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Liquidity Risk Management: An Empirical Analysis on Panel Data Analysis and ISE Banking Sector

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Author(s): Sibel ÇELİK | Yasemin Deniz AKARIM

Journal: Eskişehir Osmangazi Üniversitesi Sosyal Bilimler Dergisi
ISSN 1302-9703

Volume: 13;
Issue: 1;
Start page: 1;
Date: 2012;
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Keywords: Liquidity Risk Management | Panel Data Regression | Banking Sector

ABSTRACT
In this paper, we test the factors affecting liquidity risk management in banking sector in Turkey by using panel regression analysis. We use the data for 9 commercial banks traded in Istanbul Stock Exchange for the period 1998-2008. In conclusion, we find that risky liquid assets and return on equity variables are negatively related with liquidity risk. However, external financing and return on asset variables are positively related with liquidity risk. This finding is importance for banks since it underlines the critical factors in liquidity risk management.
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