Bank Liquidity Determinants in CEE Countries

• Autorzy: Karolina Patora

Warianty tytułu

Determinanty płynności finansowej banków z krajów Europy Środkowo-Wschodniej

• Języki publikacji: PL

Abstrakty

Celem artykułu jest identyfikacja czynników determinujących zmiany płynności finansowej banków. Badanie przeprowadzono na próbie 21 banków, na przestrzeni 9 lat, w przekroju 5 krajów EŚW. Wykonano estymację panelową MNK, na podstawie której stwierdzono, że istnieje istotna statystycznie zależność pomiędzy zmianami rentowności, kosztu alternatywnego, kapitalizacji, siły rynkowej i stopy bezrobocia a zmianami płynności finansowej banków(abstrakt oryginalny)

EN

The aim of this paper is to identify the determinants of changes in banks' liquidity position. The research is based on a sample of 21 banks from 5 CEE countries. The data derived from annual consolidated financial statements of banks cover a period of 9 years, from 2004 to 2012. The sample is unbalanced. The results of the pooled OLS estimation deliver evidence of a statistically significant relationship between the changes in banks' liquidity and the changes in banks' profitability, opportunity cost, capitalization, market power and unemployment rate.(original abstract)

Słowa kluczowe

PL

Banki; Płynność finansowa

EN

Banks; Financial liquidity

• Czasopismo: Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu
• Rocznik: 2013
• Numer: nr 316 Current Problems of Banking Sector Functioning in Poland and in East European Countries
• Strony: 133--144

Twórcy

autor

Karolina Patora

• Uniwersytet Łódzki

Bibliografia

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