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Gelişmekte Olan Ülkelerdeki Bankacılık Krizlerinin Çok Değişkenli Logit Yöntemiyle Öngörülmesi

Year 2007, Volume: 62 Issue: 04, 1 - 31, 01.04.2007
https://doi.org/10.1501/SBFder_0000002047

Abstract

References

  • AHUMADA, A./BUDNEVICH, C. L. (2001), Some Measures from Financial Fragility in the Chilean Bnaking System: An Early Warning Indicators Aplicacation (Banco Central de Chile Documentos de Trabajo, Central Bank of Chile Working Papers No 117, November).
  • ALLEN, F./GALE, D. (1999), “Bubbles, Crises, and Policy,” Oxford Review of Economic Policy, 15: 9-18.
  • ALTINTAŞ, H. (2004), “Bankacılık Krizleri, Nedenleri ve Ekonomik Maliyetleri,” Erciyes Üniversitesi, İ.İ.B.F. Dergisi, Sayı 22 (Ocak-Haziran): 39-61.
  • ALTINTAŞ, H./ÇETİN, R. (2006), “Şeffaflık Artışı Bankacılık Sektöründe İstikrar İçin Yeterli Bir Araç mıdır? Türkiye’de Bankacılık Krizlerinin Şeffaflık Çerçevesinde Değerlendirilmesi,” İşletme-Finans Dergisi, Yıl 21, Sayı 245: 138-159.
  • BELL, J. (2000), “Leading Indicator Models of Banking Crises-A Critical Review,” Financial Stability Review, Issue 9, December 2000: 113-119.
  • BIS (2001), Supporting Document to the New Basel Capital Accord, Pillar 3 Market Discipline, Jan 2001.
  • BLEJER, M.I./FELDMAN, E. V./FELTENSTEIN, A. (1997), Exogenous Shock, Deposit Runs and Bank Soudness: A Macroeconomis Framework, IMF Working Paper No: WP/97/91, July.
  • BONFIGLIOLI,A/MENDICINO, C. (2004), Financial Liberalization, Bank Crises and Growth: Assessing the Links, SSE/EFI Working Paper Series in Economics and Finance No 567 October.
  • BONGINI, P./CLAESSENS, S./FERI, G.(2000), The Political Economy of Distress in East Asian Financial Institutions, World Bank Policy Research Paper No 2265.
  • BORIO, C./ LOWE P. (2002), “Assessing The Risk of Banking Crises,” BIS Quarterly Review, December: 43-54.
  • BREUER,J. B. (2004), “An Exegesis On Currency And Banking Crises,” Journal of Economıc Surveys, 18/3: 293-320.
  • BUSSISER, B. M./ FRATSZSCHER, M. (2002), Towards A New Early Warning System of Financial Crises, European Central Bank Workıng Paper No: 145.
  • CAPRIO, G. JR./ KLINGEBIEL, D. (1996), Bank Insokvencies: Cross County Experience, The World Bank Policy Researc Working Paper No 1620.
  • CLARE, A./ PRIESTLEY, R. (2002), “Calculating the Probability of Failure of the Norwegian Banking Sector,” Journal of Multinational Financial Management, 12/1: 21–40.
  • DANIEL, B.C./JONES, J. B. (2006), Financial Liberalization and Banking Crises in Emerging Economies: Extended Results, The Midwest Macroeconomics Conference and the North American Summer Meetings Of The Econometric Society, University at Albany, Suny. (www.albany.edu/~jbjones/fl061406l.pdf ) (Erişim 19.10.2006).
  • DEĞİRMENCİ, N. (2003), Sermaye Yeterliliği Konusundaki Basel Standartları ve Seçilmiş Bazı Ülkelerdeki Uygulamalarının Değerlendirilmesi (Ankara: TCMB Uzmanlık Tezi).
  • DEMİRGÜÇ-KUNT, A./DETRAGIACHE, E. (1998a), The Determinants of Banking Crises: Evidence from Developing and Developed Countries, IMF Staff Paper, Vol. 45, No 1.
  • DEMİRGÜÇ-KUNT, A./DETRAGIACHE, E. (1998b), Financial Liberalization and Financial Fragility (World Bank Policy Resech Paper 1917.
  • DEMİRGÜÇ-KUNT, A./DETRAGIACHE, E. (2000a), Does Deposit Insurance Increase Bank Stability?, IMF Working Paper No WP/00/3, January.
