Analysis of ECB Consolidated Banking Data and Covid19-outbreaks: Perspectives for Negative Interest Rates
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F20%3A43918722" target="_blank" >RIV/62156489:43110/20:43918722 - isvavai.cz</a>
Result on the web
<a href="https://doi.org/10.1063/5.0034531" target="_blank" >https://doi.org/10.1063/5.0034531</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1063/5.0034531" target="_blank" >10.1063/5.0034531</a>
Alternative languages
Result language
angličtina
Original language name
Analysis of ECB Consolidated Banking Data and Covid19-outbreaks: Perspectives for Negative Interest Rates
Original language description
This paper briefly addresses the zero or negative interest rate environment and its effect on banking sector. We present panel data analysis of such data well before covid19 outbreak. Robust test for normality are provided in order to check normality assumptions. Then we discuss the situation during and after covid19 outbreak.
Czech name
—
Czech description
—
Classification
Type
D - Article in proceedings
CEP classification
—
OECD FORD branch
50202 - Applied Economics, Econometrics
Result continuities
Project
<a href="/en/project/GA16-07089S" target="_blank" >GA16-07089S: Robust approach to testing for normality of error terms in econometric models</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
AIP Conference Proceedings 2302
ISBN
978-0-7354-4036-4
ISSN
0094-243X
e-ISSN
—
Number of pages
6
Pages from-to
030004
Publisher name
American Institute of Physics (AIP)
Place of publication
Melville
Event location
Albena
Event date
Jun 24, 2020
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000636887700067