The dynamic relationship between earnings volatility, concentration, stability and size in the Turkish banking sector

A. Kasman and S. Kirbas-Kasman

Applied Economics Letters, 2013, vol. 20, issue 12, 1187-1192

Abstract: This article investigates the causal relationship between earnings volatility, concentration, stability and bank size in the Turkish banking sector in the period 2002 to 2011. A relatively new empirical methodology, dynamic panel Granger-causality test, is used to analyse the causal relationship between these variables. The empirical result shows that bank size and concentration negatively Granger-cause earnings volatility, suggesting that larger banks and more concentrated banking market decrease earnings volatility. Moreover, the result also indicates that concentration in the banking sector increases bank stability and supports the 'concentration-stability' hypothesis.

Date: 2013
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1080/13504851.2013.799742 (text/html)
Access to full text is restricted to subscribers.

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:taf:apeclt:v:20:y:2013:i:12:p:1187-1192

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RAEL20

DOI: 10.1080/13504851.2013.799742

Access Statistics for this article

Applied Economics Letters is currently edited by Anita Phillips

More articles in Applied Economics Letters from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().