  • DEMİRGÜÇ-KUNT, A./DETRAGIACHE, E. (2000b), “Monitoring Banking Sector Fragility: A Multivariate Logit Approach,” The World Bank Economic Review, Vol. 14, No 2: 287- 307.
  • DEMİRGÜÇ-KUNT, A./DETRAGIACHE, E. (2005), Cross Country Empirical Studies of Systemic Bank Distress: A Survey, IMF Working Paper No WP/05/96, May
  • DIAMOND, D.W./ DYBVIG, P.H. (1983) “Bank Runs, Deposit Insurance, and Liquidity, Journal of Political Economy, 91: 401-419.
  • EICHENGREEN, B/ROSE, A. (1998), Staying Afloat When The Wind Shifts: External Factors and Emerging Market Banking Crises, NBER Working Paper Series, No 6370.
  • EICHENGREEN, B. (2000), “When to Dollarize,” Journal of Money, Credit and Banking, 34/1: 1- 24.
  • EICHENGREEN, B./ ARTETA, C. (2000), Banking Crises in Emerging Markets: Presumption and Evidence (Berkeley: Center for International and Development Economic Research, University of Caifornia).
  • ENGLUND, P. (1999), “The Swedish Banking Crises: Roots and Consequences,” Oxford Review of Economic Policy, 15/3: 80-97.
  • FARIAS, M. E. (2006), Market Concentration and Banking Crisis Universidad de Chile. (www.bcentral.cl/esp/estpub/seminarios/pdf/farias.pdf) (Erişim 27.09.2006).
  • FISCHER, K./CHENARD, P. (1997), Financial Liberalization Causes Banking System Fragility, CREFA Working Paper, No. 97-14.
  • FLOOD, R. P./ MARION, N. P. (2004), “A Model of the Joint Distribution of Banking and Currency Crises,” Journal of International Money and Finance, 23/6: 841-865.
  • FRYDL, E. J. (1999), The Length and Cost of Banking Crises, IMF Working Paper No WP/99/30, March.
  • GAURINCHAS, P. O./VALDES, R./LANDERRETSHSHE, O. (2000), Lending Booms: Some Stlyzed Facts (Santiago, Chile: Second Annual Conference of the Central Bank of Chile \Banking, Financial Integration, and Macroeconomic Stability).
  • GAYTAN, A./JOHNSON, C.A. (2002), A Review of The Literature on Early Warning Systems for Banking Crises, Central Bank of Chile Working Paper No 183 (Banco Central De Chile Docunentos De Trabaja).
  • GLICK, R./ HUTCHINSON, M. (1999), Banking and Currency Crises: How Common are Twins?, Pasific Basin Working Paper Series, No. PB99-07, Center for Pacific Basin Monetary and Economic tudies Economic Research Department, December.
  • GOLDSTEIN, M/. TURNER, P. (1996), Banking Crises in Emerging Economies: Origins and Policy Option, BIS Economic Paper No: 46.
  • GOLDSTEIN,M.,/KAMINSKY G./ REINHART, C. (2000), Assessing Financial Vulnerability: An Early Warning System for Emerging Markets (Institute for International Economics).
  • GONZALES-HERMOSILLO, B. (1999), “Developing Indicators to Provide Early Warnings of Banking Crises,” Finance and Development, June: 36-39.
  • HAIR, J. F./ vd. (1998), Multivariate Data Analysis (New Jersey: Prentice Hall Inc.).
  • HARDY, D./ PAZARBAŞIOĞLU, C. (1998), leading Indicators of Banking Crises: Was Asia Different?, IMF Working Paper No 98/91, June.
  • HAWKINS, J./ KLAU. M. (2000), Measuruing Potential Vulnerabilities in Emerging Market Economies, BIS Working Paper No 91, Bank For International Settlements.
  • HOGGART, G./REIS, R./SAPORTA, V. (2001), Costs of Banking System Instability: Some Empirical Evidence, Bank of England Working Paper, No 144.
  • HOGGART, G./JACKSON, P./NIER E. (2005), “Banking Crises and The Design of Safety Nets,” Journal of Banking & Finance, 29/1: 143-159.
  • HONOHAN, P./ KLINGEBIEL, D. (2000), Controlling Fiscal Costs of Banking Crises, World Bank Policy Research Working Paper No 2441.
