Liquidity Dynamics of Banks in Emerging Market Economies

IF 1.7 Q3 BUSINESS, FINANCE

Journal of Central Banking Theory and Practice Pub Date : 2022-01-01 DOI:10.2478/jcbtp-2022-0008

T. Mashamba

引用次数: 5

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.

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新兴市场经济体银行的流动性动态

摘要本研究考察了新兴市场经济体银行的流动性动态。该研究利用来自11个国家的91家商业银行的年度数据确定，新兴市场的银行有其追求的目标流动性比率，并因市场摩擦而部分调整。总体而言，风险规避和审慎在解释新兴市场经济体银行的流动性动态方面发挥着重要作用。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Central Banking Theory and Practice BUSINESS, FINANCE-

CiteScore

2.80

自引率

57.10%

发文量

审稿时长

7 weeks

期刊介绍： Journal of Central Banking Theory and Practice is a scientific journal dedicated to publishing quality papers and disseminating original, relevant and applicable economic research. Scientific and professional papers that are published in the Journal of Central Banking Theory and Practice cover theoretical and practical aspects of central banking, monetary policy, including the supervision issues, as well as banking and management in central banks. The purpose of the journal is to educate the general public about the key issues that the central bankers globally face, as well as about contemporary research and achievements in the field of central banking theory and practice.