Does the conventional benchmark prop up non-performing loans in Islamic banks? A case study of Malaysia with ARDL Approach
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Mr. Raphael A Espinoza & Mr. Ananthakrishnan Prasad, 2010. "Nonperforming Loans in the GCC Banking System and their Macroeconomic Effects," IMF Working Papers 2010/224, International Monetary Fund.
- Louzis, Dimitrios P. & Vouldis, Angelos T. & Metaxas, Vasilios L., 2012.
"Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios,"
Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1012-1027.
- Dimitrios P. Louzis & Aggelos T. Vouldis & Vasilios L. Metaxas, 2010. "Macroeconomic and bank-specific determinants of non-performing loans in Greece: a comparative study of mortgage, business and consumer loan portfolios," Working Papers 118, Bank of Greece.
- Vicente Salas & Jesús Saurina, 2002. "Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 22(3), pages 203-224, December.
- Edward S. Knotek, 2007. "How useful is Okun's law?," Economic Review, Federal Reserve Bank of Kansas City, vol. 92(Q IV), pages 73-103.
- Ms. Mwanza Nkusu, 2011. "Nonperforming Loans and Macrofinancial Vulnerabilities in Advanced Economies," IMF Working Papers 2011/161, International Monetary Fund.
- Bashir, Abdel-Hameed M., 2003. "Determinants Of Profitability In Islamic Banks: Some Evidence From The Middle East," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 11, pages 32-57.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Isaev, Mirolim & Masih, Mansur, 2017. "Macroeconomic and bank-specific determinants of different categories of non-performing financing in Islamic banks: Evidence from Malaysia," MPRA Paper 79719, University Library of Munich, Germany.
- Rahman, Syarifah & Masih, Mansur, 2018. "The vulnerability of Islamic bank’s credit risk to oil price shocks: evidence from Malaysia based on ARDL approach," MPRA Paper 106776, University Library of Munich, Germany.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Love, Inessa & Turk Ariss, Rima, 2014.
"Macro-financial linkages in Egypt: A panel analysis of economic shocks and loan portfolio quality,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 158-181.
- Inessa Love & Ms. Rima A Turk, 2013. "Macro-Financial Linkages in Egypt: A Panel Analysis of Economic Shocks and Loan Portfolio Quality," IMF Working Papers 2013/271, International Monetary Fund.
- Inessa Love & Rima Turk Ariss, 2013. "Macro-Financial Linkages in Egypt: A Panel Analysis of Economic Shocks and Loan Portfolio Quality," Working Papers 798, Economic Research Forum, revised Nov 2013.
- Inessa Love & Rima Turk Ariss, 2013. "Macro-Financial Linkages in Egypt: A Panel Analysis of Economic Shocks and Loan Portfolio Quality," Working Papers 201310, University of Hawaii at Manoa, Department of Economics.
- MBelen Salas & Prosper Lamothe & Enrique Delgado & Angel L. Fernández-Miguélez & Lucia Valcarce, 2024. "Determinants of Nonperforming Loans: A Global Data Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 64(5), pages 2695-2716, November.
- Erdinç, Didar & Abazi, Eda, 2014.
"The Determinants of NPLs in Emerging Europe, 2000-2011,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 1(2), pages 112-125.
- Didar ERDINC & Eda ABAZI, 2014. "The Determinants of NPLs in Emerging Europe, 2000-2011," Journal of Economics and Political Economy, KSP Journals, vol. 1(2), pages 112-125, December.
- Petr Jakubik & Eyup Kadioglu, 2022. "Factors affecting bank loan quality: a panel analysis of emerging markets," International Economics and Economic Policy, Springer, vol. 19(3), pages 437-458, July.
- Bholat, David & Lastra, Rosa & Markose, Sheri & Miglionico, Andrea & Sen, Kallol, 2016. "Non-performing loans: regulatory and accounting treatments of assets," Bank of England working papers 594, Bank of England.
- Aleš Melecký & Martin Melecký & Monika Šulganová, 2015.
"Úvěry v selhání a makroekonomika: modelování systémového kreditního rizika v České republice [Non-Performing Loans and The Macroeconomy: Modeling the Systemic Credit Risk in the Czech Republic],"
Politická ekonomie, Prague University of Economics and Business, vol. 2015(8), pages 921-947.
