The effect of macroeconomic variables on non-performing loan ratio of publicly traded banks in Turkey

dc.contributor.authorIslamoglu, M.
dc.date.accessioned2024-09-29T16:22:04Z
dc.date.available2024-09-29T16:22:04Z
dc.date.issued2015
dc.departmentKarabük Üniversitesien_US
dc.description.abstractThere 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 reserveden_US
dc.identifier.endpage20en_US
dc.identifier.issn1109-9526
dc.identifier.scopus2-s2.0-84926672171en_US
dc.identifier.scopusqualityQ4en_US
dc.identifier.startpage10en_US
dc.identifier.urihttps://hdl.handle.net/20.500.14619/9788
dc.identifier.volume12en_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherWorld Scientific and Engineering Academy and Societyen_US
dc.relation.ispartofWSEAS Transactions on Business and Economicsen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectGDPen_US
dc.subjectInterest ratesen_US
dc.subjectNon performing loan ratioen_US
dc.subjectPublic debten_US
dc.titleThe effect of macroeconomic variables on non-performing loan ratio of publicly traded banks in Turkeyen_US
dc.typeArticleen_US

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