Öz
Türk bankacılık sektörünün temel gelirleri olan net faiz gelirlerinin toplam gelirler içindeki payı kriz yılları olan 1994 ve 2001 yılları hariç tutulduğunda ortalama yüzde 80 civarındayken, 2002 yılından sonra yüzde 60’lar seviyesine gerilemiş (Atasoy, 2007: 19) ve
A STUDY OF THE RELATIONSHIP BETWEEN BANKING SECTOR’S PROFITABILITY AND INTEREST RATES ON DEPOSITS USING JOHANSEN COINTEGRATION AND GRANGER CAUSALITY TEST
Öz
The profitability of banking sector has a critical importance in terms of this sector. There are various determiners of the profitability in banking sector. In this research the relationship between interest rates on deposits that is one of determiners of profitability and profitability in the banking sector is being studied and the effects of change in interest rates in deposits on the profitability in banking sector researched. The relationship between Return on Assets (ROA) and Return on Equity (ROE) which are the basic profitability indicators in banking sector is being tried to be detected using quarterly data for the period 2003Q1-2013Q4. Additionally the effects of 2008 global finance crisis is being tried to be reflected with the help of dummy variable. 3 public, 11 private equity and 18 foreign capitalized banks were included in the scope of the research. As a result of this research in which Johansen Cointegration and Granger Causality Tests were used has been found a long term relationship between variables and one way causality from the profitability indicators to interest rates.
Ayrıntılar
| Bölüm | Articles |
|---|---|
| Yazarlar | |
| Yayımlanma Tarihi | 29 Mart 2015 |
| Yayımlandığı Sayı | Yıl 2015 Cilt: 2 Sayı: 1 |
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