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題名:How Did Liquidity Creation Affect U.S. Banks during the Subprime Crisis? Exploring Different Aspects of Bank Liquidity Creation
書刊名:財務金融學刊
作者:陳韋達 引用關係黃淑君
作者(外文):Chen, Wei-daHuang, Shu-chun
出版日期:2021
卷期:29:2
頁次:頁65-98
主題關鍵詞:流動性風險信用風險流動性創造金融危機Liquidity riskCredit riskLiquidity creationFinancial crisis
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:34
期刊論文
1.Berger, Allen N.、Bouwman, Christa H. S.(2013)。How does capital affect bank performance during financial crises?。Journal of Financial Economics,109(1),146-176。  new window
2.DeYoung, Robert、Torna, Gökhan(2013)。Nontraditional Banking Activities and Bank Failures during the Financial Crisis。Journal of Financial Intermediation,22(3),397-421。  new window
3.Halek, Martin、Eisenhauer, Joseph G.(2001)。Demography of risk aversion。The Journal of Risk and Insurance,68(1),1-24。  new window
4.Cornett, Marcia M.、McNutt, Jamie J.、Strahan, Philip E.、Tehranian, Hassan(2011)。Liquidity risk management and credit supply in the financial crisis。Journal of Financial Economics,101(2),297-312。  new window
5.Coval, Joshua D.、Moskowitz, Tobias J.(1999)。Home Bias at Home: Local Equity Preference in Domestic Portfolios。The Journal of Finance,54(6),2045-2073。  new window
6.Berger, Allen N.、Bouwman, Christa H. S.(2009)。Bank Liquidity Creation。Review of Financial Studies,22(9),3779-3837。  new window
7.Bryant, John(1980)。A Model of Reserves, Bank Runs and Deposit Insurance。Journal of Banking and Finance,4(1),335-344。  new window
8.Demirgüç-Kunt, Asli、Detragiache, Enrica、Merrouche, Ouarda(2013)。Bank Capital: Lessons from the Financial Crisis。Journal of Money, Credit and Banking,45(6),1147-1164。  new window
9.Acharya, Viral V.、Mora, Nada(2015)。A crisis of banks as liquidity providers。Journal of Finance,70(1),1-43。  new window
10.Kashyap, Anil K.、Rajan, Raghuram、Stein, Jeremy C.(2002)。Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit-Taking。Journal of Finance,57(1),33-73。  new window
11.Davis, E. Philip、Zhu, Haibin(2009)。Commercial Property Prices and Bank Performance。Quarterly Review of Economics and Finance,49(4),1341-1359。  new window
12.Cole, Rebel A.、White, Lawrence J.(2012)。Déjà vu all over again: The causes of U.S. commercial bank failures this time around。Journal of Financial Services Research,42(1/2),5-29。  new window
13.Imbierowicz, Björn、Rauch, Christian(2014)。The Relationship between Liquidity Risk and Credit Risk in Banks。Journal of Banking & Finance,40,242-256。  new window
14.Distinguin, Isabelle、Roulet, Caroline、Tarazi, Amine(2013)。Bank regulatory capital and liquidity: Evidence from U.S. and European publicly traded banks。Journal of Banking & Finance,37,3295-3317。  new window
15.Berger, Allen N.、Black, Lamont K.、Bouwman, Christa H. S.、Dlugosz, Jennifer(2017)。Bank loan supply responses to Federal Reserve emergency liquidity facilities。Journal of Financial Intermediation,32,1-15。  new window
16.Berger, Allen N.、Bouwman, Christa H. S.(2017)。Bank liquidity creation, monetary policy, and financial crises。Journal of Financial Stability,30,139-155。  new window
17.Berger, Allen N.、Sedunov, John(2017)。Bank liquidity creation and real economic output。Journal of Banking and Finance,81,1-19。  new window
18.Díaz, Violeta、Huang, Ying(2017)。The role of governance on bank liquidity creation。Journal of Banking and Finance,77,137-156。  new window
19.Tran, Vuong T.、Lin, Chien-Ting、Nguyen, Hoa(2016)。Liquidity creation, regulatory capital, and bank profitability。International Review of Financial Analysis,48,98-109。  new window
