Bank Runs in China: Evidence from a Dynamic Panel Model

Xuefang Liu; William R J Alexander; Sajid Anwar

doi:10.1177/0976747918773128

Back

Bank Runs in China: Evidence from a Dynamic Panel Model

Journal article

Peer reviewed

Bank Runs in China: Evidence from a Dynamic Panel Model

Xuefang Liu, William R J Alexander and Sajid Anwar

Arthaniti-Journal of Economic Theory and Practice, Vol.17(1), pp.1-16

2018

DOI: https://doi.org/10.1177/0976747918773128

Files and links (1)

url

https://doi.org/10.1177/0976747918773128View

Published Version

Abstract

Economics

China

bank runs

bank fundamentals

macroeconomic factors

Arellano-Bond model

The rise of China as a global economic power has caused concern that a crisis in Chinese banking could lead to a worldwide downturn similar to the Global Financial Crisis. Early warning indicators, such as the credit-to-GDP gap and the debt service ratio, are worrying. It is, therefore, worthwhile to study the key factors affecting bank deposits in China. We estimate a dynamic panel model applied to a panel of 63 Chinese banks and find that bank-specific fundamentals, as opposed to macroeconomic factors, are the main drivers of changes in bank deposits.

Details

Title: Bank Runs in China: Evidence from a Dynamic Panel Model
Authors: Xuefang Liu (Author) - HSBC, China
William R J Alexander (Author) - University of the Sunshine Coast - Faculty of Arts, Business and Law
Sajid Anwar (Author) - University of the Sunshine Coast - Faculty of Arts, Business and Law
Publication details: Arthaniti-Journal of Economic Theory and Practice, Vol.17(1), pp.1-16
Publisher: University of Calcutta - Department of Economics
Date published: 2018
DOI: 10.1177/0976747918773128
ISSN: 0976-7479
Organisation Unit: School of Business and Creative Industries; Indigenous and Transcultural Research Centre; University of the Sunshine Coast, Queensland; USC Business School - Legacy
Language: English
Record Identifier: 99450664802621
Output Type: Journal article

Metrics

506 Record Views