LIQUIDITY DETERMINANTS OF BANK SIZE GROUPS IN THE CZECH BANKING SECTOR

被引:0
|
作者
Lastuvkova, Jana [1 ]
机构
[1] Mendel Univ Brno, Brno, Czech Republic
来源
关键词
Czech banking sector; liquidity determinants; size classes; liquidity measurement;
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
The article focuses on determinants affecting the liquidity of bank size groups in the Czech banking sector. Possible factors are determined by using panel regression analyses between 2001 and 2013. As dependent variables, for higher complexity, more forms of liquidity are used - liquidity creation, outflow, net change and total reallocation. These values are calculated based on a specific method of liquidity risk measurement - gross liquidity flows. The results indicate both simultaneous impacts of some factors on the particular liquidity forms as well as isolated influence of given factors on one of the liquidity form.
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页码:501 / 508
页数:8
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