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Měnová politika USA a tvorba bankovní likvidity: VAR evidence / U.S. Monetary Policy and Bank Liquidity Creation: VAR Evidence

With recent financial crisis the importance of liquidity not only as indicator of financial health of banks heightened. Thus this thesis aims the focus to relationship between real economy and bank liquidity creation, and provides empirical evidence of significant relationship between bank liquidity creation and GDP or inflation. Moreover, it shows that implementation of bank liquidity creation indicator into Taylor rule, in order to address for financial stability and health, is suitable alternative for financial stress index.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:337320
Date January 2014
CreatorsLacko, Branislav
ContributorsHorváth, Roman, Žigraiová, Diana
Source SetsCzech ETDs
LanguageEnglish
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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