Author

Xinming Li

Date of Award

Spring 2019

Document Type

Open Access Dissertation

Department

Moore School of Business

First Advisor

Allen N. Berger

Abstract

My dissertation includes three essays related to banking. In the first essay, I identify an important channel through which stronger legal enforcement boosts the real economy – by increasing bank liquidity creation. Results suggest that effective enforceability of contracts increases total, asset-side, liability-side, and off-balance sheet- side liquidity creation, implying favorable causal real economic effects.

In the second essay, we conduct the first broad-based international study on bank- level failures covering 92 countries over 2000-2014 and investigate national culture values as bank failure determinants. We find individualism and masculinity are positively associated with bank failure but operate through different channels.

In the third essay, we identify an important channel through which economic policy uncertainty (EPU) harms the real economy – bank liquidity hoarding. We first build a novel comprehensive measure of bank liquidity hoarding that takes into account hoarding activities of banks on the asset-, liability-, and off-balance sheet-sides and find in response to EPU, banks hoard liquidity overall and through all three components. The identification analyses indicate that bank choices dominate than customer choices, suggesting causal adverse effects of EPU on the real economy through banks.

Rights

© 2019, Xinming Li

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