Indexed by: Journal paper

Document Code: 101024

First Author: Wei Deng

Correspondence Author: Fei Xing (Corresponding author)

Co-author: Lei Gao,Ming Yang

Journal: Emerging Markets Review

Included Journals: SSCI

Affiliation of Author(s): 华中科技大学经济学院

Place of Publication: 荷兰

Discipline: Economics

First-Level Discipline: Applied Economics

Funded by: 国家自科基金面上项目（71874061）

Document Type: J

Volume: 55

Issue: 55

Page Number: 101024

ISSN No.: 1873-6173

Key Words: Economic policy uncertainty; Bank deposit; Liability structure; Liquidity hoarding

DOI number: 10.1016/j.ememar.2023.101024

Date of Publication: 2023-03-31

Impact Factor: 4.888

Abstract: 本研究使用2009年至2017年的数据，研究经济政策不确定性（EPU）对中国商业银行负债端的影响。结果显示，EPU的增加导致商业银行客户从定期存款转向活期存款，从而缩短了存款期限并引发了商业银行的流动性囤积行为。我们的研究为商业银行囤积流动性背后的动机和策略提供了视角，并为风险管理、货币政策和系统性金融风险防范提供了启示。

Links to published journals: https://www.sciencedirect.com/science/article/pii/S1566014123000298