银行绩效对金融稳定的动态影响:来自东南欧的新证据

IF 1.7 Q3 BUSINESS, FINANCE

Journal of Central Banking Theory and Practice Pub Date : 2021-01-01 DOI:10.2478/jcbtp-2021-0008

Veton Zeqiraj, Flamur Mrasori, Omer Iskenderoglu, K. Sohag

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引用次数: 11

摘要

摘要本研究探讨了东南欧国家银行业表现是否影响金融稳定的问题。为了回答这个问题，GMM方法已应用于2000-2005年东南欧面板数据的分析。研究结果表明，ROA、ROE、贸易开放度和人力资本之间存在显著的正长期关系，而政府支出对金融稳定有负面影响。贸易开放、人力资本和政府支出可以保持金融体系的整体稳定。格兰杰因果关系分析揭示了欧洲这一地区银行系统占金融系统80%以上的主要假设。这项研究为政策制定者和研究银行业表现对欧洲这一地区金融稳定的作用提供了线索。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Dynamic Impact of Banking Performance on Financial Stability: Fresh Evidence from Southeastern Europe

Abstract This study addresses the issue of whether banking performance impacts financial stability in Southeastern European countries. To answer this question, the GMM approach has been applied in the analyses of the panel data over the period 2000–2015 for Southeastern Europe. The findings reveal the presence of significant positive long-run relationship between ROA, ROE, trade openness, and human capital, while government expenditures have negative impact on financial stability. Trade openness, human capital and government expenditures can keep the financial system stable as a whole. The Granger causality analysis discloses the main hypothesis where the banking system in this part of Europe accounts for more than 80% of the financial system. The study sheds light to the policymakers and research about the role of banking performance on financial stability for this region of Europe.

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来源期刊

Journal of Central Banking Theory and Practice BUSINESS, FINANCE-

CiteScore

2.80

自引率

57.10%

发文量

审稿时长

7 weeks

期刊介绍： Journal of Central Banking Theory and Practice is a scientific journal dedicated to publishing quality papers and disseminating original, relevant and applicable economic research. Scientific and professional papers that are published in the Journal of Central Banking Theory and Practice cover theoretical and practical aspects of central banking, monetary policy, including the supervision issues, as well as banking and management in central banks. The purpose of the journal is to educate the general public about the key issues that the central bankers globally face, as well as about contemporary research and achievements in the field of central banking theory and practice.