Funding liquidity risk and bank risk-taking in BRICS countries: an application of system GMM approach
Purpose: The purpose of this paper is to examine the effects of funding liquidity risk and liquidity risk on the bank risk-taking. Design/methodology/approach: This study employs a system generalized method of moments (GMM) estimation technique and a sample of 57 banks operating in BRICS countries...
| Glavni autori: | , , |
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| Format: | Članak |
| Jezik: | English |
| Izdano: |
Emerald Group Publishing
2018
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| Online pristup: | http://psasir.upm.edu.my/id/eprint/60601/1/Funding%20liquidity%20risk%20and%20bank%20risk-taking%20in%20BRICS%20countries%20an%20application%20of%20system%20GMM%20approach.pdf |