Banka Likiditesini Belirleyen Faktörler Ve Makroekonomik Krizler.

Date

2009-12-31

Author

Gaygısız Lajunen, Esma

Metadata

Show full item record

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

Item Usage Stats

50
views

0
downloads

URI

https://hdl.handle.net/11511/59499

Collections

Department of Economics, Project and Design

Suggestions

OpenMETU
Core

Bank competition and banking system stability: evidence from Turkey Ak Kocabay, Selvi; Özmen, Erdal; Department of Economics (2009) This study empirically investigates the validity of the competition and stability trade-off hypothesis for the Turkish banking system. To this end, we consider annual bank level accounting data for the 1990-2008 period and compute the most commonly used measures of banking stability and competition. The effects of macroeconomic factors and bank specific indicators including the ownership structure are also taken into account. The fixed effects panel estimation results suggest that the relation between compe...
Credit risk modeling with stochastic volatility, jumps and stochastic interest rates Yüksel, Ayhan; Akyıldız, Ersan; Department of Financial Mathematics (2007) This thesis presents the modeling of credit risk by using structural approach. Three fundamental questions of credit risk literature are analyzed throughout the research: modeling single firm credit risk, modeling portfolio credit risk and credit risk pricing. First we analyze these questions under the assumptions that firm value follows a geometric Brownian motion and the interest rates are constant. We discuss the weaknesses of the geometric brownian motion assumption in explaining empirical properties of...
Banka kredilerinin bölgesel büyümeye etkileri Önder, Zeynep; Özyıldırım, Züleyha (Orta Doğu Teknik Üniversitesi (Ankara, Turkey), 2010-12) Bu çalışmada, 1992-2006 yılları arasında kamu bankaları ve özel bankalar tarafından açılan kredilerin il bazında büyümeye olan etkileri, kamu harcamaları, kentleşme, eğitim ve illerin finansal merkezlere uzaklıkları gibi değişkenler kontrol edilerek, ve “sabit etkiler modeli” kullanılarak incelenmiştir. Bulgularımız, hem kalkınmada öncelikli bölgelerde hem de diğer bölgelerde, özel sermayeli bankalarca verilen kredilerinin büyümeye etkisinin kamu sermayeli bankalara göre istatistiksel açıdan daha anlamlı ol...
Stochastic credit default swap pricing Gökgöz, İsmail Hakkı; Uğur, Ömür; Yolcu Okur, Yeliz; Department of Financial Mathematics (2012) Credit risk measurement and management has great importance in credit market. Credit derivative products are the major hedging instruments in this market and credit default swap contracts (CDSs) are the most common type of these instruments. As observed in credit crunch (credit crisis) that has started from the United States and expanded all over the world, especially crisis of Iceland, CDS premiums (prices) are better indicative of credit risk than credit ratings. Therefore, CDSs are important indicators f...
Financial dollarization, monetary policy stance and institutional structure : the experience of Latin America and Turkey Uzun, Arzu; Özmen, Erdal; Department of Economics (2005) Financial dollarization, defined as the substantial presence of foreign currency denominated assets and liabilities in the balance sheets of the main sectors of an economy, is a widespread phenomenon among developing economies, especially in Latin America and Turkey. Since financial dollarization often causes financial fragility and limits the effectiveness of monetary policy, the causes and consequences of it and dedollarization strategies have been placed at the forefront of policy debates especially in d...

Citation Formats

E. Gaygısız Lajunen, “Banka Likiditesini Belirleyen Faktörler Ve Makroekonomik Krizler.,” 2009. Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/59499.