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
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