Macroeconomic Shocks' Responses of Small and Large Banks in the Bank-Based Countries?

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F16%3A43910574" target="_blank" >RIV/62156489:43110/16:43910574 - isvavai.cz</a>
Alternative codes found
RIV/61989100:27510/16:86094834
Result on the web
<a href="http://icfb.rs.opf.slu.cz/sites/icfb.rs.opf.slu.cz/files/kapounek_kucerova.pdf" target="_blank" >http://icfb.rs.opf.slu.cz/sites/icfb.rs.opf.slu.cz/files/kapounek_kucerova.pdf</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Macroeconomic Shocks' Responses of Small and Large Banks in the Bank-Based Countries?
Original language description
Banking institutions play a really important role in the process of providing credit to economic agents and are responsible for recovery after the financial crisis in the Europe. The objective of the paper is to identify the link between the European bank lending activities, main macroeconomic shocks, and institutional variables in the sample of EU-27 countries within the period 1998 - 2013. To increase macroeconomic implications we removed possible market based economies in final results. In addition, we distinguish between large and small banks in the sample. The microeconomic data are provided by the Bankscope database, macroeconomic shocks and institutional data are drawn from Eurostat on-line database. We employ robust OLS estimator to identify the main determinants of bank lending activities. The results confirm significant impact of macroeconomic shocks, banking controls and institutional variables on European lending activity. Not surprisingly, the impact of monetary policy interest rates is debatable; this variable proved to be non-significant in all models. Instead, central bank financial assets played an important role in the process of bank lending activities.
Czech name
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Czech description
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Project
<a href="/en/project/GA14-28848S" target="_blank" >GA14-28848S: Financial Crisis, Depreciation and Credit Crunch in CEECs</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 15th International Conference on Finance and Banking
ISBN
978-80-7510-186-0
ISSN
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e-ISSN
neuvedeno
Number of pages
12
Pages from-to
154-165
Publisher name
Slezská univerzita v Opavě
Place of publication
Opava
Event location
Praha
Event date
Oct 13, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000447679800017

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