Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/299036 
Year of Publication: 
2022
Citation: 
[Journal:] Journal of Central Banking Theory and Practice [ISSN:] 2336-9205 [Volume:] 11 [Issue:] 1 [Year:] 2022 [Pages:] 179-206
Publisher: 
Sciendo, Warsaw
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.
Subjects: 
bank liquidity
liquidity dynamics
commercial banks
emerging markets
GMM
JEL: 
G11
G18
G19
G21
G28
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by-nc-nd Logo
Document Type: 
Article

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