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Bank liquidity shocks in loan and deposit in emerging markets

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  • Mehdi Mili
  • Jean-Michel Sahut

Abstract

. This paper focuses on the transmission of bank liquidity shocks in loan and deposit in emerging markets. First, we attempt to identify the factors that affect the credit strategy of foreign banks in emerging countries. Second, we test whether

Suggested Citation

  • Mehdi Mili & Jean-Michel Sahut, 2014. "Bank liquidity shocks in loan and deposit in emerging markets," Working Papers 2014-210, Department of Research, Ipag Business School.
  • Handle: RePEc:ipg:wpaper:2014-210
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    File URL: https://faculty-research.ipag.edu/wp-content/uploads/recherche/WP/IPAG_WP_2014_210.pdf
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    References listed on IDEAS

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    7. Jacklin, Charles J & Bhattacharya, Sudipto, 1988. "Distinguishing Panics and Information-Based Bank Runs: Welfare and Policy Implications," Journal of Political Economy, University of Chicago Press, vol. 96(3), pages 568-592, June.
    8. de Haas, Ralph & van Lelyveld, Iman, 2006. "Foreign banks and credit stability in Central and Eastern Europe. A panel data analysis," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 1927-1952, July.
    9. Kia, Amir & Darrat, Ali F., 2007. "Modeling money demand under the profit-sharing banking scheme: Some evidence on policy invariance and long-run stability," Global Finance Journal, Elsevier, vol. 18(1), pages 104-123.
    10. Nicola Cetorelli & Linda S. Goldberg, 2012. "Banking Globalization and Monetary Transmission," Journal of Finance, American Finance Association, vol. 67(5), pages 1811-1843, October.
    11. Allen, Franklin & Hryckiewicz, Aneta & Kowalewski, Oskar & Tumer-Alkan, Gunseli, 2010. "Transmission of Bank Liquidity Shocks in Loan and Deposit Markets: The Role of Interbank Borrowing and Market Monitoring," Working Papers 10-28, University of Pennsylvania, Wharton School, Weiss Center.
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    More about this item

    Keywords

    foreign banks; credit supply; market discipline; emerging countries.;
    All these keywords.

    JEL classification:

    • F15 - International Economics - - Trade - - - Economic Integration
    • F34 - International Economics - - International Finance - - - International Lending and Debt Problems
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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