Temperature variability, natural disasters and bank systemic risk: Evidence from Chinese city commercial banks☆

被引：4

作者：

Wang, Daoping ^{[1
]}

Wang, Yichun ^{[1
]}

Liu, Yangjingzhuo ^{[2
]}

机构：

[1] Nankai Univ, Sch Finance, Tianjin, Peoples R China

[2] Peking Univ, Sch Econ, Beijing, Peoples R China

来源：

ECONOMICS LETTERS | 2024年 / 242卷

关键词：

Temperature variability; Bank systemic risk; Natural disasters; City commercial banks; CLIMATE-CHANGE;

D O I：

10.1016/j.econlet.2024.111846

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper examines the impact of temperature variability on bank systemic risk and the mediating effect of natural disasters. By employing data of 105 Chinese city commercial banks and 30 provinces from 2008 to 2020, we find a positive relationship between temperature variability and bank systemic risk, as well as the mediating effect of natural disasters. Moreover, heterogeneity analysis demonstrates that the relationship between temperature variability and bank systemic risk is only significant for banks in regions with small seasonal temperature differences and southern provinces of China.

引用

页数：5