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
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Czech description
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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
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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
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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
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EID of the result in the Scopus database
2-s2.0-84986206130