- Nişantaşı Üniversitesi Sosyal Bilimler Dergisi
- Vol: 11 Issue: 1
- CO-MOVEMENT OF NON-PERFORMING LOANS AND BANK CONCENTRATIONS IN AN EMERGING MARKET: A WAVELET COHEREN...
CO-MOVEMENT OF NON-PERFORMING LOANS AND BANK CONCENTRATIONS IN AN EMERGING MARKET: A WAVELET COHERENCE APPROACH
Authors : Şükrü Umarbeyli, Dervis Kirikkaleli
Pages : 91-100
Doi:10.52122/nisantasisbd.1105929
View : 15 | Download : 17
Publication Date : 2023-06-30
Article Type : Research Article
Abstract :This study analyzes the link between non-performing loans (NPL) and bank concentrations in Turkey using the wavelet coherence approach. In line with the expectation of the present study, there were fluctuations in NPL by 5 and 7 banking concentrations between 2000 and 2003. Moreover, NPL ratios in the long term cause 5 and 7 banking concentrations. It is concluded that NPL in the Turkish banking sector is active on the size of asset concentration ratios of the largest 5 and 7 banks. Additionally, there is a positive correlation between NPL and 5 and 7 bank concentrations during the domestic banking crisis.Keywords : Non-Performing Loans, Bank Concentrations, Wavelet Coherence, Turkey Emerging Market