Determinants of commercial bank liquidity in Hungary

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.

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Year of publication:	2013
Authors:	Vodova, Pavla
Published in:	e-Finanse: Financial Internet Quarterly. - Rzeszów : University of Information Technology and Management, ISSN 1734-039X. - Vol. 9.2013, 3, p. 64-71
Publisher:	Rzeszów : University of Information Technology and Management
Subject:	liquidity risk \| liquidity ratio \| panel data regression analysis

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Type of publication:	Article
Type of publication (narrower categories):	Article
Language:	English
Other identifiers:	785661964 [GVK] hdl:10419/147078 [Handle]
Classification:	C23 - Models with Panel Data ; G01 - Financial Crises ; G21 - Banks; Other Depository Institutions; Mortgages
Source:	EconStor

Persistent link: https://www.econbiz.de/10011551405