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Record W4404189171 · doi:10.1080/23322039.2024.2422958

Navigating bank risk-taking under excess liquidity: the moderating role of economic policy uncertainty and lessons from the Global Financial Crisis

2024· article· en· W4404189171 on OpenAlex
Thai Vu Hong Nguyen, Chrıstophe Schınckus, Thanh Tuan Chu

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueCogent Economics & Finance · 2024
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsUniversity of the Fraser Valley
Fundersnot available
KeywordsMarket liquidityFinancial crisisLiquidity riskLiquidity crisisEconomicsFinancial systemMonetary economicsModerationIndex (typography)Economic policyBusinessMacroeconomics

Abstract

fetched live from OpenAlex

The study investigates the moderation effect of economic policy uncertainty (EPU) towards the relationship between excess liquidity and bank risk-taking as well as explores its stronger impact in countries severely affected by the 2008 Global Financial Crisis (GFC). Using System Generalized Methods of Moments (SGMM) on an unbalanced dataset for 33 countries from 2000 to 2019, the study finds that an increase in the EPU index attenuates the positive impact of excess liquidity on bank risk-taking. The study also finds that the attenuating effect of EPU on the relationship between excess liquidity and bank risk-taking is stronger in countries that were most severely affected by the GFC. It argues that the mechanisms by which excess liquidity induces risk-taking are disrupted under high EPU. Our study also extends behavioral theories to shed light on how the GFC altered bank risk-taking in the presence of excess liquidity and high EPU.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.573
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0010.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.025
GPT teacher head0.281
Teacher spread0.256 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it