...Bill Hu Purpose The purpose of this paper is to explore what happens to market liquidity (ML) during market crashes when funding liquidity (FL) is frozen. Design/methodology/approach The authors employ an event study methodology in a multivariate regression framework to examine the dynamics...

...Dessi Ratna Sari; Mamduh M. Hanafi Purpose This study aims to investigate the impact of funding liquidity on bank risk-taking, in the context of developing countries. While high liquidity (low liquidity risk) as measured by ratio of total deposits to total assets may improve bank stability, other...