Abstract
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
Abstract
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.
Details
| Journal Section | Articles |
|---|---|
| Authors | |
| Publication Date | March 29, 2015 |
| Published in Issue | Year 2015 Volume: 2 Issue: 1 |
Journal of Economics, Finance and Accounting (JEFA) is a scientific, academic, double blind peer-reviewed, quarterly and open-access online journal. The journal publishes four issues a year. The issuing months are March, June, September and December. The publication languages of the Journal are English and Turkish. JEFA aims to provide a research source for all practitioners, policy makers, professionals and researchers working in the area of economics, finance, accounting and auditing. The editor in chief of JEFA invites all manuscripts that cover theoretical and/or applied researches on topics related to the interest areas of the Journal. JEFA publishes academic research studies only. JEFA charges no submission or publication fee.
Ethics Policy - JEFA applies the standards of Committee on Publication Ethics (COPE). JEFA is committed to the academic community ensuring ethics and quality of manuscripts in publications. Plagiarism is strictly forbidden and the manuscripts found to be plagiarized will not be accepted or if published will be removed from the publication. Authors must certify that their manuscripts are their original work. Plagiarism, duplicate, data fabrication and redundant publications are forbidden. The manuscripts are subject to plagiarism check by iThenticate or similar. All manuscript submissions must provide a similarity report (up to 15% excluding quotes, bibliography, abstract and method).
Open Access - All research articles published in PressAcademia Journals are fully open access; immediately freely available to read, download and share. Articles are published under the terms of a Creative Commons license which permits use, distribution and reproduction in any medium, provided the original work is properly cited. Open access is a property of individual works, not necessarily journals or publishers. Community standards, rather than copyright law, will continue to provide the mechanism for enforcement of proper attribution and responsible use of the published work, as they do now.