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- Title
TÜRKİYE'DE DÖVİZ KURU İLE SORUNLU KREDİLER İLİŞKİSİ: BİR ZAMAN SERİSİ ANALİZİ.
- Authors
BAŞ, Gizem; KARA, Mehmet
- Abstract
The quality of bank assets is significant for many developed and developing countries, in order to be able to operate the banking system in a healthy way. Hence, the most important asset quality indicator is non-performing loans. The objective of this study is to investigate the relationship between non-performing loans and exchange rates, become a current issue with exchange rate shocks in recent years in Turkish economy, considering commercial loans interest rates, credit volume and inflation variables for the period of 2005:Q4-2017:Q4 by applying ARDL analysis method. It is determined that there is a cointegration relationship between the variables, therefore, ARDL model is constructed and the association between the variables is examined for long and short term. The findings indicated that increase in real effective exchange rate leads non-performing loans to increase in both long and short term.
- Publication
Kafkas University, Journal of Economics & Administrative Sciences Faculty / Kafkas Üniversitesi Iktisadi ve Idari Bilimler Fakültesi Dergisi, 2020, Vol 11, Issue 22, p997
- ISSN
1309-4289
- Publication type
Article
- DOI
10.36543/kauiibfd.2020.043