- Melecky, Ales & Melecky, Martin & Sulganova, Monika, 2014. "Úvěry v selhání a makroekonomika: Modelování systémového kreditního rizika v České republice [Non-performing loans and the macroeconomy: Modeling the systemic credit risk in Czech Republic]," MPRA Paper 59917, University Library of Munich, Germany.
- Bogdan Florin FILIP, 2017. "Lessons From The Impact Of Internal And Macroeconomic Determinants Of Bad Loans In Cee Banks," EURINT, Centre for European Studies, Alexandru Ioan Cuza University, vol. 4, pages 198-212.
- Ahlem Selma Messai & Fathi Jouini, 2013. "Micro and Macro Determinants of Non-performing Loan," International Journal of Economics and Financial Issues, Econjournals, vol. 3(4), pages 852-860.
- Gulati, Rachita & Goswami, Anju & Kumar, Sunil, 2019. "What drives credit risk in the Indian banking industry? An empirical investigation," Economic Systems, Elsevier, vol. 43(1), pages 42-62.
- Peterson K. Ozili, 2019.
"Non-performing loans in European systemic and non-systemic banks,"
Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 12(3), pages 409-424, October.
- Ozili, Peterson K, 2019. "Non-performing loans in European systemic and non-systemic banks," MPRA Paper 94008, University Library of Munich, Germany.
- Vasiliki Makri, 2015. "What Triggers Loan Losses? An Empirical Investigation of Greek Financial Sector," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 65(3-4), pages 119-143, july-Dece.
- Vasiliki Makri & Athanasios Tsagkanos & Athanasios Bellas, 2014. "Determinants of Non-Performing Loans: The Case of Eurozone," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 61(2), pages 193-206, March.
- repec:agr:journl:v:6(595)(supplement):y:2014:i:6(595)(supplement):p:322-332 is not listed on IDEAS
- Vyshnevskyi, Iegor & Sohn, Wook, 2023. "Nonperforming loans and related lending: Evidence from Ukraine," Emerging Markets Review, Elsevier, vol. 57(C).
- Us, Vuslat, 2017. "Dynamics of non-performing loans in the Turkish banking sector by an ownership breakdown: The impact of the global crisis," Finance Research Letters, Elsevier, vol. 20(C), pages 109-117.
- Özen Ercan & Hodžić Sabina & Yildirim Ahmet Eren, 2022. "The Linkage Between Fiscal Policy and Non-Performing Household Loans in Turkey," South East European Journal of Economics and Business, Sciendo, vol. 17(2), pages 113-124, December.
- repec:prg:jnlpep:v:preprint:id:656:p:1-24 is not listed on IDEAS
- Saom Shawleen Anita & Nishat Tasnova & Nousheen Nawar, 2022. "Are non-performing loans sensitive to macroeconomic determinants? an empirical evidence from banking sector of SAARC countries," Future Business Journal, Springer, vol. 8(1), pages 1-16, December.
- Al-Khazali, Osamah M. & Mirzaei, Ali, 2017. "The impact of oil price movements on bank non-performing loans: Global evidence from oil-exporting countries," Emerging Markets Review, Elsevier, vol. 31(C), pages 193-208.
- Louhichi, Awatef & Boujelbene, Younes, 2016. "Credit risk, managerial behaviour and macroeconomic equilibrium within dual banking systems: Interest-free vs. interest-based banking industries," Research in International Business and Finance, Elsevier, vol. 38(C), pages 104-121.
- Bruna Škarica, 2013. "Determinants of Non-Performing Loans in Central and Eastern European Countries," EFZG Working Papers Series 1307, Faculty of Economics and Business, University of Zagreb.
- Maryem Naili & Younes Lahrichi, 2022. "The determinants of banks' credit risk: Review of the literature and future research agenda," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 334-360, January.
More about this item
Keywords
Non performing loans; interest rate (KLIBOR); Islamic banks; ARDL; Malaysia;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-SEA-2015-08-01 (South East Asia)
Statistics
Access and download statisticsCorrections
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:pra:mprapa:65845. 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.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: Joachim Winter (email available below). General contact details of provider: https://edirc.repec.org/data/vfmunde.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.