Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/313471 
Year of Publication: 
2023
Citation: 
[Journal:] Journal of Banking and Financial Economics (JBFE) [ISSN:] 2353-6845 [Issue:] 19 [Year:] 2023 [Pages:] 114-136
Publisher: 
University of Warsaw, Faculty of Management, Warsaw
Abstract: 
The paper documents cross-country variation in the relationship between the deposit insurance scheme and liquidity risk in banks and explores the banking sector specific and macroeconomic determinants that can explain the variation. There is a lack of articles exploring the phenomenon in Europe, authors studying the issue focus on the United States and other parts of the world, so it is difficult to apply their results to Europe. The results of their research are also ambiguous. Using data from 28 countries of the European Economic Area by means of panel regression calculated with the use of GLS estimator with random effects, I established that an increase in deposit insurance coverage reduces the risk of liquidity. The study provides new information to help evaluate deposit insurance schemes across EEA countries.
Subjects: 
Financial Institution
Liquidity Risk
Deposit Insurance
JEL: 
G01
G21
G22
G28
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by Logo
Document Type: 
Article

Files in This Item:
File
Size





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.