Search Results - subject_exact:"Funding liquidity"

Macro-financial blind spots in emerging markets : non-bank intermediation, funding liquidity, and the persistence of global shock transmission

Pessoa, Gustavo Henrique Rodrigues; Rochman, Ricardo R. - 2026

Despite significant advances in bank regulation and the widespread adoption of macroprudential frameworks, emerging market economies remain persistently vulnerable to global financial shocks. Episodes such as the Global Financial Crisis, the COVID-19 market turmoil, and recent monetary...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015643130

Are CLO markets that contagious? : evidence from COVID-19 induced sell-off in the financial markets

Fadina, Tolulope; Agudze, Komla; Iwuagwu, Chikaodinaka - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015485852

The silent disco : speculation in bearish commodity markets and the role of liquidity

Ganepola, Chanaka N.; Ordu-Akkaya, Beyza Mina - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015464879

The effect of regulatory requirements on market liquidity : ESG promotion as a special case

Hevér, Judit; Csóka, Péter - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015455810

Benign granularity in asset markets

Glebkin, Sergei; Malamud, Semyon; Teguia, Alberto - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015397706

The dynamic relationship between delinquency rates, funding and market liquidity and asset prices in private commercial real estate markets

Dijk, Dorinth van; Francke, Marc; Wang, Yumei - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015402765

Bank’s strategic interaction, adverse price dynamics and systemic liquidity risk

Krüger, Ulrich; Roling, Christoph; Silbermann, Leonid; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015410527

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Banks' strategic interaction, adverse price dynamics and systemic liquidity risk

Krüger, Ulrich; Roling, Christoph; Silbermann, Leonid; … - 2022

Book / Working Paper

Funding liquidity creation by banks

Thakor, Anjan V.; Yu, Edison - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015083433

Systemic cascades on inhomogeneous random financial networks

Hurd, T. R. - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014226247

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Systemic cascades on inhomogeneous random financial networks

Hurd, T. R. - 2023

Article

The effect of funding liquidity regulation and ESG promotion on market liquidity

Hevér, Judit; Csóka, Péter - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014468486

Strategic trading with wealth effects

Glebkin, Sergei; Malamud, Semyon; Teguia, Alberto - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014483256

Show one more version 1

Strategic trading with wealth effects

Glebkin, Sergei; Malamud, Semyon; Teguia, Alberto - 2023

Book / Working Paper

The effect of funding liquidity regulation and ESG promotion on market liquidity

Hevér, Judit; Csóka, Péter - 2023

Liquidity is a key consideration in financial markets, especially in times of financial crises. For this reason, regulatory attention to and measures in this field have been on the rise for the past years. Based on practical experience, regulations aiming at ensuring funding liquidity or, in...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014454698

Dollar and government bond liquidity : evidence from Korea

Lee, Jieun - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015573552

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Dollar and government bond liquidity : evidence from Korea

Lee, Jieun - 2023

Book / Working Paper

Dollar and government bond liquidity : evidence from Korea

Lee, Jieun - 2023

Book / Working Paper

Liquidity risk and funding cost

Bechtel, Alexander; Ranaldo, Angelo; Wrampelmeyer, Jan - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014317804

Understand funding liquidity and market liquidity in a regime-switching model

Chen, Louisa; Shen, Liya; Zhou, Zhiping - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014253239

Funding liquidity on bank lending growth : the case of India

Shaikh, Erum; Tunio, Muhammad Nawaz; Dagar, Vishal - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015326870

Bank's strategic interaction, adverse price dynamics and systemic liquidity risk

Krüger, Ulrich; Roling, Christoph; Silbermann, Leonid; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015328772

Show one more version 1

Banks' strategic interaction, adverse price dynamics and systemic liquidity risk

Krüger, Ulrich; Roling, Christoph; Silbermann, Leonid; … - 2022

Book / Working Paper

Funding liquidity and risk-taking behavior of banks in India

Muduli, Silu; Dash, Shridhar - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015415783

An empirical analysis of funding liquidity and market liquidity dynamics

Hu, Bill - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015575947

Funding liquidity, bank capital, and lending growth in a developing country

Nguyen, Yen - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015074247

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Funding liquidity, bank capital, and lending growth in a developing country

Nguyen, Yen; Nguyen Thanh Liem - 2022

Article

Voluntary disclosure, moral hazard, and default risk

Fu, Shiming; Trigilia, Giulio - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014551847

Fear and loathing in the market for US Treasuries and the clearing nostrum

Pirrong, Craig - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014535719

Stock price synchronicity and market liquidity : the role of funding liquidity

Ryu, Doojin; Webb, Robert I.; Yu, Jinyoung - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014491015

Disentangling the supply and announcement effects of open market operations

Bulusu, Narayan - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014491064

Funding constraints, financial crisis, and price discovery between the futures and spot markets

Chen, Yi-Wen; Chiu, Junmao; Chou, Robin K.; Lin, Chu-Bin - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015141975

