Non-Performing Loans and Net Interest Margin in the MENA Region: Linear and Non-Linear Analyses

Non-Performing Loans and Net Interest Margin in the MENA Region: Linear and Non-Linear Analyses

This paper analyzes the linear and non-linear relationship between non-performing loans and bank profitability measured by the Net Interest Margin for a sample of 74 Middle Eastern and North African banks over the period of 2005–2020. We used the System Generalized Method of Moments (SGMM) as a line...

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Bibliographic Details
Main Authors: Khalil Alnabulsi, Emira Kozarević, Abdelaziz Hakimi
Format: Article
Language:English
Published: MDPI AG 2023-04-01
Series:International Journal of Financial Studies
Subjects:
credit risk
bank profitability
non-performing loans
system generalized method of moments
panel smooth transition regression
Middle East and North Africa
Online Access:https://www.mdpi.com/2227-7072/11/2/64

Internet

https://www.mdpi.com/2227-7072/11/2/64

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