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A Spectral Analysis of Aggregate Commercial Bank Liability Management and Its Relationship to Short-Run Earning Asset Behavior

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  • Eatman, John L.
  • Sealey, Calvin W.

Abstract

In recent years a substantial number of empirical studies have been conducted concerning aggregate commercial bank behavior [2, 8, 11, 14, 15, 17, 18]. Although the scope of these studies has varied widely, none has included an adequate treatment of the relationship between commercial bank liability management and earning asset adjustments. The importance of the relationship between liability management and commercial bank asset behavior has been alluded to in the literature [3, 5, 6, 13, 18]; but there has been very little empirical investigation of the subject. Moreover, little is known about which assets and liabilities are primarily involved. By increasing or decreasing earning assets, the commercial banking system can create or eliminate deposits, thus affecting the supply of both money and bank credit. Since liability management and asset behavior are very closely related, it seems that an adequate understanding of this relationship is essential to understanding the money supply process.

Suggested Citation

  • Eatman, John L. & Sealey, Calvin W., 1977. "A Spectral Analysis of Aggregate Commercial Bank Liability Management and Its Relationship to Short-Run Earning Asset Behavior," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(5), pages 767-778, December.
    • Handle: RePEc:cup:jfinqa:v:12:y:1977:i:05:p:767-778_02
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    1. Larissa M. Batrancea, 2021. "An Econometric Approach on Performance, Assets, and Liabilities in a Sample of Banks from Europe, Israel, United States of America, and Canada," Mathematics, MDPI, vol. 9(24), pages 1-22, December.

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