A Multifactorial Analysis of Bank Liquidity in the Euro Area

Dan Costin Niţescu () and Florin Alexandru Duna ()
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Dan Costin Niţescu: The Bucharest University of Economic Studies
Florin Alexandru Duna: The Bucharest University of Economic Studies

Journal for Economic Forecasting, 2018, issue 3, 153-167

Abstract: The paper reflects a multifactorial analysis examining the inter-correlations between bank liquidity and a selection of macroeconomic and bank-related indicators, within the Euro Area 19 countries. In the first two parts of the paper, we present relevant developments, from a bank liquidity perspective, as well as findings from other relevant research. The third part includes our empirical study, which is based on the use of two multiple regressions: one dedicated to analyzing the correlations between bank liquidity and macroeconomic indicators (GDP, inflation, unemployment) and the other examining the correlations between bank liquidity and bank-related indicators (Bank deposits to GDP, Bank capital to total assets, provisions to NPL’s,). The fourth part highlights the results of the empirical study and the paper ends with a section of concluding remarks.

Keywords: bank liquidity; unemployment; inflation; NPLs; Euro area (search for similar items in EconPapers)
JEL-codes: E24 E31 E44 E51 E60 F36 G21 (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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