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Bank Liquidity and Exchange Rate Regimes

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  • Irina Bunda

    ()
    (LEO - Laboratoire d'économie d'Orleans - CNRS : UMR6221 - Université d'Orléans)

  • Jean-Baptiste Desquilbet

    ()
    (LEO - Laboratoire d'économie d'Orleans - CNRS : UMR6221 - Université d'Orléans)

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    Abstract

    Combining panel data on bank liquidity at the individual level and data on their macroeconomic environment, for a sample of commercial banks in emerging countries between 1995 and 2000, we show that their exists a “bank liquidity smile across exchange rate regimes”. In extreme regimes at both ends of the line, i.e. for pure floating exchange rate regimes at one end and currency boards and dollarized economies at the other end, bank assets are more liquid than in intermediate regimes.

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    Bibliographic Info

    Paper provided by HAL in its series Post-Print with number hal-00422622.

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    Date of creation: 22 May 2003
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    Publication status: Published - Presented, “Current Challenges, New European Perspectives” 3rd International Scientific Conference, 2003, Sofia, Bulgaria
    Handle: RePEc:hal:journl:hal-00422622

    Note: View the original document on HAL open archive server: http://hal.archives-ouvertes.fr/hal-00422622/en/
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    Web page: http://hal.archives-ouvertes.fr/

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    1. Concetta Chiuri, Maria & Ferri, Giovanni & Majnoni, Giovanni, 2002. "The macroeconomic impact of bank capital requirements in emerging economies: Past evidence to assess the future," Journal of Banking & Finance, Elsevier, vol. 26(5), pages 881-904, May.
    2. Thakor, Anjan V., 1996. "The design of financial systems: An overview," Journal of Banking & Finance, Elsevier, vol. 20(5), pages 917-948, June.
    3. Roberto Chang & Andres Velasco, 1997. "Financial fragility and the exchange rate regime," Working Paper 97-16, Federal Reserve Bank of Atlanta.
    4. Andrea Bubula & Inci Ötker, 2002. "The Evolution of Exchange Rate Regimes Since 1990," IMF Working Papers 02/155, International Monetary Fund.
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