  • HUA SHEN, C./M.FEN HSIEH (2004), Prediction of Banking Failures Using Combined Micro and Macro Data (Taiwan: National Chengchi University, Department of Money and Banking). (http: //econ.shu.edu.tw/conference/2004asia/1-A-3.pdf) (Erişim Tarihi 15. 03.2007)
  • HUBERTY, C. J. (1984), “Issues in the Use and the Interpretation of Discriminant Analysis,” Psychological Bulletin, 95/1: 156-171
  • HUCTHISON, M./ McDILL, K. (1999), Are All Banking Crises Alike? The Japanese Experience in International Comparison, NBER Working Paper No 7253.
  • HUCTHISON, M. (2002), “European Banking Distress and EMU: Institutional and macroeconomic Risks,” Scandinavian Journal of Economics, 104/3: 365-389.
  • IMF (1998), IMF International Capital Markets September 1998, Annex III: Leading Indicators of Currency and Banking Crises, September. (www.imf.org/external/pubs/ft/ icm/icm98/pdf/file09.pdf) (Erişim 26.09.2006).
  • IMF (2002), “Early Warning System Models: The Next Steps Forward”, Chapter IV, Global Financial Stability Report, Market Developments and Issues, March: 48-64.
  • İPEKER, M. (2002), Türkiye Cumhuriyet Merkez Bankasının Finansal Sistem İstikrarının Sağlanmasında Rolü (Ankara: TCMB Bankacılık ve Finansal Kuruluşlar Genel Müdürlüğü, Uzmanlık Yeterlilik Tezi).
  • JACOPS, J./KUPER, G. H. (2003), Indicators of Financial Crises Do Work! An Early-Warning System For Six Asian Countries, CCSO Working Papers, No 2003/13.
  • KAMINSKY, G. (1998), Currency and Banking Crises: The Early Warnings of Distress, International Finance Discussion Paper No 629, Board of Governors of the Federal Reserve System, October.
  • KAMINSKY, G./REINHART, M. (1999), “The Twin Crises: The Causes of Banking and Balance-ofPayments Problems,” The Amercan Economic Review, 89/3: 473-500.
  • KAMINSKY, G./LIZONDO, S./REINHART, M.(1998), Leading Indicators of Currency Crises, IMF Staff Paper, Vol. 45, No 1, March.
  • LINDGREN, C. J./GARCIA G. /SAAL, M.I. (1996), Bank Soundness and Macroeconomic Policy (Washington, D. C.: IMF).
  • ÖZ, B. (2005), Türkiye’de Banka Başarısızlıklarının Belirlenmesinde Etkili Olan Faktörlerin Çok Değişkenli İstatistik Yöntemlerle İncelenmesi (İstanbul: Yayınlanmamış Doktora Tezi, İstanbul Ün., SBE).
  • RABE, J. M. (2000), The Efficiency of Early Warning Indicators for Financial Crises, Universitat Konstanz. (http: //www.ub.uni-konstanz.de/v13/volltexte/2000/447//pdf /447_1.pdf) (Erişim 07.07.2006).
  • ROSSI, M. (1999), Financial Fragility and Economic Performance in Developing Countries: Do Capital Control, Prudential Regulation and Supervision Matter?, IMF Working Paper No WP/99/66, May.
  • SABUNCUOĞLU, R. A. (2002), Analysis and Prediction of Bank Failures in Turkey "A Multivariate Logit Approach" (İstanbul: Boğaziçi Üniversitesi Sosyal Bilimler Enstitüsü, Yayınlanmamış Doktora Tezi).
  • SAHAJWALA, R./BERGH, P. V. (2000), Supervisory Risk Assessment And Early Warning Systems, Basel Committee On Banking Supervision Working Papers, No. 4, December.
  • SHARMA, S. (1996), Applied Multivariate Techniques (John Wiley and Sons Inc.). TABACHNICK, B. G./FIDELL L. S. (1996), Using Multivariate Statistics (Northridge: Harper Collins College Publisher, Third Edition).
  • TBB (2001), Basel Komite Yeni Sermaye Yeterliliği Düzenlemesi.
  • TCMB (2005), Para Politikası Raporu 2005-I.
  • TIMMERMAN, T. (2001), “Monitoring The Macroeconomic Determinants of Banking System Stability,” BIS Papers, No 1: 117-137.

