Determinants of commercial bank liquidity in Hungary

Artikel

This paper aims to identify determinants of liquidity among Hungarian commercial banks. The data cover the period from 2001 to 2010. Results of panel data regression analysis show that bank liquidity is positively related to capital adequacy of banks, interest rate on loans and bank profitability and negatively related to the size of the bank, interest margin, monetary policy interest rate and the interest rate on interbank transactions. The relation between the growth rate of GDP and bank liquidity is ambiguous.

Angaben zum Objekt

• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Journal: e-Finanse: Financial Internet Quarterly ; ISSN: 1734-039X ; Volume: 9 ; Year: 2013 ; Issue: 3 ; Pages: 64-71 ; Rzeszów: University of Information Technology and Management

Klassifikation und Themen

• Klassifikation: Wirtschaft ; Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models ; Financial Crises ; Banks; Depository Institutions; Micro Finance Institutions; Mortgages
• Thema: liquidity risk ; liquidity ratio ; panel data regression analysis

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): Vodova, Pavla
• Ereignis: Veröffentlichung
• (wer): University of Information Technology and Management
• (wo): Rzeszów
• (wann): 2013

Weitere Informationen

• Handle: http://hdl.handle.net/10419/147078
• Letzte Aktualisierung: 10.03.2025, 11:41 MEZ