Econometric investigation of the relationship of return on assets with the capital adequacy and leverage ratios in banking system of Turkey

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Atıf İçin Kopyala

Yıldırım F.

INTERNATIONAL JOURNAL OF PUBLIC SECTOR PERFORMANCE MANAGEMENT, cilt.13, sa.3, ss.388-397, 2024 (Scopus)

• Yayın Türü: Makale / Tam Makale
• Cilt numarası: 13 Sayı: 3
• Basım Tarihi: 2024
• Doi Numarası: 10.1504/ijpspm.2024.138042
• Dergi Adı: INTERNATIONAL JOURNAL OF PUBLIC SECTOR PERFORMANCE MANAGEMENT
• Derginin Tarandığı İndeksler: Scopus, Aerospace Database, Communication Abstracts, Metadex, Civil Engineering Abstracts
• Sayfa Sayıları: ss.388-397
• Akdeniz Üniversitesi Adresli: Evet

Özet

 In this study, the relationship of the return on assets in the banking system with capital adequacy ratio and leverage ratio in Turkey was investigated. The goal of the econometric analysis of the short- and long-term relationship between 2001-2018 was aimed. Econometric analysis of the short and the long-term relationship between 2001-2018 was performed. In the study, ADF and PP tests were used for the unit root test of the series. By using the Johansen-Juselius test as a cointegration test, the long-term relationship between variables was investigated. The vector error correction model was used to determine the short-term effect. As a result of the study, it was observed that capital adequacy and leverage ratios had an effect on the return on assets of the Turkish banking sector.