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Economic uncertainty, macroprudential policies and bank risk: Evidence from emerging Asian economies

Author

Listed:
  • Jeon, Bang

    (School of Economics)

  • Yao, Yao

    (Research Institute of Economics and Management)

  • Chen, Minghua

    (Research Institute of Economics and Management)

  • Wu, Ji

    (Research Institute of Economics and Management)

Abstract

This paper examines the impact of macroprudential policies on bank risk under economic uncertainty in emerging Asian economies. By using bank-level panel data for selected emerging Asian economies during the period 2000-2016, we present consistent evidence that bank risk increases with economic uncertainty, while macroprudential measures play an ameliorative role to the uncertainty-induced bank risk. We confirm that these findings are robust against a series of alternative measures of economic uncertainty and bank risk, and alternative econometric tools to address possible endogeneity concerns.

Suggested Citation

  • Jeon, Bang & Yao, Yao & Chen, Minghua & Wu, Ji, 2021. "Economic uncertainty, macroprudential policies and bank risk: Evidence from emerging Asian economies," School of Economics Working Paper Series 2021-6, LeBow College of Business, Drexel University, revised 01 Oct 2021.
    • Handle: RePEc:ris:drxlwp:2021_006
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    More about this item

    Keywords

    Economic uncertainty; bank risk; macroprudential policy; emerging Asia;
    All these keywords.

    JEL classification:

    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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