Causal Relationship Between Greed and Fear Index and Non-Performing Loans: An Empirical Study on the Turkish Banking Sector
Levent Sezal,
Beyza Nur Keklik
Abstract:This study aims to investigate the causality relationship between the greed and fear index and non-performing loans in the Turkish banking sector. Time series analyses are used in this study. For this purpose, Zivot and Andrews unit root test was used to determine the stationarity of the series. Then, Granger causality test was applied to determine whether there is a causality relationship between the series and if there is a causality relationship, the direction of the causality relationship. According to the… Show more
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