The impact of liquidity risk in the Chinese banking system on the global commodity markets
| Year of publication: |
2022
|
|---|---|
| Authors: | Jo, Yonghwan ; Kim, Jihee ; Santos, Francisco |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 66.2022, p. 23-50
|
| Subject: | Financialization of commodities | Liquidity risk | Chinese interbank market | Maturity mismatch | Commodities as collateral | Commodity futures excess returns | China | Rohstoffderivat | Commodity derivative | Bankenliquidität | Bank liquidity | Rohstoffmarkt | Commodity market | Liquidität | Liquidity | Finanzkrise | Financial crisis | Warenbörse | Commodity exchange | Finanzsystem | Financial system | Geldmarkt | Money market |
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