- Tytuł:
- Determinants of Liquidity Risk in the Countries of the European Economic Area
- Autorzy:
- Wysocka, Agnieszka
- Powiązania:
- https://bibliotekanauki.pl/articles/19322640.pdf
- Data publikacji:
- 2023-09-11
- Wydawca:
- Uniwersytet Warszawski. Wydawnictwo Naukowe Wydziału Zarządzania
- Tematy:
-
Financial Institution
Liquidity Risk
Deposit Insurance - Opis:
- The paper documents cross-country variation in the relationship between the deposit insurance scheme and liquidity risk in banks and explores the banking sector specific and macroeconomic determinants that can explain the variation. There is a lack of articles exploring the phenomenon in Europe, authors studying the issue focus on the United States and other parts of the world, so it is difficult to apply their results to Europe. The results of their research are also ambiguous. Using data from 28 countries of the European Economic Area by means of panel regression calculated with the use of GLS estimator with random effects, I established that an increase in deposit insurance coverage reduces the risk of liquidity. The study provides new information to help evaluate deposit insurance schemes across EEA countries.
- Źródło:
-
Journal of Banking and Financial Economics; 2023, 1(19); 114-136
2353-6845 - Pojawia się w:
- Journal of Banking and Financial Economics
- Dostawca treści:
- Biblioteka Nauki
Artykuł