How Do Short-Term Cross-Border Capital Flows Affect Bank Risk-Taking? Evidence from China

被引：0
|
作者：
Chen, Rui [1 ,2 ]
Li, Jinye [1 ,3 ]
机构：
[1] Xinjiang Univ, Sch Econ & Management, Urumqi, Xinjiang, Peoples R China
[2] Peoples Bank China, Money & Credit Management Div, Xinjiang Branch, Urumqi, Xinjiang, Peoples R China
[3] Xinjiang Univ, Sch Econ & Management, 666 Shengli Rd, Urumqi 830046, Xinjiang, Peoples R China
来源：
EMERGING MARKETS FINANCE AND TRADE | 2024年 / 60卷 / 05期
关键词：
Short-term cross-border capital flows; bank risk-taking; financial cycle; capital account openness; Chinese A-share listed commercial banks; F32; G01; G21; MONETARY-POLICY;
D O I：
10.1080/1540496X.2023.2267739
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This study examines the impact of short-term cross-border capital flows on banks' risk-taking using panel quarterly data from all 37 A-share listed commercial banks in China. We demonstrate that short-term cross-border capital flows increase both ex ante and ex post risk-taking by banks. The impact of short-term cross-border capital flows upon banks' ex ante and ex post risk-taking is heterogeneous across different kinds of commercial banks and at different phases of the financial cycle. Besides, short-term cross-border capital flows exhibit a non-linear effect on banks' ex ante risk-taking and ex post risk-taking with changes in capital account openness.
引用
收藏
页码：1064 / 1076
页数：13
相关论文
共 50 条
  • [31] Do board characteristics affect bank risk-taking and performance? Evidence from Indonesian and Malaysian Islamic banks
    Nainggolan, Yunieta Anny
    Prahmila, Dianita Indah
    Syaputri, Annisa Rizkia
    JOURNAL OF MANAGEMENT AND GOVERNANCE, 2023, 27 (04): : 1115 - 1145
  • [32] Do national culture and economic freedom affect bank risk-taking behavior? Evidence from GCC countries
    Akhter, Tanzina
    Abdul Halim, Zairihan
    Mehzabin, Saima
    Shahriar, Ahanaf
    Azad, Md. Abul Kalam
    INTERNATIONAL JOURNAL OF ISLAMIC AND MIDDLE EASTERN FINANCE AND MANAGEMENT, 2023, 16 (06) : 1159 - 1180
  • [33] Do board characteristics affect bank risk-taking and performance? Evidence from Indonesian and Malaysian Islamic banks
    Yunieta Anny Nainggolan
    Dianita Indah Prahmila
    Annisa Rizkia Syaputri
    Journal of Management and Governance, 2023, 27 : 1115 - 1145
  • [34] Do social networks encourage risk-taking? Evidence from bank CEOs
    Dbouk, Wassim
    Fang, Yiwei
    Liu, Liuling
    Wang, Haizhi
    JOURNAL OF FINANCIAL STABILITY, 2020, 46
  • [35] How does venture capital cross-border syndication spur corporate innovation? Evidence from China
    Hao, Haixia
    Guo, Lihong
    Dong, Jianwei
    FRONTIERS IN PSYCHOLOGY, 2022, 13
  • [36] How Do Banks and Investment Funds Affect Family Risk-Taking? Evidence from the Financial Crisis
    Blanco-Alcantara, David
    Farinha, Jorge B.
    Jara-Bertin, Mauricio
    Lopez-de-Foronda, Oscar
    Santamaria-Mariscal, Marcos
    CONTEMPORARY ISSUES IN BANKING: REGULATION, GOVERNANCE AND PERFORMANCE, 2018, : 255 - 278
  • [37] How does Bank Capital Affect Bank Profitability and Risk? Evidence from China's WTO Accession
    Lee, Chien-Chiang
    Ning, Shao-Lin
    Lee, Chi-Chuan
    CHINA & WORLD ECONOMY, 2015, 23 (04) : 19 - 39
  • [38] Dynamics of bank capital ratios and risk-taking: Evidence from US commercial banks
    Abbas, Faisal
    Ali, Shoaib
    COGENT ECONOMICS & FINANCE, 2020, 8 (01):
  • [39] Intellectual capital, bank stability and risk-taking: evidence from Asian emerging markets
    Dalwai, Tamanna
    Singh, Dharmendra
    Ananda, S.
    COMPETITIVENESS REVIEW, 2022, 32 (06) : 995 - 1024
  • [40] Cross-border venture capital flows and local ties: Evidence from developed countries
    Tykvova, Tereza
    Schertler, Andrea
    QUARTERLY REVIEW OF ECONOMICS AND FINANCE, 2011, 51 (01): : 36 - 48
12345