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How Bank Competition Influences Financial Stability
Název práce v češtině: Jak konkurence mezi bankami ovlivňuje finanční stabilitu
Název v anglickém jazyce: How Bank Competition Influences Financial Stability
Klíčová slova: Finanční stabilita, bankovní konkurence, dynamická GMM, the Arellano and Bond estimátor
Klíčová slova anglicky: Financial Stability, Bank Competition, Dynamic GMM, the Arellano and Bond Estimator
Akademický rok vypsání: 2016/2017
Typ práce: diplomová práce
Jazyk práce: angličtina
Ústav: Institut ekonomických studií (23-IES)
Vedoucí / školitel: prof. Roman Horváth, Ph.D.
Řešitel: skrytý - zadáno vedoucím/školitelem
Datum přihlášení: 09.11.2016
Datum zadání: 09.11.2016
Datum a čas obhajoby: 08.02.2017 08:30
Místo konání obhajoby: Opletalova - Opletalova 26, O206, Opletalova - místn. č. 206
Datum odevzdání elektronické podoby:06.01.2017
Datum proběhlé obhajoby: 08.02.2017
Oponenti: prof. PhDr. Petr Teplý, Ph.D.
 
 
 
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Seznam odborné literatury
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Předběžná náplň práce
Tato práce zkoumá vztah mezi finanční stabilitou a bankovní konkurencí pomocí Arellano & Bond (1991) GMM modelu za použití panelových dat pro 205 zemí v letech 2000-2014. Zdrojem našich dat je nová, bohatší a aktualizovaná databáze The Global Financial Development Database dostupná na internetových stránkách World Bank. Díky specifikům této databáze můžeme použít nové kombinace měr finanční stability a bankovní konkurence a jsme schopni zkoumat jejich vztah více do hloubky. Výsledky ukazují pozitivní vztah mezi finanční stabilitou a bankovní konkurencí. Analýza také odhaluje, že záleží na tom, jaké míry finanční stability a bankovní konkurence jsou aplikovány. Také se ukazuje, že vztah mezi finanční stabilitou a bankovní konkurencí se v průběhu času nemění.
Předběžná náplň práce v anglickém jazyce
This paper investigates the link between financial stability and bank competition by means of the Arellano & Bond (1991) GMM model using annual panel data over the period 2000 – 2014 for 205 countries. Our data source is a new, richer and updated dataset The Global Financial Development Database available at World Bank. Due to the specifics of this dataset we are able to use new combinations of measures of financial stability and of bank competition and to study their relationship in greater depth. We find a positive link between financial stability and bank competition. Furthermore, our results provide evidence that it matters what measures of financial stability and bank competition we apply. Lastly, we ascertain that the relationship between financial stability and bank competition does not change over time.
 
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