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On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
Diebold, Francis X.; Yılmaz, Kamil - 2011
We propose several connectedness measures built from pieces of variance decompositions, and we argue that they provide natural and insightful measures of connectedness among financial asset returns and volatilities. We also show that variance decompositions define weighted, directed networks, so...
Persistent link: https://www.econbiz.de/10010500191
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Contagion effects of the Silicon Valley Bank run
Choi, Dong Beom; Goldsmith-Pinkham, Paul; Yorulmazer, Tanju - 2023
This paper analyzes the contagion effects associated with the failure of Silicon Valley Bank (SVB) and identifies bank-specific vulnerabilities contributing to the subsequent declines in banks' stock returns. We find that uninsured deposits, unrealized losses in held-to-maturity securities, bank...
Persistent link: https://www.econbiz.de/10014540982
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Bank capital ratios across countries: Why do they vary?
Brewer, Elijah; Kaufman, George G.; Wall, Larry D. - 2008
This paper extends the literature on bank capital structure by modeling capital structure as a function of important public policy and bank regulatory characteristics of the home country, as well as of bank-specific variables, country-level macroeconomic conditions, and country-level financial...
Persistent link: https://www.econbiz.de/10010292273
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How Banks Construct and Manage Risk : A Sociological Study of Small Firm Lending in Britain and Germany
Quack, Sigrid - 2012
This paper analyses the role of banks in financing SMEs in Britain and Germany. It applies a sociological institutionalist approach to understand how banks construct and manage risk, relating to SME business. The empirical analysis is based on the results of a comparative survey of a sample of...
Persistent link: https://www.econbiz.de/10013102832
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Turkey's accession to the EU: What will the Common Agricultural Policy cost?
Grethe, Harald - 2004
accession negotiations with Turkey. Various recent analyses assess the cost of applying the Common Agricultural Policy of the EU … (CAP) to Turkey without taking into account the specific structure of the agricultural sector in Turkey, which would … to Turkey, if Turkey should accede in 2014. The analysis is based on macroeconomic projections from the literature …
Persistent link: https://www.econbiz.de/10010343385
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Temporary star or emerging tiger? Turkey's recent economic performance in a global setting
Öniş, Ziya; Bayram, İsmail Emre - 2008
East Asian experience as the principal benchmark for comparison, this paper examines whether Turkey is on its way to …
Persistent link: https://www.econbiz.de/10010273648
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Brain drain from Turkey: return intentions of skilled migrants
Güngör, Nil Demet; Tansel, Aysit - 2011
, economic instability in Turkey, prior intentions to stay abroad and work experience in Turkey also increase non-return. Female …
Persistent link: https://www.econbiz.de/10010273650
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Global crisis, national responses: the political economy of Turkish exceptionalism
Öniş, Ziya; Güven, Ali Burak - 2010
emerging market countries. Underlying this policy exceptionalism were the constraints posed by Turkey's pre-existing policy and …
Persistent link: https://www.econbiz.de/10010273655
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The emergence of the regulatory state: The political economy of Turkish banking reforms in the age of post-Washington consensus
Bakır, Caner; Öniş, Ziya - 2009
The new era of Post-Washington Consensus (PWC) promoted under the auspices of multilateral organizations such as IMF and the World Bank centres on the need to develop strong regulatory institutions, especially the realm of banking and finance in developing countries. By focusing on the Turkish...
Persistent link: https://www.econbiz.de/10010273659
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The labor market consequences of internal migration in Turkey
Berker, Ali - 2010
During the last 30 years, Turkey has undergone profound economic and social transformations, including fundamental …
Persistent link: https://www.econbiz.de/10010273686