نوع مقاله : مقاله پژوهشی
نویسندگان
1 دانشجوی دکتری اقتصاد مالی، دانشکده اقتصاد و مدیریت، دانشگاه ارومیه، ارومیه، ایران
2 دانشیار اقتصاد، دانشکده اقتصاد و مدیریت، دانشگاه ارومیه، ارومیه، ایران
3 دانشیار امور مالی و بیمه، دانشکده اقتصاد و مدیریت، دانشگاه ارومیه، ارومیه، ایران
چکیده
کلیدواژه‌ها
موضوعات
عنوان مقاله [English]
نویسندگان [English]
This study investigated the threshold and nonlinear effect of non-interest income separation on the financial performance of United States commercial banks using quarterly data over the period 2001:1-2024:3. For this purpose, the smooth transition regression (STR) model has been used. The results show that there is a nonlinear relationship between the studied variables and the threshold value of the threshold variable (i.e., bank capital) was estimated to be 10.312 and the slope parameter was estimated to be 59.472. Also, considering only one transition function with a threshold location is sufficient for the nonlinear estimation of the model. In addition, the results show that fee and commission income have a positive effect in the first regime (linear part and low level of bank capital) and a negative effect in the second regime (non-linear part and high level of bank capital) on the financial performance of commercial banks. The effect of foreign exchange non-interest income, non-performing loan ratio, and bank size on the financial performance of commercial banks is negative in the first regime and positive in the second regime. Bank capital and debt ratio also have a positive effect on the financial performance of commercial banks in both regimes.
کلیدواژه‌ها [English]
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