Monetary policy regulation and effectiveness of bank liquidity risk in China : a non-linear study using Markov-switching VAR models
Year of publication: |
2024
|
---|---|
Authors: | Jing, Huimin ; Zhu, Yixin |
Subject: | Bank liquidity risk | monetary policy | policy effectiveness | two-way opening of the capital market | cycle superposition | Geldpolitik | Monetary policy | Bankenliquidität | Bank liquidity | China | Finanzmarkt | Financial market | VAR-Modell | VAR model | Bankenregulierung | Bank regulation | Schock | Shock | Finanzkrise | Financial crisis |
-
Estimating the impact of shocks to bank capital in the euro area
Kanngiesser, Derrick, (2017)
-
Interest rate shocks, competition and bank liquidity creation
Kick, Thomas, (2022)
-
Bank liquidity and capital shocks in unconventional times
Baros, Aleksandra, (2023)
- More ...
-
Zhu, Yixin, (2011)
-
Zhu, Yixin, (2014)
-
Analysis of M/G/1 queues with delayed vacations and exhaustive service discipline
Li, Huan, (1996)
- More ...