文献类型：期刊文献

英文题名：Effects of inflation and macroprudential policies on bank risk: Evidence from emerging economies

作者：Qin, Xueming Peng, Gangdong Zhao, Mengxiang

第一作者：Qin, Xueming

通信作者：Zhao, MX[1]

机构：[1]Southwestern Univ Finance & Econ, Res Inst Econ & Management, Chengdu 611130, Peoples R China;[2]Tsinghua Univ, Sch Econ & Management, Beijing 100084, Peoples R China;[3]Guizhou Inst Technol, Sch Econ & Management, Guiyang 550025, Peoples R China

第一机构：Southwestern Univ Finance & Econ, Res Inst Econ & Management, Chengdu 611130, Peoples R China

通信机构：corresponding author), Guizhou Inst Technol, Sch Econ & Management, Guiyang 550025, Peoples R China.|贵州理工学院经济管理学院;贵州理工学院;

年份：2025

卷号：97

外文期刊名：INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

收录：;Scopus(收录号：2-s2.0-85211493176);WOS:【SSCI(收录号:WOS:001411866400001)】；

语种：英文

外文关键词：Macroprudential policies; Inflation; Bank risk; Emerging economies

摘要：This study explores the relationship between macroprudential policies, inflation, and bank risk in emerging economies. Several significant findings emerge based on panel data from approximately 1400 commercial banks across 32 emerging economies over the period 2000-2018. Firstly, a positive correlation is observed between inflation rates and bank risk, suggesting that inflation increases financial instability. Contrary to their intended purpose, stringent macroprudential policies actually intensify bank risk during periods of high inflation rather than stabilizing economies. Secondly, the analysis indicates that macroprudential tools designed to moderate credit cycles significantly enhance the risk banks face from inflation. Varied impacts are observed among different macroprudential instruments: capital-related, reserve requirement, and foreign exchange-related tools counterproductively heighten bank risk during periods of high inflation. Conversely, asset-based and liquidityfocused tools effectively reduce bank risk under similar inflationary conditions.