The symmetric and asymmetric relationship between the ratio of non-performing loans and the return on equity: Evidence from Borsa Istanbul
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https://doi.org/10.5281/zenodo.14608886摘要
The ratio of non-performing loans is an important indicator that reveals banks' success in credit management. With the increase in this ratio, the profitability of banks is adversely affected. This study investigates the short and long-term asymmetric relationship between non-performing loans and the return on equity of banks enlisted on the Borsa Istanbul (BIST) using quarterly data from 2008Q1-2017Q4. We have formulated four different models for each bank with ARDL and NARDL methods to test the relationship between selected variables. Empirical results show a long-term asymmetric relationship between ROE and NPLs for most banks in BIST.
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