Doğuş Üniversitesi Dergisi

1308-6979

Dogus University

TÜRKİYE’DE MEVDUAT BANKASI FAİZLERİ VE KATILIM BANKASI KÂR PAYLARI ARASINDAKİ NEDENSELLİK İLİŞKİSİ

ON THE CAUSAL RELATIONSHIP BETWEEN DEPOSIT RATES IN CONVENTIONAL BANKS AND PROFITSHARING RATES IN ISLAMIC BANKS IN TURKEY

Gök

Remzi

Dicle Üniversitesi, İktisadî ve İdarî Bilimler Fakültesi, İşletme Bölümü

01 01 2021

22 1 21 37

2000

Dogus University Journal

Bu çalışmada, 2001 Mart ve 2019 Haziran dönemine ait verileri kullanarak Türkiye’deki kâr payı oranlarının mevduat faiz oranlarını takip edip etmedikleri, standart ekonometrik ve dalgacıklar analizi aracılığıyla, araştırılmıştır. Aylık gözlemlerin kullanıldığı bu çalışmada, değişkenler arasında faklı zaman ölçeklerinde geçerli hem tek hem de çift yönlü nedensellik ilişkisi bulgusuna rastlanmıştır. Ayrıca, değişkenler arasındaki korelasyon ilişki derecesinin ve yönünün dalgacık ölçeklerine göre önemli derecede değiştiği sonucuna ulaşılmıştır. Bu sonuçlar, her iki bankacılık sektörü getiri oranlarının birbirinden bağımsız olmadığını ve dolayısıyla finansal istikrarı ve risk yönetimine yönelik alınacak kararlar açısından dikkate alınması gerektiğini göstermektedir

This paper empirically investigates whether profit-sharing rates in Islamic banks follow rates of the conventional banks in Turkey over the sample period March 2001 to June 2019 through employing both standard econometric and wavelet approaches. We identify both unidirectional and bidirectional causality between the monthly observations at different time scales. Moreover, the direction of the relationship considerably varies and displays coefficient sign reversal over wavelet scales. Overall, our findings suggest that the rates of return in both banking sectors are not independent of each other and, therefore, have important implications regarding financial stability and risk management.

Wavelets Islamic Finance Profit-sharing Conventional Banks Causality.

Dalgacıklar İslami Finans Kâr Payı Mevduat Bankası Nedensellik

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