Bank systemic risk and corporate investment: Evidence from the US

In this paper, we use three measures that arguably capture two dimensions of “bank systemic risk”, namely, (1) bank funding maturity and (2) bank asset commonality, to empirically test whether bank systemic risk has a positive effect on corporate investment. We document that in a sample of publicl...

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Main Authors: Adachi-Sato, Meg, Vithessonthi, Chaiporn *
Format: Article
Language:English
Published: Elsevier 2017
Subjects:
Online Access:http://eprints.sunway.edu.my/497/
http://eprints.sunway.edu.my/497/1/Vithessonthi%20.pdf
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author Adachi-Sato, Meg
Vithessonthi, Chaiporn *
author_facet Adachi-Sato, Meg
Vithessonthi, Chaiporn *
author_sort Adachi-Sato, Meg
building SU Institutional Repository
collection Online Access
description In this paper, we use three measures that arguably capture two dimensions of “bank systemic risk”, namely, (1) bank funding maturity and (2) bank asset commonality, to empirically test whether bank systemic risk has a positive effect on corporate investment. We document that in a sample of publicly listed firms in the United States over the period 1991-2013, bank systemic risk is positively associated with the firm-level investment ratio after controlling for a large set of country-level and firm-level variables. In addition, we show that a firm’s leverage strengthens the positive effect of bank systemic risk on corporate investment, suggesting that more financially constrained firms experience a larger effect of bank systemic risk on corporate investment than less financially constrained firms.
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spelling sunway-4972020-10-12T07:31:22Z http://eprints.sunway.edu.my/497/ Bank systemic risk and corporate investment: Evidence from the US Adachi-Sato, Meg Vithessonthi, Chaiporn * HG Finance In this paper, we use three measures that arguably capture two dimensions of “bank systemic risk”, namely, (1) bank funding maturity and (2) bank asset commonality, to empirically test whether bank systemic risk has a positive effect on corporate investment. We document that in a sample of publicly listed firms in the United States over the period 1991-2013, bank systemic risk is positively associated with the firm-level investment ratio after controlling for a large set of country-level and firm-level variables. In addition, we show that a firm’s leverage strengthens the positive effect of bank systemic risk on corporate investment, suggesting that more financially constrained firms experience a larger effect of bank systemic risk on corporate investment than less financially constrained firms. Elsevier 2017-01-14 Article PeerReviewed text en http://eprints.sunway.edu.my/497/1/Vithessonthi%20.pdf Adachi-Sato, Meg and Vithessonthi, Chaiporn * (2017) Bank systemic risk and corporate investment: Evidence from the US. International Review of Financial Analysis, 50. pp. 151-163. ISSN 1057-5219
spellingShingle HG Finance
Adachi-Sato, Meg
Vithessonthi, Chaiporn *
Bank systemic risk and corporate investment: Evidence from the US
title Bank systemic risk and corporate investment: Evidence from the US
title_full Bank systemic risk and corporate investment: Evidence from the US
title_fullStr Bank systemic risk and corporate investment: Evidence from the US
title_full_unstemmed Bank systemic risk and corporate investment: Evidence from the US
title_short Bank systemic risk and corporate investment: Evidence from the US
title_sort bank systemic risk and corporate investment: evidence from the us
topic HG Finance
url http://eprints.sunway.edu.my/497/
http://eprints.sunway.edu.my/497/1/Vithessonthi%20.pdf