Liquidity Dynamics of Banks in Emerging Market Economies-Reference-Cited by-同舟云学术

Liquidity Dynamics of Banks in Emerging Market Economies

Published:2022-01-01 Issue:1 Volume:11 Page:179-206
ISSN:2336-9205
Container-title:Journal of Central Banking Theory and Practice
language:en
Short-container-title:

Author:

Mashamba Tafirei¹

Affiliation:

1. Great Zimbabwe University , Masvingo , Zimbabwe and University of South Africa , Pretoria , South Africa

Abstract

Abstract This study examines the liquidity dynamics of banks in emerging market economies. Using annual data of 91 commercial banks from 11 countries, the study established that banks in emerging markets have target liquidity ratios they pursue and partially adjust due to market frictions. Overall, risk aversion and prudence play a significant role in explaining the liquidity dynamics by banks in emerging market economies.

Publisher

Walter de Gruyter GmbH

Subject

Strategy and Management,Economics and Econometrics,Finance,General Economics, Econometrics and Finance

Link

https://www.sciendo.com/pdf/10.2478/jcbtp-2022-0008

Reference58 articles.

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