Modelling the dynamics of Liquidity risk and bank profitability. A case of U.S. commercial banks

dc.contributor.author	Chepkemoi, Getrude
dc.date.accessioned	2022-02-04T10:37:00Z
dc.date.available	2022-02-04T10:37:00Z
dc.date.issued	2021
dc.description	Submitted in partial fulfillment of the requirements for the Degree of Bachelor of Business Science Financial Economics at Strathmore University	en_US
dc.description.abstract	This study examines the effects of liquidity risk on bank profitability in different time horizons in the United States of America's commercial banking sector over the years 2011 to 2020. The effects are studied using data obtained from 10 commercial banks in the United States of America. Both the two-step system GMM and the generalized least squares methods are applied. The results from two-step system GMM show that liquidity risk negatively impacts bank profitability across all horizons. The random effects estimator on the other hand does not show any robust impacts of liquidity risk on bank profitability.	en_US
dc.identifier.uri	http://hdl.handle.net/11071/12590
dc.language.iso	en	en_US
dc.publisher	Strathmore University	en_US
dc.title	Modelling the dynamics of Liquidity risk and bank profitability. A case of U.S. commercial banks	en_US
dc.type	Undergraduate Project	en_US

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