Show/Hide Menu
Hide/Show Apps
Logout
Türkçe
Türkçe
Search
Search
Login
Login
OpenMETU
OpenMETU
About
About
Open Science Policy
Open Science Policy
Open Access Guideline
Open Access Guideline
Postgraduate Thesis Guideline
Postgraduate Thesis Guideline
Communities & Collections
Communities & Collections
Help
Help
Frequently Asked Questions
Frequently Asked Questions
Guides
Guides
Thesis submission
Thesis submission
MS without thesis term project submission
MS without thesis term project submission
Publication submission with DOI
Publication submission with DOI
Publication submission
Publication submission
Supporting Information
Supporting Information
General Information
General Information
Copyright, Embargo and License
Copyright, Embargo and License
Contact us
Contact us
The effects of transition to modern banking and the 2008 global financial crisis on the efficiency of the Turkish banking sector
Download
index.pdf
Date
2010
Author
Sağ, Mustafa Onur
Metadata
Show full item record
Item Usage Stats
229
views
90
downloads
Cite This
This thesis measures the effects of transformation of Turkish banks from a “traditional” one to a “modern” one over the period 2002-2009 and 2008 global financial crisis on efficiency of Turkish banks. Malmquist Total Factor Productivity Index is constructed using data envelopment analysis to measure the efficiency change in Turkish banking sector. The paper also analyzes the sensitivity of efficiency measures to different descriptions of inputs and outputs by employing two different approaches to describe the inputs and outputs of a bank. The major difference between the approaches is the use of deposits and non-deposit funds as input or output. Both confirm that the efficiency of the Turkish banking sector had increased over the period under examination and 2008 global financial crisis had adversely affected the efficiency of Turkish banks. The results show that the banks which had advanced in transformation to modern banking before 2001 financial crisis had experienced higher than the average increments in efficiency in the post-2001 financial crisis period.
Subject Keywords
Business cycles.
,
Business cycles.
URI
http://etd.lib.metu.edu.tr/upload/12612663/index.pdf
https://hdl.handle.net/11511/19944
Collections
Graduate School of Social Sciences, Thesis
Suggestions
OpenMETU
Core
The effects of the inflation targeting regime on the İstanbul stock exchange
Bölükbaşı, Firuze; Danışoğlu, Seza; Department of Business Administration (2009)
The primary purpose of this study is to test the effects of inflation targeting in Turkey in terms of providing stability in the financial system by lowering the volatility in the Turkish stock market. Although there are many factors other than monetary policy which can affect stock market volatility, this study examines whether the volatility due to monetary policy can be reduced by increasing the accuracy of investors’ expectations about the central bank’s future actions. In the first part, a “Volatility ...
Role of investment shocks in explaining business cycles in Turkey
Yüksel, Canan; Voyvoda, Ebru; Department of Economics (2012)
This thesis aims to understand the sources of business cycles observed in Turkish economy. In particular the thesis investigates the role of investment shocks in explaining fluctuations in output. For this purpose a small open economy DSGE model is estimated on Turkish data for 2002-2011 period by Bayesian methods. Variance decomposition analysis shows that permanent technology shock is the key driving force of business cycles in Turkish economy and the role of investment shock is less spelled.
The determinants of portfolio investments to Turkey : from 1989 to 2008
Günayer, Elif; Küçükkaya, Halit Engin; Department of Business Administration (2009)
This thesis analyzes the factors that determine the portfolio investments to Turkey in the period from 1989:04 to 2008:12. The factors that are examined are budget balance, current account balance, nominal exchange rate between the Turkish Lira and the US dollar, Turkish domestic interest rate, US 3-months Treasury Bill rate, annual inflation rate in Turkey and ISE 100 Index. A Vector Autoregressive Model is used for the purpose of examining the impacts of these variables on the level of portfolio investmen...
Exchange Rate Pass-Through in Turkey: An Empiricial Investigation
Pekbaş, Melek Özgür; Özmen, Adalı; Department of Economics (2004)
This study investigates the degree of exchange rate pass-through to prices in different sectors for Turkish economy using Johansen Cointegration procedure. The study is based on quarterly data from 1994:1 to 2003:4. In this study it is concluded that the long-run exchange rate pass-through to overall wholesale prices for Turkey is very high and nearly complete. High pass-through degrees are also valid for different sub-sectors wholesale prices like private, public, manufacturing industry and energy. Moreove...
The impacts of digitalization and covid-19 on the business model of banking: a qualitative study on turkish banks
Yıldırım, Ahmet Coşkun; Erdil, Erkan; Department of Science and Technology Policy Studies (2020-9)
The aim of this thesis is to understand the effect of digitalization and the digitalization-based changes during Covid-19 pandemic on Turkish Banking Sector (TBS). For this purpose, a qualitative study comprised of structured interviews are conducted to seven top managers of diversified banks and a regulatory authority. As a theoretical framework, the digital transformation maturity model is used as a foundation of the first part of the interview to determine the maturity levels of banks. Second part of the...
Citation Formats
IEEE
ACM
APA
CHICAGO
MLA
BibTeX
M. O. Sağ, “The effects of transition to modern banking and the 2008 global financial crisis on the efficiency of the Turkish banking sector,” M.S. - Master of Science, Middle East Technical University, 2010.
