Please use this identifier to cite or link to this item:
https://www.um.edu.mt/library/oar/handle/123456789/73271
Title: | Analysis of the macroeconomic factors determining the asset profitability of the Turkish banking system in the period of 2010-2020 |
Authors: | Ozkan, Ozgur |
Keywords: | Banks and banking -- Turkey Banks and banking -- Finance Macroeconomics Bank assets -- Turkey |
Issue Date: | 2021-04 |
Publisher: | Ahmet Gökgöz |
Citation: | Ozkan, O. (2021). Analysis of the macroeconomic factors determining the asset profitability of the Turkish banking system in the period of 2010-2020. Journal of Accounting, Finance and Auditing Studies, 7(2), 64-79. |
Abstract: | Purpose: The aim of the study is to analyze domestic and
international macro-economic factors affecting the
profitability rates of the Turkish banking sector, in the
period 2010-2020 as capital movements are quite
volatile. Methodology: Thus, it will be investigated whether global factors or domestic economic conditions are more effective on bank vulnerability. ARDL and Error Correction Models were used to analyze the short and long term relationships between variables. Findings: ARDL bounds test findings show that there is a cointegration relationship between bank profitability and selected macro-economic variables in the long run. In this respect, we can say that there is a causal link between all variables considered in the number one functional relationship and ROA. Originality/Value: This study contributed to the Turkish literature by examining the macroeconomic determinants of bank profitability with ARDL method. |
URI: | https://www.um.edu.mt/library/oar/handle/123456789/73271 |
Appears in Collections: | Journal of Accounting, Finance and Auditing Studies, Volume 7, Issue 2 Journal of Accounting, Finance and Auditing Studies, Volume 7, Issue 2 |
Files in This Item:
File | Description | Size | Format | |
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JAFAS7(2)A5.pdf | 862.74 kB | Adobe PDF | View/Open |
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