Döviz Kurlarındaki Dalgalanmaların Banka Karlılığı Üzerindeki Etkisinin Panel Veri Yöntemiyle Analizi

Abstract

The aim of this study is investigating the both interior and exterior factors affecting the profitability of 10 deposit bank operating in Turkey between the period of 2012-2016. In this study, Return on Equity Return on Assets were held as dependent variables. In order to research the affects on dependent variables by the help of Panel Data Analysis, Asset Size, Non Interest Income, Economic Growth, Inflation and Exchange Rate were included in models as independent variables. Both Fixed Effect Model and Random Effect Model parameters were estimated for both independent variables. Results indicate d that inflation is significat and has negative affect on dependent variable for both models. Beside, Non Interest Income is significant and positive affect on dependent variables for both models. It was seen that Exchange rate variable added on model was not significiant statistically.