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Ahmed, Eltweri ; Nedal, Sawan ; Krayyem, Al-Hajaya ; Zineb, Badri. (2024) The Influence of Liquidity Risk on Financial Performance: A Study of the UK’s Largest Commercial Banks.
In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:12:p:580-:d:1550301.
Full description at Econpapers
cites:
Brůna, Karel, and Nad’a Blahová. 2016. Systemic Liquidity Shocks and Banking Sector Liquidity Characteristics on the Eve of Liquidity Coverage Ratio Application-The Case of the Czech Republic. Journal of Central Banking Theory and Practice 5: 159–84. [CrossRef] Bunda, Irina, and Jean-Baptiste Desquilbet. 2008. The bank liquidity smile across exchange rate regimes. International Economic Journal 22: 361–86. [CrossRef] Buschmann, Christian, and Christian Schmaltz. 2017. Sovereign collateral as a trojan horse: Why do we need an LCR+. Journal of Financial Stability 33: 311–30. [CrossRef] Byrne, Barbara M. 2013. Structural Equation Modeling with Mplus: Basic Concepts, Applications, and Programming. Abingdon: Routledge.
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