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This paper reviews the theoretical literature at the intersection of macroeconomics and finance to draw lessons on the connection between vulnerabilities in the financial system and the macroeconomy, and on how monetary policy affects that connection. This literature finds that financial...
Persistent link: https://www.econbiz.de/10013161877
This paper reviews the theoretical literature at the intersection of macroeconomics and finance to draw lessons on the connection between vulnerabilities in the financial system and the macroeconomy, and on how monetary policy affects that connection. This literature finds that financial...
Persistent link: https://www.econbiz.de/10012819348
Persistent link: https://www.econbiz.de/10010388942
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Purpose – The purpose of this paper is to examine liquidity risk in Pakistani banks and evaluate the effect on banks … banks during 2004-2009. Multiple regressions are applied to assess the impact of liquidity risk on banks' profitability ….Findings – The results of multiple regressions show that liquidity risk affects bank profitability significantly, with liquidity gap …
Persistent link: https://www.econbiz.de/10012972189
I study how liquidity information influences banks' liquidity holdings, using the disclosure of bank liquidity coverage … ratio (LCR) mandated for a group of large US banks. While the disclosure rule aims to increase liquidity in the banking … system, I find that non-disclosing banks responded by reducing liquid asset holdings due to the impact of liquidity …
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