Liquidity Risk and Bank Performance: An Empirical Test for Tunisian Banks
Abdelaziz Hakimi () and
Khemais Zaghdoudi ()
Business and Economic Research, 2017, vol. 7, issue 1, 46-57
An important part of banking literature was interested in the relationship between credit risk and bank performance. However, only few studies investigated the association between liquidity risk and bank performance. The aim of this paper is to study the effect of liquidity risk on the Tunisian bank performance. To this end, we used a sample of 10 Tunisian banks over the period 1990-2013. By applying panel data method, precisely random effect regression, results show that liquidity risk decreases significantly Tunisian bank performance. Also, findings indicate that international financial crisis and inflation act negatively and significantly on bank performance.
Keywords: Liquidity risk; Bank performance; Tunisian banks; Panel data analysis (search for similar items in EconPapers)
JEL-codes: G20 G21 G28 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:mth:ber888:v:7:y:2017:i:1:p:46-57
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