Bank´s Liquidity in Ukraine shortly before and during Political Instability of 2013-2015
| Název práce v češtině: | Bank Liquidity crisis in Ukraine shortly before and during political instability of 2013-2014 |
|---|---|
| Název v anglickém jazyce: | Bank´s Liquidity in Ukraine shortly before and during Political Instability of 2013-2015 |
| Klíčová slova anglicky: | liquidity, Ukraine, banking sector, time series analysis, ordinary least squares, liquidity crisis, first differencing |
| Akademický rok vypsání: | 2014/2015 |
| Typ práce: | bakalářská práce |
| Jazyk práce: | angličtina |
| Ústav: | Institut ekonomických studií (23-IES) |
| Vedoucí / školitel: | Mgr. Iuliia Brushko, M.A., Ph.D. |
| Řešitel: | skrytý - zadáno vedoucím/školitelem |
| Datum přihlášení: | 13.10.2014 |
| Datum zadání: | 13.10.2014 |
| Datum a čas obhajoby: | 06.09.2016 00:00 |
| Místo konání obhajoby: | IES |
| Datum odevzdání elektronické podoby: | 29.07.2016 |
| Datum proběhlé obhajoby: | 06.09.2016 |
| Oponenti: | doc. PhDr. Julie Chytilová, Ph.D. |
| Kontrola URKUND: | |
| Předběžná náplň práce v anglickém jazyce |
| Abstract:
In this paper we are going to investigate what was happening to banking liquidity shortly before and during political instability of 2013-2015. Three liquidity ratios will be used as dependent variables for the model. I will also address the issue of the policies implemented by the Central Bank of Ukraine to handle the situation in the banking system, and discuss their efficiency. Outline: 1. Introduction 2. Ukrainian Banking System 3. Central Bank Policies and its Discussion 4. Measuring Bank Liquidity 5. The data 6. Methodology 7. The model 8. Testing for Gauss-Markov Assumptions 9. Empirical Results 10.Conclusion 11.Further Extensions References Berger, A. N., & Bouwman, C. H. (2006). The measurement of bank liquidity creation and the effect of capital. Available at SSRN 672784. Friedman, J., Hastie, T., & Tibshirani, R. (2001). The elements of statistical learning (Vol. 1). Springer, Berlin: Springer series in statistics. Vodová, P. (2011). Determinants of Commercial Bank’s Liquidity in Slovakia. Czech Science Foundation (Project GACR P403/11/P243). Bunda, I., & Desquilbet, J. B. (2003, May). Bank Liquidity and Exchange Rate Regimes. In “Current Challenges, New European Perspectives” 3rd International Scientific Conference (pp. 24-43). Cornett, M. M., McNutt, J. J., Strahan, P. E., & Tehranian, H. (2011). Liquidity risk management and credit supply in the financial crisis. Journal of Financial Economics, 101(2), 297-312. Berrospide, J. (2011). Liquidity hoarding and the financial crisis: an empirical evaluation. unpublished, Federal Reserve Bank of New York, December. Cerutti, E., Dell’Ariccia, G., & Peria, M. S. M. (2007). “How banks go abroad: Branches or subsidiaries?” Journal of Banking & Finance, 31(6), 1669-1692. Lucas, R., & Stokey, N. (2011). “Liquidity crises.” Unpublished manuscript, University of Chicago. Wooldridge, J. M. (2015). Introductory econometrics: A modern approach. Nelson Education. Brooks, C. (2014). Introductory econometrics for finance. Cambridge university press. Geene, W.H. (2012): “Econometric Alanlysis”. Boston: Prentice Hall, 7th ed. Drehmann, M., & Nikolaou, K. (2013). Funding liquidity risk: definition and measurement. Journal of Banking & Finance, 37(7), 2173-2182. |