Governance matters on non-performing loans: Evidence from emerging markets

被引:2
作者
Buyukoglu, Burak [1 ]
Sit, Ahmet [2 ]
Eksi, Ibrahim Halil [1 ]
机构
[1] Gaziantep Univ, Gaziantep, Turkey
[2] Malatya Turgut Ozal Univ, Malatya, Turkey
关键词
Non-performing loans; Worldwide Governance Indicators; PANEL-DATA; EMPIRICAL-ANALYSIS; BANKING INDUSTRY; DETERMINANTS; GROWTH; RISK; INSTITUTIONS; INDICATORS; EFFICIENCY; AFRICA;
D O I
10.13133/2037-3643/17486
中图分类号
F [经济];
学科分类号
02 ;
摘要
In this study, new determinants of non-performing loans (NPL) for the MSCI emerging countries were investigated. For this purpose, a new index was formed using the World Bank's Worldwide Governance Indicator data from 2002 to 2018. To test the effect of governance on NPL, we used the GMM technique. As a robustness test for GMM results, we employed the DOLSMG technique. According to the results, NPL was affected negatively by the governance index. This result could be of interest to policymakers and regulators as a macroprudential policy tool.
引用
收藏
页码:75 / 91
页数:17
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