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Bank´s Liquidity in Ukraine shortly before and during Political Instability of 2013-2015
Thesis title in Czech: Bank Liquidity crisis in Ukraine shortly before and during political instability of 2013-2014
Thesis title in English: Bank´s Liquidity in Ukraine shortly before and during Political Instability of 2013-2015
English key words: liquidity, Ukraine, banking sector, time series analysis, ordinary least squares, liquidity crisis, first differencing
Academic year of topic announcement: 2014/2015
Type of assignment: Bachelor's thesis
Thesis language: angličtina
Department: Institute of Economic Studies (23-IES)
Supervisor: Mgr. Iuliia Brushko, M.A., Ph.D.
Author: hidden - assigned by the advisor
Date of registration: 13.10.2014
Date of assignment: 13.10.2014
Date and time of defence: 06.09.2016 00:00
Venue of defence: IES
Date of electronic submission:29.07.2016
Date of proceeded defence: 06.09.2016
Reviewers: doc. PhDr. Julie Chytilová, Ph.D.
 
 
 
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Preliminary scope of work in English
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.
 
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