Economic policy uncertainty, cross-border capital inflows and credit asset allocation risk

Bojing Liu

Finance Research Letters, 2024, vol. 68, issue C

Abstract: This study investigates the impact of economic policy uncertainty on credit asset allocation risk with Chinese commercial banks as the research object. The study finds that economic policy uncertainty is positively related to credit asset allocation risk; cross-border capital inflows play a partly mediating role in the impact of economic policy uncertainty on credit asset allocation risk, and economic policy uncertainty increases credit asset allocation risk by suppressing cross-border capital inflows.

Keywords: Economic policy uncertainty; Cross-border capital inflows; Credit asset allocation risk (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010146

DOI: 10.1016/j.frl.2024.105984

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