GELİŞMEKTE OLAN ÜLKELERDEKİ BANKACILIK KRİZLERİNİN ÇOK DEĞİŞKENLİ LOGİT YÖNTEMİYLE ÖNGÖRÜLMESİ

Year 2007, Volume: 62 Issue: 04, 1 - 31, 01.04.2007
https://doi.org/10.1501/SBFder_0000002047

Abstract

Bu çalışma 1990-2002 yılları arasında gelişmekte olan 20 ülkede bankacılık krizlerinin ortaya çıkmasıyla ilişkili hangi faktörlerin faydalı öncü göstergeler olabileceğini incelemektedir. Çalışmada kullanılan 16 açıklayıcı değişken seçilirken bankacılık krizleri üzerine teorik ve ampirik literatürden yararlanılmıştır. Değişkenler, etkin kredi kullanımını ve kredi kullananların geri ödeme kapasitelerindeki değişimleri temsil eden reel sektör, bankacılık sisteminde aşırı mevduat çekilişlerini ve güven kaybını gösteren veya banka bilançolarının bozulmasını temsil eden bankacılık sektörü ile bankacılık sektörünün istikrarını doğrudan ve dolaylı etkileyen şoklarla ilişkilidir. Farklı çok değişkenli logit modelleri kullanılarak elde edilen ampirik bulgular, uluslararası rezerv büyüklüğünün azalması, M2/uluslararası rezervler ve toplam mevduat/GSYİH oranının artması ve yurtdışı faiz oranı farklılıkları artışının bankacılık krizi olasılığını artırdığını göstermektedir. Reel faiz oranı, yurt içi kredi büyüklüğü ve kamu göstergelerinin de bağımsız etkiye sahip olmadıkları görülmüştür.

