Tóm tắt:

Tài liệu tham khảo:

1. Allen, f., & gale, d. (2004). Financial intermediaries and markets. Econometrica, 72(4), 1023-1061.
2. Arif, a., & anees, a. N. (2012). Liquidity risk and performance of banking system. Journal of financial regulation and compliance, 20(2), 182-195.
3. Aspachs, o., nier, e. W., & tiesset, m. (2005). Liquidity, banking regulation and the macroeconomy. Available at ssrn 673883. Doi:10.2139/ssrn.673883.
4. Athanasoglou, p., delis, m., & staikouras, c. (2006). Determinants of bank profitability in the south eastern european region. Working papers 47, bank of greece.
5. Barro, r. J., & lee, j. W. (2001). International data on educational attainment: updates and implications. Oxford economic papers, 53(3), 541-563
6. Berger, a. N., imbierowicz, b., & rauch, c. (2016). The roles of corporate governance in bank failures during the recent financial crisis. Journal of money, credit and banking, 48(4), 729-770.
7. Bonfim, d., & kim, m. (2012). Liquidity risk in banking: is there herding. European banking center discussion paper, 24, 1-31.
8. Bunda, i., & desquilbet, j. B. (2003). Bank liquidity and exchange rate regimes. In “current challenges, new european perspectives” 3rd international scientific conference (pp. 24-43).
9. Bunda, i., & desquilbet, j. B. (2008). The bank liquidity smile across exchange rate regimes. International economic journal, 22(3), 361-386.
10. Cucinelli, d. (2013). The determinants of bank liquidity risk within the context of euro area. Interdisciplinary journal of research in business issn, 2(10), 51-64.
11. Delechat, m. C., arbelaez, m. H., muthoora, m. P. S., & vtyurina, s. (2012). The determinants of banks' liquidity buffers in central america. International monetary fund.
12. Demirgüç-kunt, a., & huizinga, h. (1999). Determinants of commercial bank interest margins and profitability: some international evidence. The world bank economic review, 13(2), 379-408.
13. Demirgüç-kunt, a., levine, r., & min, h. (1998). Foreign banks: efficiency, stability, and growth. The implications of globalization of world financial markets.
14. Detragiache, e., & gupta, p. (2006). Foreign banks in emerging market crises: evidence from malaysia. Journal of financial stability, 2(3), 217-242.
15. Diamond, d. W., & rajan, r. G. (2001). Banks and liquidity. American economic review, 91(2), 422-425.
16. Diamond, d. W., & rajan, r. G. (2005). Liquidity shortages and banking crises. The journal of finance, 60(2), 615-647.
17. Dong, y., meng, c., firth, m., & hou, w. (2014). Ownership structure and risk-taking: comparative evidence from private and state-controlled banks in china. International review of financial analysis, 36, 120-130. Https://doi.org/10.1016/j.irfa.2014.03.009.
18. Dunning, j. H. (1977). Trade, location of economic activity and the mne: a search for an eclectic approach. In the international allocation of economic activity (pp. 395-418). Palgrave macmillan, london.
19. Duttweiler, r. (2009). The meaning of liquidity risk. Chapter, 1, 10-11.
20. Eichberger, j., & summer, m. (2005). Bank capital, liquidity, and systemic risk. Journal of the european economic association, 3(2-3), 547-555.
21. Ferrouhi, e. M., & lehadiri, a. (2013). Liquidity determinants of moroccan banking industry.
22. Franks, j., mayer, c., & renneboog, l. (2001). Who disciplines management in poorly performing companies? Journal of financial intermediation, 10(3-4), 209-248.
23. Goodhart, c., & schoenmaker, d. (2006). Burden sharing in a banking crisis in europe.
24. Gorton, g. W. (2014). Liquidity provision, bank capital, and the macroeconomy. Mimeo. Minneapolis: university of minnesota.
25. Gorton, g., & winton, a. (2000). Liquidity provision, bank capital, and the macroeconomy. Mimeo. Minneapolis: university of minnesota.
26. Hammami, y., & boubaker, a. (2015). Ownership structure and bank risk-taking: empirical evidence from the middle east and north africa. International business research, 8(5), 271.
27. Jensen, m. C., & meckling, w. H. (1976). Theory of the firm: managerial behavior, agency costs and ownership structure. Journal of financial economics, 3(4), 305-360.
28. Jordan, d. F., & dougall, h. E. (1960). Investments. Prentice-hall.
29. Khan, m. M. S., & chen, z. (1997). Patterns of capital flows to emerging markets: a theoretical perspective. Https://doi.org/10.5089/9781451924947.001.