Funding liquidity and CDS-bond basis : evidence from the CDS big bang

Wang, Xinjie; Zhong, Zhaodong - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015047585

Dynamics of funding liquidity and risk-taking: Evidence from commercial banks

Abbas, Faisal; Ali, Shoaib; Yousaf, Imran; Wong, Wing Keung - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013200965

Nexus between stock returns, funding liquidity and COVID-19

Marozva, Godfrey; Magwedere, Margaret Rutendo - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014477258

Nexus between stock returns, funding liquidity and COVID-19

Marozva, Godfrey; Magwedere, Margaret Rutendo - 2021

Using a panel of stock indices of the BRICS countries from 31 December 2019 to 17 October 2020, the nexus between funding liquidity, stock returns and COVID-19 pandemic is examined using the fixed effects model. Results show that funding liquidity and the COVID-19 pandemic interacts positively...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013169366

Dynamics of funding liquidity and risk-taking : evidence from commercial banks

Abbas, Faisal; Ali, Shoaib; Yousaf, Imran; Wong, Wing Keung - 2021

The purpose of this study is to investigate the impact of funding liquidity risk on the banks' risk-taking behavior. To test the hypotheses, we apply the two-step system GMM technique on US commercial banks data from 2002 to 2018. We find that funding liquidity increases the banks' risk-taking...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012605946

Réglementation bancaire internationale et stabilité du système bancaire et financier : une analyse multidimensionnelle

Lecarpentier, Sandrine - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013270679

U.S. dollar funding trend in the January-March Quarter of 2020 as indicated by the BIS International Banking Statistics

Tsuchiya, Akitaka; Nojima, Ayano; Horikawa, Takumi; … - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012428135

Towards an enhanced lender of last resort and market maker of last resort

Buiter, Willem H. - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013530900

Monetary policy, funding liquidity, and undisbursed loans in Indonesia : the bank lending channel revisited

Soedarmono, Wahyoe; Gunadi, Iman; Pambudi, Sudiro; … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014535125

Funding liquidity in Islamic banks : does the Shariah supervisory board's higher educational attainment matter?

Safiullah, Md - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014463764

A comparison of the velocities of minimum escaped savings and financial liquidity

Challoumis, Constantinos - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015135531

Emergency liquidity injections

Garvin, Nicholas - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013262775

Deep-market by IAS-19 : a unified cross-country approach for discount rate selection

Kedar-Levy, Haim; Hadad, Elroi; Gur-Gershgore, Gitit - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012591003

Commodity financialization and funding liquidity in China

Jia, Xiangfu; Liao, Wenting; Zhang, Chengsi - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013449239

Funding liquidity and market liquidity : the broker-dealer perspective

Macchiavelli, Marco; Zhou, Xing - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013368659

Liquidity in the cryptocurrency market and commonalities across anomalies

Dong, Bingbing; Jiang, Lei; Liu, Jinyu; Zhu, Yifeng - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013396209

Fractal characteristics analysis and fluctuation trend prediction of commercial bank funding liquidity

Wu, Xu; Li, Ling-Ling - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013494298

Funding liquidity shocks and market liquidity providers

Ryu, Doojin; Webb, Robert I.; Yu, Jinyoung - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013553786

Sentiment-dependent impact of funding liquidity shocks on futures market liquidity

Ryu, Doojin; Yu, Jinyoung - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012796295

Illiquidity spirals in coupled over-the-counter markets

Aymanns, Christoph; Georg, Co-Pierre; Golub, Benjamin - 2018

We model intermediaries trading economically coupled assets, each asset in its own over-the-counter market--e.g., secured debt and the underlying collateral. Incentives to provide liquidity in one market are increasing in counterparties' activity in both markets. The intermediaries' activity is...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011906418

Cycles of declines and reversals following overnight market declines

Abdi, Farshid - 2018 - This version: September 2018

This paper uncovers and explains the emergence of cycles of intraday declines and overnight reversals in the U.S. stock market in the 21st century. Using quote midpoints for the past 24 years of common stocks traded in the three main exchanges, I show that the cross-sectional association between...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011993528

Determinants of liquidity on the German housing market

Freudenreich, Philipp - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011963180

An index of treasury market liquidity: 1991-2017

Adrian, Tobias; Fleming, Michael; Vogt, Erik - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011942772

Asset pricing with large investors

Malamud, Semyon; Teguia, Alberto - 2017

We derive closed form expressions for equilibrium asset prices and liquidity in an economy populated by a finite number of large, strategic, risk averse investors. The model allows for arbitrary risk preferences, any number of assets, and an arbitrary distribution of asset payoffs. In...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011874850

An index of treasury market liquidity : 1991-2017

Adrian, Tobias; Fleming, Michael J.; Vogt, Erik - 2017

Order book and transactions data from the U.S. Treasury securities market are used to calculate daily measures of bid-ask spreads, depth, and price impact for a twenty-six-year sample period (1991-2017). From these measures, a daily index of Treasury market liquidity is constructed, reflecting...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011754283