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Market greenness predicts liquidity shocks
Market greenness predicts liquidity shocks tied to ESG investor preferences, and ESG-related liquidity better explains stock returns than standard measures during 2015-2019.
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Liquidity shocks spill over to related corporate bond peers
Analysis of liquidity spillover in corporate bond markets following rating downgrades, showing contagion through information learning across related securities.
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Fiscal contraction linked to lower NPLs in the long run
Study shows fiscal consolidation reduces non-performing loans long-term but increases them temporarily, using bank data from Guyana. Oil prices and efficiency matter most.
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Parent support was selective during the 2007–2009 crisis
Banks allocated capital selectively within conglomerates during the 2007–2009 crisis, favoring stronger affiliates while restricting support to weaker ones, challenging regulatory assumptions.
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Inflation weakens the sovereign-bank doom loop
Study examines how inflation and money supply influence the sovereign-bank relationship and the debt-lending feedback loop using quantile VAR analysis.
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Credit risk is linked to liquidity hoarding in African banks
Panel analysis of credit risk-driven liquidity hoarding in African banks, examining institutional quality and global uncertainty effects across 474 institutions, 2013-2022.
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Liquidity-trap spillovers differ sharply across asset-supply shocks
Examine how asset market shocks transmit across borders differently in liquidity traps versus normal times, using a heterogeneous-agent framework with financial frictions.
