"CAUSAL ANALYSIS OF THE RELATIONSHIP BETWEEN NET STABLE FUNDING AND BANK INVESTMENT: A STUDY ON A SAMPLE OF IRAQI PRIVATE COMMERCIAL BANKS FOR THE PERIOD (2017–2020)"
This study aims to measure the causal relationship between Net Stable Funding, represented by its indicators (Net Stable Funding Ratio, Loans to Total Deposits Ratio, and Cash to Total Deposits Ratio) as explanatory variables, and Bank Investment, represented by its indicators (Bank Investment to Total Deposits Ratio, and Bank Investment to Total Assets Ratio) as dependent variables. The research investigates the direction of this relationship using the Granger Causality test for short-term data and the Toda-Yamamoto causality approach for long-term data. Additionally, the correlation between the research variables is measured using the statistical software EViews 10 The study population consists of Iraqi private commercial banks. A sample of ten private banks listed on the Iraq Stock Exchange was selected due to their financial contribution to the development of the Iraqi banking sector. The research hypothesis was tested using a descriptive-analytical method based on the banks' annual reports for the period from 2017 to 2020.
Authors
- Zahraa Ahmed Mohammed Al- Nuaimi
- Laith Khudhur Ahmed Al- Sabawi
Institutions
- University of Mosul (IQ)
Publication Details
- Journal
- Journal of Advance Research in Business Management and Accounting (ISSN 2456-3544)
- Published
- 2025-07-19
- DOI
- https://doi.org/10.61841/bzypyb84
- Primary Topic
- Islamic Finance and Banking Studies
- Type
- article
- Field-Weighted Citation Impact
- 0.00