Bank funding and liquidity in an emerging market
Van Dan Dang
International Journal of Economic Policy in Emerging Economies, 2020, vol. 13, issue 3, 256-272
Abstract:
The study examines the impact of bank funding, in two main dimensions capturing equity capital and customer deposits, on bank liquidity positions in an emerging market. Through the regression estimates following both dynamic and static approaches in panel data models and the support of typical characteristics in funding structure of Vietnamese banks from 2007 to 2017, the study has the ideal tools to find the research results as expected, based on traditional accounting measures. The results show that equity capital and customer deposits have positive effects on bank liquidity positions. Further, the state ownership factor indicates no difference between liquidity behaviours of surveyed banks. These results are validated by alternative robustness checks from both linear and nonlinear specifications. The findings clarify the debates relating to emerging economies, thus providing some implications for better disciplines.
Keywords: deposit; emerging market; equity; funding liquidity; funding structure; market liquidity. (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://www.inderscience.com/link.php?id=109054 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:ids:ijepee:v:13:y:2020:i:3:p:256-272
Access Statistics for this article
More articles in International Journal of Economic Policy in Emerging Economies from Inderscience Enterprises Ltd
Bibliographic data for series maintained by Sarah Parker ().