Linear and Non-Linear Financial Econometrics -Theory and Practice 2021
DOI: 10.5772/intechopen.93778
|View full text |Cite
|
Sign up to set email alerts
|

More Credits, Less Cash: A Panel Cointegration Approach

Abstract: In this study, the long-run relation among credit expansion and liquidity risk was analyzed by using data of 20 banks in Turkish banking sector for the period 2014.Q1-2017.Q4. In the analysis, dynamic panel cointegration methodology which depends on cross-sectional dependence and homogeneity was adopted in order to determine whether there is a long-run relation between variables. As a result of the cointegration analysis, a long-run relation was found between liquidity risk and credit expansion. Also, the resu… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

0
0
0

Year Published

2022
2022
2024
2024

Publication Types

Select...
2

Relationship

0
2

Authors

Journals

citations
Cited by 2 publications
references
References 38 publications
0
0
0
Order By: Relevance