Türkiye’de İslami ve Geleneksel Banka Döviz Mevduatlarının Getirileri Arasındaki İlişki

Year 2018, , 147 - 162, 15.07.2018

Etem Hakan Ergeç

https://doi.org/10.17541/optimum.406283

Abstract

Dual bankacılık sistemine sahip ekonomilerde İslami ve geleneksel banka mevduatlarının getirileri arasındaki nedensellik ilişkisi, literatürde önemli bir çalışma alanı teşkil etmektedir. Mevcut çalışmaların hemen hemen tümü, bu nedensellik ilişkisini yerli para cinsi mevduatlar özelinde değerlendirmektedir. Bu çalışmada yerli para cinsi mevduatlar yerine döviz cinsi mevduatlar ele alınmıştır. Toda-Yamamoto nedensellik yönteminin kullanıldığı analizlerde, 12 ay ve daha uzun vade grubu dışındaki tüm vade gruplarında nedensellik ilişkisi tespit edilmiştir. Dolar cinsi mevduatlarda, İslami ve geleneksel banka mevduat getirileri arasında çift yönlü nedensellik ilişkisi bulunmaktadır. Avro cinsi mevduatların getirileri arasında ise mevduat faiz oranının, kar paylarının Granger nedeni olduğu, tek yönlü nedensellik ilişkisi bulunmaktadır.

Keywords

Kar Payı, Faiz Oranı, Döviz Tevdiat Hesapları, İslami Bankacılık, Türk Bankacılık Sistemi

Relationship between Rate of Returns on Foreign Exchange Islamic and Conventional Deposits in Turkey

Abstract

The causal relationship between the rates of
return on deposits of Islamic banks and deposits of conventional banks in an economy
with dual banking systems is a significant area of study in the literature. While
studying this causal relationship, vast majority of the existing studies consider
domestic currency deposits. In this paper instead of domestic currency
deposits, I consider foreign exchange currency deposits. By employing Toda-Yamamoto
causality analysis, a causality relationship for all the maturity groups is
found, but not for the 12-months maturity. For dollar accounts, the causality
relationship between rate of returns of Islamic and Conventional banking is
found to be two-way. For Euro accounts, this causality relationship is found to
be one way, where the interest rate of conventional banks is Granger cause of profit
share of Islamic banks.

Keywords

Profit Share, Interest Rate, Foreign Exchange Deposits, Islamic Banking, Turkish Banking System

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