Work

Modeling the stability dynamics of Ukrainian banking system

Year: 2013

Type: article

Abstract: The article is stressed on the stability indicator of the banking system as binary variable, which takes a single value in unstable condition and non-zero value otherwise. It is offered to explore stability dynamics of Ukrainian banking system as time series, suggested to perform stability indicator on the basis of stationary time series verification by adaptation of the Forster-Stewart method to the peculiarities of the research subject. In the article it is relevant to identify the main factors of stability indicator formation, realize decomposition of a system - forming components of the variable to be explained on the base of autoregression trend-seasonal additive or multiplicative models.

Source: Banks and Bank Systems

DOI: 10.21511/bbs.8(2).2013.01

Authors: Olga Kozmenko, Olha Kuzmenko

Institutions: Simon Kuznets Kharkiv National University of Economics, Ukrainian Academy of Banking of the National Bank of Ukraine, National Bank of Ukraine

Language: English

Topic: Banking stability, regulation, efficiency

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: gold

Estimated APC paid: $641

OpenAlex ID: W3122344623

FWCI: 1.016

Cites: 21

Cited by: 20

Related to: 10