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Statistical methods for analysing the relationship between bank profitability and liquidity

Author

Listed:
  • Bogusław Guzik

Abstract

W artykule opisano najczęściej spotykane podejścia do badania empirycznych związków między rentownością a płynnością bankową. Przedyskutowano możliwości i ograniczenia powszechnie stosowanych narzędzi analizy ilościowej – analizy korelacji lub funkcji regresji jednej zmiennej. Wskazano na metodologiczną niekompletność tych podejść. W związku z tym zaproponowano podejście, polegające na badaniu relacji między płynnością a rentownością na podstawie odpowiednio skonstruowanych wielowymiarowych modeli ekonomicznych.

Suggested Citation

  • Bogusław Guzik, 2006. "Statistical methods for analysing the relationship between bank profitability and liquidity," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 16(3-4), pages 57-68.
  • Handle: RePEc:wut:journl:v:3-4:y:2006:p:57-68
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