CO-MOVEMENT OF NON-PERFORMING LOANS AND BANK CONCENTRATIONS IN AN EMERGING MARKET: A WAVELET COHERENCE APPROACH

Authors : Şükrü UMARBEYLİ, Dervis KİRİKKALELİ

Pages : 91-100

Doi:10.52122/nisantasisbd.1105929

View : 66 | Download : 30

Publication Date : 2023-06-30

Article Type : Research Paper

Abstract :This study analyzes the link between non-performing loans insert ignore into journalissuearticles values(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

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