20.Rao, Pingui、Yue, Heng、Zhu, Jigao(2015)。An investigation of credit borrower concentration。Journal of Banking and Finance,54,208-221。  new window
21.Nguyen, Thach V. H.、Ahmed, Shamim、Chevapatrakul, Thanaset、Onali, Enrico(2020)。Do stress tests affect bank liquidity creation?。Journal of Corporate Finance,64。  new window
22.Ng, Jeffrey、Roychowdhury, Sugata(2014)。Do loan loss reserves behave like capital? Evidence from recent bank failures。Review of Accounting Studies,19,1234-1279。  new window
23.Horváth, Roman、Seidler, Jakub、Weill, Laurent(2014)。Bank capital and liquidity creation: Granger-causality evidence。Journal of Financial Services Research,45,341-361。  new window
24.Hong, Han、Huang, Jing Z.、Wu, Deming(2014)。The information content of Basel III liquidity risk measures。Journal of Financial Stability,15,91-111。  new window
25.Donaldson, Jason R.、Piacentino, Giorgia、Thakor, Anjan(2018)。Warehouse banking。Journal of Financial Economics,129,250-267。  new window
26.Diamond, Douglas W.、Rajan, Raghuram G.(2001)。Banks and liquidity。American Economic Review,91,422-425。  new window
27.Cowan, Arnold R.、Salotti, Valentina(2015)。The resolution of failed banks during the crisis: Acquirer performance and FDIC guarantees, 2008-2013。Journal of Banking and Finance,54,222-238。  new window
28.Bucciol, Alessandro、Miniaci, Raffaele(2011)。Household portfolios and implicit risk preference。Review of Economics and Statistics,93,1235-1250。  new window
29.Berger, Allen N.、Goulding, William、Rice, Tara(2014)。Do small businesses still prefer community banks?。Journal of Banking and Finance,44,264-278。  new window
30.Berger, Allen N.、Cerqueiro, Geraldo、Penas, María F.(2015)。Market size structure and small business lending: Are crisis times different from normal times?。Review of Finance,19,1965-1995。  new window
31.Benford, James、Burrows, Oliver(2013)。Commercial property and financial stability。Bank of England Quarterly Bulletin,53,48-58。  new window
32.Bebczuk, Ricardo、Galindo, Arturo(2008)。Financial crisis and sectoral diversification of Argentine banks, 1999-2004。Applied Financial Economics,18(3),199-211。  new window
33.Bai, Jennie、Krishnamurthy, Arvind、Weymuller, Charles H.(2018)。Measuring liquidity mismatch in the banking sector。Journal of Finance,73,51-93。  new window
34.Aubuchon, Craig P.、Wheelock, David C.(2010)。The geographic distribution and characteristics of U.S. bank failures, 2007-2010: Do bank failures still reflect local economic conditions?。Federal Reserve Bank of St. Louis Review,92,395-415。  new window
35.Diamond, Douglas W.、Dybvig, Phillip H.(1983)。Bank Runs, Deposit Insurance, and Liquidity。Journal of Political Economy,91(3),401-419。  new window
研究報告
1.Shen, Chung-Hua、Chen, Ting-Hsuan(2014)。Performance Analysis of Liquidity Indicators as Early Warning Signals。  new window
2.Ng, Jeffrey、Rusticus, Tjomme O.(2012)。Banks' survival during the financial crisis: The role of regulatory reporting quality。  new window
3.Basel Committee on Banking Supervision(2006)。Studies on credit risk concentration。  new window
圖書
1.Wooldridge, Jeffrey M.(2010)。Econometric Analysis of Cross Section and Panel Data。MIT Press。  new window
單篇論文
1.Antoniades, Adonis(2020)。Commercial bank failures during the Great Recession: The real (estate) story,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2325261。  new window
 
 
 
 
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