Bank Interest Rate Margins and Uncertainty: A Forward-Looking Approach

Baki Cem Şahin
Additional contact information
Baki Cem Şahin: Central Bank of Turkey

Journal of Finance Letters (Maliye ve Finans Yazıları), 2023, vol. 38, issue 120, 1-10

Abstract: The behavior of banks in setting interest rate margins has been in the interest of a variety of groups including management, shareholders, and policymakers. On this basis, the literature has employed a wide range of micro and macroeconomic factors in analyzing the interest rate margin. This study focuses more on uncertainty and investigates the role of uncertainty on bank interest margin setting in turkey. The analysis shows that higher uncertainty is associated with higher interest rate margins both in the short term and long term.

Keywords: Banking; Interest Rate Margin; Uncertainty; Cointegration (search for similar items in EconPapers)
JEL-codes: C22 E43 G21 (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://dergipark.org.tr/tr/download/article-file/2383472 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:acc:malfin:v:38:y:2023:i:120:p:1-10

DOI: 10.33203/mfy.1105753

Access Statistics for this article

Journal of Finance Letters (Maliye ve Finans Yazıları) is currently edited by Süleyman Kale

More articles in Journal of Finance Letters (Maliye ve Finans Yazıları) from Maliye ve Finans Yazıları Yayıncılık Ltd. Şti.
Bibliographic data for series maintained by Süleyman Kale ().