Acharya, V., Naqvi, H., “The seeds of a crisis: a theory of bank liquidity and risk taking over the business cycle”, Journal of Financial Economics, Vol 106, pp. 349-366, November 2012.
Acharya, V., Thakor, A. V., “The dark side of liquidity creation: Leverage and systemic risk”, Journal of Financial Intermediation, Vol 28, pp. 4-21, 2016.
Ashraf, D., Rizwan, M.S., L’Huillier, B., “A net stable funding ratio for Islamic banks and its impact on financial stability: an international investigation”, Journal of Financial Stability, Vol 25, pp. 47-57, August 2016.
Aumann, R.J., Serrano, R., “An economic index of riskiness”, Journal of Political Economy, Vol 116, pp. 810-836, October 2008.
Basel Committee on Banking Supervision (BCBS), “Principles for sound liquidity risk management and supervision”, Bank for International Settlements, Basel, 2008.
Chalermchatvichien, P., Jumreornvong, S., Jiraporn, P., “Basel III, capital stability, risk-taking, ownership: evidence from Asia”, Journal of Multinational Financial Management, Vol 28, pp. 28-46, December 2014.
Cornett, M.M., McNutt, J.J., Strahan, P.E., Tehranian, H., “Liquidity risk management and credit supply in the financial crisis”, Journal of Financial Economics, Vol 101, pp. 297-312, August 2011.
Demirgüç-Kunt, A., Huizinga, H., “Bank activity and funding strategies: the impact on risk and returns”, Journal of Financial Economics, Vol 98, pp. 626-650, December 2010.
Dietrich, A., Hess, K., Wanzenried, G., “The good and bad news about the new liquidity rules of Basel III in Western European countries”, Journal of Banking and Finance, Vol 44, pp. 13-25, July 2014.
Drehmann, M., Nikolaou, K., “Funding liquidity risk: definition and measurement”, Journal of Banking and Finance, Vol 37, pp. 2173-2182, July 2013.
Hong, H., Huang, J.Z., Wu, D., “The information content of Basel III liquidity risk measures”, Journal of Financial Stability, Vol 15, pp. 91-111, December 2014.
Ivashina, V., Scharfstein, D., “Bank lending during the financial crisis of 2008”, Journal of Financial Economics, Vol 97, pp. 319-338, September 2010.
Khan, M.S., Scheule, H., Wu, E., “Funding liquidity and bank risk taking”, Journal of Banking and Finance, forthcoming.
King, M.R., “The Basel III net stable funding ratio and bank net interest margins”, Journal of Banking and Finance, Vol 37, pp. 4144-4156, November 2013.
Raddatz, C.E., “When the rivers run dry: liquidity and the use of wholesale funds in the transmission of the U.S. subprime crisis”, World Bank Policy Research Working Paper, No 5203, February 2010.
Schnytzer, A., Westreich, S., “A global index of riskiness”, Economics Letters, Vol 118, pp. 493-496, March 2013.
Vazquez, F., Federico, P., “Bank funding structures and risk: evidence from the global financial crisis”, Journal of Banking and Finance, Vol 61, pp. 1-14, December 2015.