Search Results - subject:"liquidity risk"

Söderlind, Paul; Somogyi, Fabricius - In: Management science : journal of the Institute for … 71 (2025) 1, pp. 518-537

Persistent link: https://www.econbiz.de/10015410141

Does financial inclusion affect non-performing loans and liquidity risk in the MENA region?

Hakimi, Abdelaziz; Saidi, Hichem; Adili, Lamia - In: Economies : open access journal 13 (2025) 5, pp. 1-23

), and liquidity risk measured by the loan-to-deposit (LTD) ratio in the Middle East and North Africa (MENA) region. The … that across the MENA region and the two sub-regions, financial inclusion significantly reduces liquidity risk. However, it …

Persistent link: https://www.econbiz.de/10015410220

Investigating the relationship between liquidity risk, credit risk, and solvency risk in banks listed on the Iranian capital market : a Panel Vector Error Correction Model

Peykani, Pejman; Sargolzaei, Mostafa; Tănăsescu, Cristina - In: Economies : open access journal 13 (2025) 5, pp. 1-24

risk negatively affects solvency but does not significantly influence liquidity risk. These findings contribute to the …

Persistent link: https://www.econbiz.de/10015410231

Reinvestment intentions in cryptocurrency : examining the dynamics of risks and investor risk tolerance

Bajwa, Ishtiaq Ahmad - In: Digital business 5 (2025) 1, pp. 1-13

investigates the influence of three key risks, including liquidity risk, cyber risk, and regulatory risk, on the reinvestment … that a significant and negative relationship exists between liquidity risk, cyber risk, regulatory risk, and investors …

Persistent link: https://www.econbiz.de/10015410505

Valuing catastrophe equity put options with liquidity risk, default risk and jumps

Tang, Chao; Chen, Peimin; Zhang, Shu - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-20

Persistent link: https://www.econbiz.de/10015372584

The impact of corporate diversification on liquidity management : evidence from lines of credit

Atanasova, Christina; Willeboordse, Frederick H. - In: Journal of international financial markets, … 101 (2025), pp. 1-22

Persistent link: https://www.econbiz.de/10015412324

A liquidity black hole : what is the impact of a failing participant in a large value payment system and does time matter?

Heijmans, Ronald; Woerd, Ellen van der - 2025

Persistent link: https://www.econbiz.de/10015406611

QE, bank liquidity risk management, and non-bank funding : evidence from U.S. administrative data

Darst, R. Matthew; Kokas, Sotirios; Kontonikas, Alexandros - 2025

Persistent link: https://www.econbiz.de/10015406780

(In)frequently traded corporate bonds and pricing implications of liquidity dry-ups

Ivashchenko, Alexey - In: Finance research letters 75 (2025), pp. 1-9

Persistent link: https://www.econbiz.de/10015408405

The central bank's balance sheet and treasury market disruptions

Avernas, Adrien d'; Petersen, Damon; Vandeweyer, Quentin - 2025

This paper studies how Treasury market dynamics depend on adjustments to the central bank balance sheet. We introduce a dynamic model of Treasury bonds with traditional and shadow banks. In the model, both Treasury and repo market disruptions arise as a joint consequence of three frictions: (i)...

Persistent link: https://www.econbiz.de/10015434002