IDEAS home Printed from https://ideas.repec.org/a/taf/apeclt/v20y2013i12p1187-1192.html
   My bibliography  Save this article

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

Author

Listed:
  • A. Kasman
  • S. Kirbas-Kasman

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.

Suggested Citation

  • A. Kasman & S. Kirbas-Kasman, 2013. "The dynamic relationship between earnings volatility, concentration, stability and size in the Turkish banking sector," Applied Economics Letters, Taylor & Francis Journals, vol. 20(12), pages 1187-1192, August.
    • Handle: RePEc:taf:apeclt:v:20:y:2013:i:12:p:1187-1192
    DOI: 10.1080/13504851.2013.799742
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/13504851.2013.799742
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/13504851.2013.799742?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Muhammad Ali & Chin-Hong Puah, 2018. "Does Bank Size and Funding Risk Effect Banks’ Stability? A Lesson from Pakistan," Global Business Review, International Management Institute, vol. 19(5), pages 1166-1186, October.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:apeclt:v:20:y:2013:i:12:p:1187-1192. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/RAEL20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.