Dimension of liquidity and their factors in the Slovenian banking sector

dc.contributor.authorLaštůvková, Jana
dc.date.accessioned2017-08-30T11:49:09Z
dc.date.available2017-08-30T11:49:09Z
dc.date.issued2017
dc.description.abstract-translatedThe present article focuses on the internal factors which have potential infl uence on the liquidity of the Slovenian banking sector. Unlike other studies, this paper uses multiple dependent variables, encompassing different views on liquidity and leading to higher complexity. These include the creation of liquidity, its outfl ow, net change and total reallocation, determined on the basis of a specifi c method of liquidity measurement – the gross liquidity fl ows. The chosen independent variables include various items of internal character such as loans, deposits, profi t, capital and the size of the bank. Robust regression analyses are performed. The results indicate that internal factors have the greatest infl uence on the creation of liquidity, where almost all the variables considered were signifi cant. Used factors do not only affect liquidity creation, often investigated by authors, but affect other dimensions of liquidity as well. A signifi cant item which played a role in multiple dimensions of liquidity was the value of loans and the size of the bank (total assets). The models have shown that any given factor only has an infl uence on the creation of liquidity without infl uencing its outfl ow and vice versa. Thus, when looking for determinants only for the creation or only for the outfl ow of liquidity, the results need not necessarily comprehensively show the infl uence of the given factors, and can lead to erroneous conclusions. It is therefore suitable to include multiple views on the value of liquidity, since the infl uence of a factor can be more dominant in a different dimension of liquidity and affect the fi nal value.en
dc.format12 s.cs
dc.format.mimetypeapplication/pdf
dc.identifier.citationE+M. Ekonomie a Management = Economics and Management. 2017, č. 2, s. 163-174.cs
dc.identifier.doi10.15240/tul/001/2017-2-012
dc.identifier.issn2336-5604 (Online)
dc.identifier.issn1212-3609 (Print)
dc.identifier.urihttp://hdl.handle.net/11025/26267
dc.language.isoenen
dc.publisherTechnická univerzita v Libercics
dc.relation.ispartofseriesE+M. Ekonomie a Management = Economics and Managementcs
dc.rights© Technická univerzita v Libercics
dc.rightsCC BY-NC 4.0cs
dc.rights.accessopenAccessen
dc.subjectbankovní sektorcs
dc.subjectSlovinskocs
dc.subjectrozměr likviditycs
dc.subjectdeterminanty likviditycs
dc.subjectinterní faktorycs
dc.subject.translatedbanking sectoren
dc.subject.translatedSloveniaen
dc.subject.translateddimension of liquidityen
dc.subject.translatedliquidity determinantsen
dc.subject.translatedinternal factorsen
dc.titleDimension of liquidity and their factors in the Slovenian banking sectoren
dc.typečlánekcs
dc.typearticleen
dc.type.statusPeer-revieweden
dc.type.versionpublishedVersionen

Files

Original bundle
Showing 1 - 1 out of 1 results
No Thumbnail Available
Name:
Lastuvkova.pdf
Size:
952.22 KB
Format:
Adobe Portable Document Format
Description:
Plný text
License bundle
Showing 1 - 1 out of 1 results
No Thumbnail Available
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed upon to submission
Description: