<abstract xmlns="http://www.w3.org/1999/xhtml">

<p>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.</p>
</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.

Liquidity Dynamics of Banks in Emerging Market Economies

Journal of Central Banking Theory and Practice

This work is licensed under the Creative Commons Attribution 4.0 International License.

{"article-title":"Liquidity Dynamics of Banks in Emerging Market Economies"}

This study examines the liquidity dynamics of banks in emerging market economies. Using annual data of 91 commercial banks from 11 countries, the study...

Liquidity Dynamics of Banks in Emerging Market Economies

Publié en ligne: 18 janv. 2022

Pages: 179 - 206

Reçu: 09 sept. 2020

Accepté: 07 déc. 2020

DOI: https://doi.org/10.2478/jcbtp-2022-0008

Mots clés
bank liquidity, liquidity dynamics, commercial banks, emerging markets, GMM

© 2022 Tafirei Mashamba, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Liquidity Dynamics of Banks in Emerging Market Economies

Publié en ligne: 18 janv. 2022

Pages: 179 - 206

Reçu: 09 sept. 2020

Accepté: 07 déc. 2020

DOI: https://doi.org/10.2478/jcbtp-2022-0008

Mots clésbank liquidity, liquidity dynamics, commercial banks, emerging markets, GMM

© 2022 Tafirei Mashamba, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Mots clés
bank liquidity, liquidity dynamics, commercial banks, emerging markets, GMM