Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/147078
Authors: 
Vodova, Pavla
Year of Publication: 
2013
Citation: 
[Journal:] e-Finanse: Financial Internet Quarterly [ISSN:] 1734-039X [Volume:] 9 [Year:] 2013 [Issue:] 3 [Pages:] 64-71
Abstract: 
This paper aims to identify determinants of liquidity among Hungarian commercial banks. The data cover the period from 2001 to 2010. Results of panel data regression analysis show that bank liquidity is positively related to capital adequacy of banks, interest rate on loans and bank profitability and negatively related to the size of the bank, interest margin, monetary policy interest rate and the interest rate on interbank transactions. The relation between the growth rate of GDP and bank liquidity is ambiguous.
Subjects: 
liquidity risk
liquidity ratio
panel data regression analysis
JEL: 
C23
G01
G21
Document Type: 
Article

Files in This Item:
File
Size
484.81 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.