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Bank Capitalisation and Stock Market Liquidity: Assessing the Evidence

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dc.contributor.author Soliman, Alaa M.
dc.contributor.author Obi, Joseph
dc.date.accessioned 2018-07-10T12:10:39Z
dc.date.available 2018-07-10T12:10:39Z
dc.date.issued 2017-10
dc.identifier.citation Theoretical Economics Letters, 2017, 7, 1747-1760 en_US
dc.identifier.issn 2162-2086
dc.identifier.uri https://doi.org/10.4236/tel.2017.76118
dc.identifier.uri http://hdl.handle.net/123456789/1764
dc.description.abstract This paper provides both theoretical and empirical evidence for assessing the relationship between bank capitalisation and stock market liquidity. It estimates a bivariate VAR-GARCH (1.1) model to examine the linkage between bank capitalisation and stock market liquidity in Nigeria using annual data covering the period from 1986 to 2014. The findings of this paper show that bank capitalisation enables banks to give out more loans to the public and this increase in lending has a positive impact on stock market liquidity growth. The findings support the view that capitalised banks are well equipped to absorb and diversify risk, give out more loans, improve liquidity in the economy and improve stock market performance. en_US
dc.language.iso en en_US
dc.publisher Scientific Research en_US
dc.subject Bank Capitalisation en_US
dc.subject Stock Market en_US
dc.subject Nigeria en_US
dc.subject VAR en_US
dc.title Bank Capitalisation and Stock Market Liquidity: Assessing the Evidence en_US
dc.type Article en_US


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