidity \| liquidity dynamics \| commercial banks \| emerging markets \| GMM

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Type of publication:	Article
Type of publication (narrower categories):	Article
Language:	English
Other identifiers:	10.2478/jcbtp-2022-0008 [DOI] 1788451740 [GVK]
Classification:	G11 - Portfolio Choice ; G18 - Government Policy and Regulation ; G19 - General Financial Markets. Other ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation
Source:	EconStor

Persistent link: https://www.econbiz.de/10014558377