The effect of macroeconomic variables on non-performing loan ratio of publicly traded banks in Turkey
Küçük Resim Yok
Tarih
2015
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
World Scientific and Engineering Academy and Society
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
There are various studies analyzing the correlation between non-performing loan ratios of banks and macroeconomic variables. The main motivation behind these studies is to reveal whether macroeconomic factors have an impact on non-performing loan ratio of banks and to determine lag length in cases in which these factors have an impact. This study examines the effect of macroeconomic variables (commercial loan interest rates and public debt stock/GDP ratios) on the consolidated non-performing loan ratio of banks involved in Borsa Istanbul (BIST) XBANK index in quarterly basis during 2002-2013 period. The result of econometric analysis revealed that changes in non-performing loan ratio can be explained by above mentioned macroeconomic variables. © 2015, World Scientific and Engineering Academy and Society. All rights reserved
Açıklama
Anahtar Kelimeler
GDP, Interest rates, Non performing loan ratio, Public debt
Kaynak
WSEAS Transactions on Business and Economics
WoS Q Değeri
Scopus Q Değeri
Q4
Cilt
12
