DO MACROECONOMIC VARIABLES HAVE A SYMMETRIC OR ASYMMETRIC EFFECT ON NON-PERFORMING LOANS? EVIDENCE FROM TURKEY
In this study, the existence of therelationships between non-performing loans and macroeconomic variables for themonthly data of the Turkish banking sector between January 2005 and August 2018were analysed through the Johansen cointegration test (1991), VECM Grangercausality test (1988) and Hatemi-J...
Saved in:
Main Author: | |
---|---|
Format: | Article |
Language: | English |
Published: |
Mehmet Akif Ersoy University
2019-08-01
|
Series: | Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi |
Subjects: | |
Online Access: | https://dergipark.org.tr/en/download/article-file/791627 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|