Galletta, Simona; Mazzù, Sebastiano - In: Risks 7 (2019) 3, pp. 1-18
savings banks, income diversification raises the liquidity risk while investment banks reliant on non-deposit funding decrease … exposed to liquidity risk. The financial crisis in 2007–2009 highlighted the importance of liquidity to the functioning … financial crisis, from 2011 to 2017. While employing a generalized method of moment two-step estimator, we find that the banking …