Purpose The purpose of this paper is to explore the determinants of three different types of bank liquidity: funding liquidity, liquidity creation, and stock liquidity in emerging markets. Design/methodology/approach It uses an extensive set of data from all the listed banks of Brazil, Russia,...

Purpose: The purpose of this paper is to explore the relationship between bank regulatory capital and liquidity creation in banks of BIRCS countries. Design/methodology/approach: Data from all publicly listed banks of BRICS nations for the period 2003-2014 have been collected and analyzed....

Purpose: The study aims to explore macroeconomic and banking industry-specific determinants of non-performing loans (NPLs) for Chinese banks, spanning from 2005 to 2014. Design/methodology/approach: It uses three different models to explore the determinants. The first model has only...

This paper highlights the identification problem of the reduced-form approach in quantifying the degree of consumption insurance as in Blundell et al. (2008, BPP thereafter). I argue that the reduced-form estimates are difficult to interpret in terms of the degree of consumption insurance. I...