The relationship between macroeconomic variables and non performing loan: evidence from selected ASEAN countries
High non-performing loans (NPLs) create the problem for the banking sector as financial intermediary and signal of banking crisis. Many attempts have been made to investigate the determinant of NPLs yet the crucial issue has remained unexplained. The motivation of this research paper is to study the...
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HG Finance Noor Azean Azdzila, Zulkifli The relationship between macroeconomic variables and non performing loan: evidence from selected ASEAN countries |
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High non-performing loans (NPLs) create the problem for the banking sector as financial intermediary and signal of banking crisis. Many attempts have been made to investigate the determinant of NPLs yet the crucial issue has remained unexplained. The motivation of this research paper is to study the relationship between macroeconomic variables and global financial crisis on NPLs in the Association of Southeast Asian Nations (ASEAN) countries. Using panel data of 6 countries of the ASEAN for 2005-2015, the model of NPL is regressed using Generalized Method of Moment (GMM) method. Based on the empirical finding reveals that the inflation, gross domestic product (GDP) and global financial crisis significantly effect NPL. In the area of policy implications, the policymaker should focus and reengineering the institutions together with these indicators could reduce the probability of NPLs in bank of ASEAN countries. |
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Noor Azean Azdzila, Zulkifli |
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Noor Azean Azdzila, Zulkifli |
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Noor Azean Azdzila, Zulkifli |
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The relationship between macroeconomic variables and non performing loan: evidence from selected ASEAN countries |
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The relationship between macroeconomic variables and non performing loan: evidence from selected ASEAN countries |
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The relationship between macroeconomic variables and non performing loan: evidence from selected ASEAN countries |
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The relationship between macroeconomic variables and non performing loan: evidence from selected ASEAN countries |
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The relationship between macroeconomic variables and non performing loan: evidence from selected ASEAN countries |
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relationship between macroeconomic variables and non performing loan: evidence from selected asean countries |
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Universiti Utara Malaysia |
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School of Economics, Finance & Banking |
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2017 |
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my-uum-etd.75522021-05-10T07:54:59Z The relationship between macroeconomic variables and non performing loan: evidence from selected ASEAN countries 2017 Noor Azean Azdzila, Zulkifli Nayan, Sabri School of Economics, Finance & Banking School of Economics, Finance & Banking HG Finance High non-performing loans (NPLs) create the problem for the banking sector as financial intermediary and signal of banking crisis. Many attempts have been made to investigate the determinant of NPLs yet the crucial issue has remained unexplained. The motivation of this research paper is to study the relationship between macroeconomic variables and global financial crisis on NPLs in the Association of Southeast Asian Nations (ASEAN) countries. Using panel data of 6 countries of the ASEAN for 2005-2015, the model of NPL is regressed using Generalized Method of Moment (GMM) method. Based on the empirical finding reveals that the inflation, gross domestic product (GDP) and global financial crisis significantly effect NPL. In the area of policy implications, the policymaker should focus and reengineering the institutions together with these indicators could reduce the probability of NPLs in bank of ASEAN countries. 2017 Thesis https://etd.uum.edu.my/7552/ https://etd.uum.edu.my/7552/1/s819535_01.pdf text eng public https://etd.uum.edu.my/7552/2/s819535_02.pdf text eng public other masters Universiti Utara Malaysia Abid, L., Ouertani, M.N., & Zouari-Ghorbel, S. (2014). Macroeconomic and Bank-Specific Determinants of Household‘s Non-Performing Loans in Tunisia: A Dynamic Panel Data. Procedia Economics and Finance, 13, 58-68. Ağca, Ş., De Nicolò, G., & Detragiache, E. (2013). Banking Sector Reforms and Corporate Leverage in Emerging Markets. Emerging Markets Review, 17, 125- 149. Ahmed Fawad & Bashir Taqadus (2013). 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