FINANCIAL INSTABILITY AND SHADOW BANKING RELATIONSHIP: THE CASE OF THE UNITED STATES OF AMERICA

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dc.contributor.authorKarcıoğlu, Reşat
dc.contributor.authorOkur, Fatıh
dc.date.accessioned2026-02-28T11:57:51Z
dc.date.available2026-02-28T11:57:51Z
dc.date.issued2024
dc.departmentBayburt Üniversitesi
dc.description.abstractThe impact of shadow banking on financial stability remains a controversial issue today due to the size and complexity of these activities and the inadequate regulatory frameworks for systemic risks. In this context, shadow banking has become the focus of financial regulators due to its potential effects on financial stability. Therefore, this study was conducted to understand the impact of shadow banking on financial stability. In this study, the relationship between shadow banking and financial instability is examined using the VAR method for the example of the United States, covering the period 2000-2020. In order to create an accurate model, firstly unit root tests were performed, followed by autocorrelation and heteroscedasticity tests. The findings were found to be significant and Johansen cointegration test was applied. In the cointegration results, it was seen that the series were cointegrated, that is, they moved together in the long run. Finally, a Granger causality test was conducted between shadow banking and financial instability, and according to the empirical findings, it was concluded that there was a causality from shadow banking to financial instability for the period in question.
dc.identifier.doi10.18092/ulikidince.1393808
dc.identifier.endpage214
dc.identifier.issn1307-9832
dc.identifier.issn1307-9859
dc.identifier.issue42
dc.identifier.startpage207
dc.identifier.trdizinid1225858
dc.identifier.urihttps://doi.org/10.18092/ulikidince.1393808
dc.identifier.urihttps://search.trdizin.gov.tr/tr/yayin/detay/1225858
dc.identifier.urihttps://hdl.handle.net/20.500.12403/5249
dc.indekslendigikaynakTR-Dizin
dc.language.isoen
dc.relation.ispartofUluslararası İktisadi ve İdari İncelemeler Dergisi
dc.relation.publicationcategoryMakale - Ulusal Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.snmzKA_TR-Dizin_20260218
dc.subjectVAR
dc.subjectFinancial Instability
dc.subjectShadow Banking
dc.titleFINANCIAL INSTABILITY AND SHADOW BANKING RELATIONSHIP: THE CASE OF THE UNITED STATES OF AMERICA
dc.typeArticle

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