30. Laeven, l. (1999). Risk and efficiency in east asian banks. The world bank. Https://doi.org/10.1596/1813-9450-2255.
31. Laeven, l., & levine, r. (2009). Bank governance, regulation and risk taking. Journal of financial economics, 93(2), 259-275.
32. Lee, s. W. (2008). Ownership structure, regulation, and bank risk-taking: evidence from korean banking industry. Investment management and financial innovations, 5(4), 70-74.
33. Lucchetta, m. (2007). What do data say about monetary policy, bank liquidity and bank risk taking? Economic notes, 36(2), 189-203.
34. Micco, a., panizza, u., & yanez, m. (2007). Bank ownership and performance. Does politics matter? Journal of banking & finance, 31(1), 219-241.
35. Moore, w. (2009). How do financial crises affect commercial bank liquidity? Evidence from latin america and the caribbean.
36. Moulton, h. G. (1918). Commercial banking and capital formation: iii. Journal of political economy, 26(7), 705-731.
37. Munteanu, i. (2012). Bank liquidity and its determinants in romania. Procedia economics and finance, 3, 993-998. Https://doi.org/10.1016/s2212-5671(12)00263-8.
38. Phan thị mỹ hạnh & tống lâm vy (2019). Các yếu tố ảnh hưởng đến rủi ro thanh khoản của hệ thống ngân hàng thương mại việt nam. Tạp chí nghiên cứu tài chính-marketing, (51), 26-38.
39. Praet, p., & herzberg, v. (2008). Market liquidity and banking liquidity: linkages, vulnerabilities and the role of disclosure. Banque de france financial stability review, (11), 95-109. Https://publications.banque-france.fr/sites/defaul ... Eview-11_2008-02.pdf.
40. Prochnow, h. V. (1949). Bank liquidity and the new doctrine of anticipated income. The journal of finance, 4(4), 298-314.
41. Repullo, r. (2004). Capital requirements, market power, and risk-taking in banking. Journal of financial intermediation, 13(2), 156-182.
42. Roman, a., & sargu, a. C. (2015). The impact of bank-specific factors on the commercial banks liquidity: empirical evidence from cee countries. Procedia economics and finance, vol. 20, 571-579. Https://doi.org/10.1016/s2212-5671(15)00110-0.
43. Saunders, a., strock, e., & travlos, n. G. (1990). Ownership structure, deregulation, and bank risk taking. The journal of finance, 45(2), 643-654.
44. Schoenmaker, d., & oosterloo, s. (2007). Crossborder issues in european financial supervision. The structure of financial regulation, routledge, london, 264-291.
45. Shleifer, a., & vishny, r. W. (1997). A survey of corporate governance. The journal of finance, 52(2), 737-783.
46. Smith, a. (1950). An inquiry into the nature and causes of the wealth of nations, (1776). Https://www.econlib.org/library/smith/smwn.html.
47. Terrell, h. S. (1984). The role of foreign banks in domestic banking markets. In federal reserve bank of san francisco proceedings (no. Dec, pp. 297-304).
48. Toby, a. (2006). Empirical study of the liquidity management practices of nigerian banks. Journal of financial management & analysis, 19(1), 57.
49. Trần hoàng ngân & phạm quốc việt (2016). Mối quan hệ giữa quản trị công ty và thanh khoản của các ngân hàng thương mại việt nam, tạp chí ngân hàng, 3+4, 119.
50. Trần thị thanh nga & trầm thị xuân hương (2018). Các yếu tố ảnh hưởng đến rủi ro thanh khoản ngân hàng. Tạp chí nghiên cứu tài chính – marketing, số 44, 26-35.
51. Trenca, i., petria, n., & corovei, e. A. (2015). Impact of macroeconomic variables upon the banking system liquidity. Procedia economics and finance, 32(2015), 1170-1177.
52.  trương quang thông (2019). Các nhân tố tác động đến rủi ro thanh khoản của hệ thống ngân hàng thương mại việt nam. Tạp chí phát triển kinh tế, số 276, 50-62.
53. Võ xuân vinh & mai xuân đức (2017). Shnn và rủi ro thanh khoản của các ngân hàng thương mại việt nam. Tạp chí khoa học đhqghn: kinh tế và kinh doanh, 33(3), 10-20.
54. Vodova, p. (2011). Liquidity of czech commercial banks and its determinants. International journal of mathematical models and methods in applied sciences, 5(6), 1060-1067.
55. Vũ thị hồng (2015). Các yếu tố ảnh hưởng đến thanh khoản của các ngân hàng thương mại việt nam. Tạp chí phát triển & hội nhập, 23(33), 32-49.
56. Wilson, j. O., casu, b., girardone, c., & molyneux, p. (2010). Emerging themes in banking: recent literature and directions for future research. The british accounting review, 42(3), 153-169

Abstract: