Taki̇pteki̇ Kredi̇leri̇n Bankaya Özgü, Fi̇nansal Ve Makroekonomi̇k Beli̇rleyi̇ci̇leri̇: Türki̇ye Örneği̇

Ayaydın, Hasan; Pilatin, Abdulmuttalip; Barut, Abdülkadir

doi:10.18092/ulikidince.1013685

Cited by 8 publications

(1 citation statement)

References 41 publications

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“…This indicates that the effect of capital adequacy ratio on non-performing loans may vary periodically. The effect of unemployment rate on non-performing loans has also been determined for different markets and periods by Messai and Jouini (2013), Makri et al (2014), Kumar et al (2018), Bayar (2019), Kjosevski et al (2019), Ciukaj and Kil (2020), Kozarić and Dželihodžić (2020) and Ayaydın et al (2021). Findings regarding the decrease in non-performing loans due to the increase in the exchange rate differ with the findings obtained by Yüksel (2016).…”

Section: Discussionmentioning

confidence: 90%

Determinants of Non-Performing Consumer Loans for Turkey: Ardl Bounds Testing Approach

Küçük

2022

Business, Management and Economics Engineering

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Purpose – the aim of this study is to specify the factors affecting the non-performing consumer loans in deposit banks operating in Turkey. Besides the internal factors specific to banks, the effect of macroeconomic factors is also investigated. Research methodology – monthly data of deposit banks operating in Turkey and data on macroeconomic indicators for the period 2005:1–2021:12 is used is the study. With these data, ARDL bound testing approach is applied. If there is cointegration relation between variables, the long and short run coefficients are estimated. Findings – with the two different models created in the study, it has been specified that macroeconomic variables and internal variables have a cointegration relationship with non-performing loans. The rise in loan interest rates and unemployment rate increase the rate of non-performing consumer loans. Conversely, the increase in deposit interest rates and the dollar exchange rate decreases the rate of non-performing consumer loans. For internal factors, it is determined that the increase in the capital adequacy standard ratio and the return on assets decreases the ratio of non-performing consumer loans. Research limitations – the major limitation of this study is to research only the factors affecting the non-performing consumer loans ratio for Turkey. Practical implications – the results obtained in the study are valuable for bank managers and investors. Administrative decisions and investment decisions by considering the factors affecting the non-performing consumer loans ratio will increase the performance of both groups. Originality/Value – studies in the literature generally consider non-performing loans for banks as a whole. However, determining the factors affecting the non-performing loans ratio on the basis of loan types will make a significant contribution to the literature. For this reason, the factors affecting the non-performing consumer loans for the Turkish market is investigated, thus contributing to the literature.

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Section: Discussionmentioning

confidence: 90%

Determinants of Non-Performing Consumer Loans for Turkey: Ardl Bounds Testing Approach

Küçük

2022

Business, Management and Economics Engineering

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The effect of social capital on housing prices: panel data analysis by province in Turkey

Pilatin

Hepşen

Kayran

2023

IJHMA

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Purpose This study aims to reveal whether social capital has an effect on the housing price index in Turkey, which is a developing country. The research was carried out by using the data on the basis of 81 provinces of Turkey in a 12-year period covering the years 2007–2018. Design/methodology/approach The data were subjected to panel data regression analysis and the related models were tested using the Driscoll-Kraay (1998) Estimator. Findings According to the results of the analysis, it was understood that there is a negative and significant relationship between social capital (SC1) and the housing price index. The results were corroborated by susceptibility testing. As the level of social capital rises in the provinces in Turkey, the manipulative and opportunistic behavior tendencies of individual and corporate house sellers decrease. These results support the principal–agent theory and theory of moral hazard, which constitute the theoretical background of the study. Originality/value No study has been found in the literature on the effect of social capital on housing prices. This situation constitutes the main motivation source of the study and shows its originality.

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Küresel Finansal Kriz, Covid-19 Pandemisi ve Banka Sahiplik Yapısının Türkiye'deki Takipteki Krediler Üzerindeki Etkileri

Turan

Haseki

Elma

2023

Hacettepe Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi

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Using System Generalized Method of Moments and data for 23 deposit banks over the period 2002-2020 this study aims to investigate the bank-specific and macroeconomic determinants of non-performing loans in Turkey. For a well-functioning banking system, it is important to understand the empirical determinants of non-performing loans. In this context, we particularly focus on the effects of global financial crisis, Covid-19 pandemic, and bank ownership structure on non-performing loans. To provide additional insights, we divide our sample into two as the pre-crisis and post-crisis periods. Our results indicate that both bank-specific and macroeconomic factors play a significant role in explaining the non-performing loans. Moreover, we find a negative impact of Covid-19 pandemic while there is no evidence for any significant impact of the last global financial crisis. More interesting is to note that bank ownership structure does not exert any significant effect on non-performing loans. Furthermore, the determinants of non-performing loans greatly differ in pre-crisis and post-crisis periods. We think that a sound banking and financial system would play a decisive role for allocating financial resources and thus supporting macroeconomic stability.

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Taki̇pteki̇ Kredi̇leri̇n Bankaya Özgü, Fi̇nansal Ve Makroekonomi̇k Beli̇rleyi̇ci̇leri̇: Türki̇ye Örneği̇

Cited by 8 publications

References 41 publications

Determinants of Non-Performing Consumer Loans for Turkey: Ardl Bounds Testing Approach

Determinants of Non-Performing Consumer Loans for Turkey: Ardl Bounds Testing Approach

The effect of social capital on housing prices: panel data analysis by province in Turkey

Küresel Finansal Kriz, Covid-19 Pandemisi ve Banka Sahiplik Yapısının Türkiye'deki Takipteki Krediler Üzerindeki Etkileri

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