Predicting bank failures in Turkey by Discrete Choice Models

Download

292-856-1-PB.pdf

Date

2009

Author

Ercan, Hakan

Metadata

Show full item record

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Item Usage Stats

173
views

151
downloads

This study investigates the factors that were important in the failure of banks in 1997-2006. The study uses cross-section time series data from 81 banks and employs limited dependent variable models. The major objectives are to examine the determinants of bank failures by explaining the contribution of both microeconomic and macroeconomic factors in the Turkish banking system and to estimate the likelihood of banking failure.

Subject Keywords

Bank failures, Discrete choice model, Turkey

URI

http://www2.feas.metu.edu.tr/metusd/ojs/index.php/metusd/article/view/292
https://hdl.handle.net/11511/58479

Journal

METU Studies in Development

Collections

Department of Economics, Article

Suggestions

OpenMETU
Core

Predicting bank failures in Turkey by Discrete Choice Models Ercan, Hakan (Orta Doğu Teknik Üniversitesi (Ankara, Turkey), 2009) This study investigates the factors that were important in the failure of banks in 1997-2006. The study uses cross-section time series data from 81 banks and employs limited dependent variable models. The major objectives are to examine the determinants of bank failures by explaining the contribution of both microeconomic and macroeconomic factors in the Turkish banking system and to estimate the likelihood of banking failure.
Banking failures in Turkey : an econometric analysis Evirgen, Özgü; Ercan, Hakan; Department of Economics (2007) This study investigates the factors that were important in the failure of 36 banks in 1997-2006. The study uses cross-section time series data from 81 banks and employs limited dependent variable models, a duration model and a dynamic panel data model in the analysis. The major concerns are to examine the determinants of banking failures by explaining the contribution of microeconomic and macroeconomic factors in Turkish banking system, to estimate the likelihood of banking failure and timing of failure, to...
Modeling fx options in presence of stochastic volatility with overnight-indexed-swap-discounting Tekten, Selin; Uğur, Ömür; Department of Financial Mathematics (2019) This study investigates the time contingent behavior of risk factor USDTRY. Option pricing models Black-Scholes and Heston has been utilized to estimate the behavior. The adjusted Black-Sholes model is the current market practice to model USDTRY risk factor. Market practitioners do not prefer to use constant volatility in the Black-Scholes Model, which violates the model assumption. They instead interpolate the volatility surface from market data of implied volatilities and use them in Black-Scholes Model. ...
USE OF A SOCIAL COGNITIVE THEORY-BASED PHYSICAL-ACTIVITY INTERVENTION ON HEALTH-PROMOTING BEHAVIORS OF UNIVERSITY STUDENTS İnce, Mustafa Levent (SAGE Publications, 2008-12-01) The purpose of this study was to examine the effects of a 12-wk. physical activity intervention, based on conceptual discussions and practices of a social cognitive theory on health-promoting behaviors of 62 university students. The intervention Mainly focused on development of self-regulatory skills, social support, and self-assessment of health-related fitness. The Adolescent Health Promotion Scale and International Physical Activity Questionnaire were given Analysis of self-reports indicated improved nut...
Analyses of factors affecting acceptance of homecare technologies by patients with chronic diseases Kutlay, Ayşegül; Mumcuoğlu, Ünal Erkan; Department of Medical Informatics (2012) In this study, the factors affecting the acceptance of mobile homecare system were examined. These factors were assessed by taking Unified Theory of Acceptance and Use of Technology (UTAUT) as a theoretical model. The main feature of this thesis (differing from the other studies in the literature) is that the user acceptance study model is analyzed on a system that is not realized yet. So, this study has two dfferent perspectives. The first one is the examination the results of UTAUT for a system in the des...

Citation Formats

H. Ercan, “Predicting bank failures in Turkey by Discrete Choice Models,” METU Studies in Development, pp. 95–126, 2009, Accessed: 00, 2020. [Online]. Available: http://www2.feas.metu.edu.tr/metusd/ojs/index.php/metusd/article/view/292.