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Is the exchange rate a factor of bank liquidity changes? Study of the Czech Republic1

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F16%3A43910609" target="_blank" >RIV/62156489:43110/16:43910609 - isvavai.cz</a>

  • Result on the web

    <a href="http://www.akademiai.com/toc/204/38/3" target="_blank" >http://www.akademiai.com/toc/204/38/3</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1556/204.2016.38.3.5" target="_blank" >10.1556/204.2016.38.3.5</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Is the exchange rate a factor of bank liquidity changes? Study of the Czech Republic1

  • Original language description

    The effect of the exchange rate is often discussed in connection with economic performance, net export and inflation rate. Within the context of current discussions, we aim to examine the influence of the CZK/EUR exchange rate on changes in liquid assets in the Czech banking sector. The scope of our examination also covers the effects of GDP, CPI, one-month PRIBOR rate and the effects of ten-year government bond yield. The selected period is 2003-2014; monthly data taken from the CNB ARAD database is used. To verify the effect of the monitored variables on liquid assets in the Czech banking sector, we employed the regression analysis methods applied on financial and economic time series. The results show the effect of the CZK/EUR exchange rate and PRIBOR on changes in the liquid assets of Czech banks. The paper analyzes the identified causes and connections, and discusses possible consequences.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    AE - Management, administration and clerical work

  • OECD FORD branch

Result continuities

  • 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)

Others

  • Publication year

    2016

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Society and Economy

  • ISSN

    1588-9726

  • e-ISSN

  • Volume of the periodical

    38

  • Issue of the periodical within the volume

    3

  • Country of publishing house

    HU - HUNGARY

  • Number of pages

    16

  • Pages from-to

    359-374

  • UT code for WoS article

  • EID of the result in the Scopus database

    2-s2.0-84986206130