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

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

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

Popis výsledku anglicky

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.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

AE - Řízení, správa a administrativa

OECD FORD obor

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Projekt

<a href="/cs/project/GA14-28848S" target="_blank" >GA14-28848S: Finanční krize, depreciace a credit crunch v zemích střední a východní Evropy</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2016

Kód důvěrnosti údajů

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

Název periodika

Society and Economy

ISSN

1588-9726

e-ISSN

—

Svazek periodika

38

Číslo periodika v rámci svazku

3

Stát vydavatele periodika

HU - Maďarsko

Počet stran výsledku

16

Strana od-do

359-374

Kód UT WoS článku

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EID výsledku v databázi Scopus

2-s2.0-84986206130