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Bank Interest Rate Margins and Uncertainty: A Forward-Looking Approach

Sayı: 120 16 Ekim 2023
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Bank Interest Rate Margins and Uncertainty: A Forward-Looking Approach

Öz

The behavior of banks in setting interest rate margins has been in the interest of a variety of groups including management, shareholders, and policymakers. On this basis, the literature has employed a wide range of micro and macroeconomic factors in analyzing the interest rate margin. This study focuses more on uncertainty and investigates the role of uncertainty on bank interest margin setting in Turkey. The analysis shows that higher uncertainty is associated with higher interest rate margins both in the short term and long term.

Anahtar Kelimeler

banking, interest rate margin, uncertainty, cointegration

Kaynakça

  1. Afanasieff, Tarsila Segalla, Priscilla Maria Villa Lhacer, and Marcio Nakane, 2002, The Determinants of Bank Interest Spread in Brazil, Money Affairs XV, 183–207.
  2. Angbazo, Lazarus, 1997, Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking, Journal of Banking & Finance 21, 55–87.
  3. Carbo Valverde, Santiago, Rafael Lopez Del Paso, and Francisco Rodríguez Fernández, 2007, Financial Innovations in Banking: Impact on Regional Growth, Regional Studies 41, 311–326.
  4. Catão, Luis, 1998, Intermediation Spreads in a Dual Currency Economy; Argentina in the 1990s. IMF Working Papers, International Monetary Fund.
  5. Claeys, Sophie, and Rudi Vander Vennet, 2008, Determinants of bank interest margins in Central and Eastern Europe: A comparison with the West, Economic Systems 32, 197–216.
  6. Demirguc-Kunt, Asli, and Harry Huizinga, 1999, Determinants of Commercial Bank Interest Margins and Profitability: Some International Evidence, World Bank Economic Review 13, 379–408.
  7. Engle, Robert, and Clive Granger, 1987, Co-integration and Error Correction: Representation, Estimation, and Testing, Econometrica 55, 251–276.
  8. Erol, H., 2007. Bankalarda net faiz marjının belirleyicileri, risk duyarlılığı ve politika önerileri. Uzmanlık Yeterlilik Tezi, Türkiye Cumhuriyet Merkez Bankası.
  9. Gelos, R Gaston, 2006, Banking Spreads in Latin America. IMF Working Papers, International Monetary Fund.
  10. Guevara, Juan Fernández De, and Joaquin Maudos, 2002, Inequalities in the efficiency of the banking sectors of the European Union, Applied Economics Letters 9, 541–544.

Kaynak Göster

APA
Şahin, B. C. (2023). Bank Interest Rate Margins and Uncertainty: A Forward-Looking Approach. Maliye ve Finans Yazıları, 120, 1-10. https://doi.org/10.33203/mfy.1105753
AMA
1.Şahin BC. Bank Interest Rate Margins and Uncertainty: A Forward-Looking Approach. Maliye ve Finans Yazıları. 2023;(120):1-10. doi:10.33203/mfy.1105753
Chicago
Şahin, Baki Cem. 2023. “Bank Interest Rate Margins and Uncertainty: A Forward-Looking Approach”. Maliye ve Finans Yazıları, sy 120: 1-10. https://doi.org/10.33203/mfy.1105753.
EndNote
Şahin BC (01 Ekim 2023) Bank Interest Rate Margins and Uncertainty: A Forward-Looking Approach. Maliye ve Finans Yazıları 120 1–10.
IEEE
[1]B. C. Şahin, “Bank Interest Rate Margins and Uncertainty: A Forward-Looking Approach”, Maliye ve Finans Yazıları, sy 120, ss. 1–10, Eki. 2023, doi: 10.33203/mfy.1105753.
ISNAD
Şahin, Baki Cem. “Bank Interest Rate Margins and Uncertainty: A Forward-Looking Approach”. Maliye ve Finans Yazıları. 120 (01 Ekim 2023): 1-10. https://doi.org/10.33203/mfy.1105753.
JAMA
1.Şahin BC. Bank Interest Rate Margins and Uncertainty: A Forward-Looking Approach. Maliye ve Finans Yazıları. 2023;:1–10.
MLA
Şahin, Baki Cem. “Bank Interest Rate Margins and Uncertainty: A Forward-Looking Approach”. Maliye ve Finans Yazıları, sy 120, Ekim 2023, ss. 1-10, doi:10.33203/mfy.1105753.
Vancouver
1.Baki Cem Şahin. Bank Interest Rate Margins and Uncertainty: A Forward-Looking Approach. Maliye ve Finans Yazıları. 01 Ekim 2023;(120):1-10. doi:10.33203/mfy.1105753