The Effect of Credit and Market Risk on Bank Performance: Evidence from Turkey

Cilt: 6 Sayı: 2 1 Nisan 2016
  • Aykut Ekinci
International Journal of Economics and Financial Issues Kapak
International Journal of Economics and Financial Issues
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The Effect of Credit and Market Risk on Bank Performance: Evidence from Turkey

Abstract

There is a strong connection between bank performance and economic growth. Therefore, understanding on the effects of credit and market risk on bank performance could contribute to the better functioning of the banking system. This study investigates the effects of credit and market risk, i.e. interest rate and foreign exchange rate risk, on the bank performance for the Turkish Banking sector in a time-varying framework employing the GARCH approach for the 18.01.2002-30.10.2015 period by using weekly data. The results suggest two main findings: (i) credit risk and foreign exchange rate have a positive and significant effect, but interest rate has insignificant effect on banking sector profitability, (ii) credit and market risk have a positive and significant effect on conditional bank stock return volatility.

Keywords

Ayrıntılar

Birincil Dil

İngilizce

Konular

-

Bölüm

-

Yazarlar

Aykut Ekinci Bu kişi benim

Yayımlanma Tarihi

1 Nisan 2016

Gönderilme Tarihi

1 Nisan 2016

Kabul Tarihi

-

Yayımlandığı Sayı

Yıl 2016 Cilt: 6 Sayı: 2

IZ

https://izlik.org/JA59UL64GC

Kaynak Göster

RIS / Bibtex
APA
Ekinci, A. (2016). The Effect of Credit and Market Risk on Bank Performance: Evidence from Turkey. International Journal of Economics and Financial Issues, 6(2), 427-434. https://izlik.org/JA59UL64GC
AMA
1.Ekinci A. The Effect of Credit and Market Risk on Bank Performance: Evidence from Turkey. IJEFI. 2016;6(2):427-434. https://izlik.org/JA59UL64GC
Chicago
Ekinci, Aykut. 2016. “The Effect of Credit and Market Risk on Bank Performance: Evidence from Turkey”. International Journal of Economics and Financial Issues 6 (2): 427-34. https://izlik.org/JA59UL64GC.
EndNote
Ekinci A (01 Nisan 2016) The Effect of Credit and Market Risk on Bank Performance: Evidence from Turkey. International Journal of Economics and Financial Issues 6 2 427–434.
IEEE
[1]A. Ekinci, “The Effect of Credit and Market Risk on Bank Performance: Evidence from Turkey”, IJEFI, c. 6, sy 2, ss. 427–434, Nis. 2016, [çevrimiçi]. Erişim adresi: https://izlik.org/JA59UL64GC
ISNAD
Ekinci, Aykut. “The Effect of Credit and Market Risk on Bank Performance: Evidence from Turkey”. International Journal of Economics and Financial Issues 6/2 (01 Nisan 2016): 427-434. https://izlik.org/JA59UL64GC.
JAMA
1.Ekinci A. The Effect of Credit and Market Risk on Bank Performance: Evidence from Turkey. IJEFI. 2016;6:427–434.
MLA
Ekinci, Aykut. “The Effect of Credit and Market Risk on Bank Performance: Evidence from Turkey”. International Journal of Economics and Financial Issues, c. 6, sy 2, Nisan 2016, ss. 427-34, https://izlik.org/JA59UL64GC.
Vancouver
1.Aykut Ekinci. The Effect of Credit and Market Risk on Bank Performance: Evidence from Turkey. IJEFI [Internet]. 01 Nisan 2016;6(2):427-34. Erişim adresi: https://izlik.org/JA59UL64GC