References

  • AHUMADA, A./BUDNEVICH, C. L. (2001), Some Measures from Financial Fragility in the Chilean Bnaking System: An Early Warning Indicators Aplicacation (Banco Central de Chile Documentos de Trabajo, Central Bank of Chile Working Papers No 117, November).
  • ALLEN, F./GALE, D. (1999), “Bubbles, Crises, and Policy,” Oxford Review of Economic Policy, 15: 9-18.
  • ALTINTAŞ, H. (2004), “Bankacılık Krizleri, Nedenleri ve Ekonomik Maliyetleri,” Erciyes Üniversitesi, İ.İ.B.F. Dergisi, Sayı 22 (Ocak-Haziran): 39-61.
  • ALTINTAŞ, H./ÇETİN, R. (2006), “Şeffaflık Artışı Bankacılık Sektöründe İstikrar İçin Yeterli Bir Araç mıdır? Türkiye’de Bankacılık Krizlerinin Şeffaflık Çerçevesinde Değerlendirilmesi,” İşletme-Finans Dergisi, Yıl 21, Sayı 245: 138-159.
  • BELL, J. (2000), “Leading Indicator Models of Banking Crises-A Critical Review,” Financial Stability Review, Issue 9, December 2000: 113-119.
  • BIS (2001), Supporting Document to the New Basel Capital Accord, Pillar 3 Market Discipline, Jan 2001.
  • BLEJER, M.I./FELDMAN, E. V./FELTENSTEIN, A. (1997), Exogenous Shock, Deposit Runs and Bank Soudness: A Macroeconomis Framework, IMF Working Paper No: WP/97/91, July.
  • BONFIGLIOLI,A/MENDICINO, C. (2004), Financial Liberalization, Bank Crises and Growth: Assessing the Links, SSE/EFI Working Paper Series in Economics and Finance No 567 October.
  • BONGINI, P./CLAESSENS, S./FERI, G.(2000), The Political Economy of Distress in East Asian Financial Institutions, World Bank Policy Research Paper No 2265.
  • BORIO, C./ LOWE P. (2002), “Assessing The Risk of Banking Crises,” BIS Quarterly Review, December: 43-54.
  • BREUER,J. B. (2004), “An Exegesis On Currency And Banking Crises,” Journal of Economıc Surveys, 18/3: 293-320.
  • BUSSISER, B. M./ FRATSZSCHER, M. (2002), Towards A New Early Warning System of Financial Crises, European Central Bank Workıng Paper No: 145.
  • CAPRIO, G. JR./ KLINGEBIEL, D. (1996), Bank Insokvencies: Cross County Experience, The World Bank Policy Researc Working Paper No 1620.
  • CLARE, A./ PRIESTLEY, R. (2002), “Calculating the Probability of Failure of the Norwegian Banking Sector,” Journal of Multinational Financial Management, 12/1: 21–40.
  • DANIEL, B.C./JONES, J. B. (2006), Financial Liberalization and Banking Crises in Emerging Economies: Extended Results, The Midwest Macroeconomics Conference and the North American Summer Meetings Of The Econometric Society, University at Albany, Suny. (www.albany.edu/~jbjones/fl061406l.pdf ) (Erişim 19.10.2006).
  • DEĞİRMENCİ, N. (2003), Sermaye Yeterliliği Konusundaki Basel Standartları ve Seçilmiş Bazı Ülkelerdeki Uygulamalarının Değerlendirilmesi (Ankara: TCMB Uzmanlık Tezi).
  • DEMİRGÜÇ-KUNT, A./DETRAGIACHE, E. (1998a), The Determinants of Banking Crises: Evidence from Developing and Developed Countries, IMF Staff Paper, Vol. 45, No 1.
  • DEMİRGÜÇ-KUNT, A./DETRAGIACHE, E. (1998b), Financial Liberalization and Financial Fragility (World Bank Policy Resech Paper 1917.
  • DEMİRGÜÇ-KUNT, A./DETRAGIACHE, E. (2000a), Does Deposit Insurance Increase Bank Stability?, IMF Working Paper No WP/00/3, January.
  • DEMİRGÜÇ-KUNT, A./DETRAGIACHE, E. (2000b), “Monitoring Banking Sector Fragility: A Multivariate Logit Approach,” The World Bank Economic Review, Vol. 14, No 2: 287- 307.
  • DEMİRGÜÇ-KUNT, A./DETRAGIACHE, E. (2005), Cross Country Empirical Studies of Systemic Bank Distress: A Survey, IMF Working Paper No WP/05/96, May
  • DIAMOND, D.W./ DYBVIG, P.H. (1983) “Bank Runs, Deposit Insurance, and Liquidity, Journal of Political Economy, 91: 401-419.
  • EICHENGREEN, B/ROSE, A. (1998), Staying Afloat When The Wind Shifts: External Factors and Emerging Market Banking Crises, NBER Working Paper Series, No 6370.
  • EICHENGREEN, B. (2000), “When to Dollarize,” Journal of Money, Credit and Banking, 34/1: 1- 24.
  • EICHENGREEN, B./ ARTETA, C. (2000), Banking Crises in Emerging Markets: Presumption and Evidence (Berkeley: Center for International and Development Economic Research, University of Caifornia).
  • ENGLUND, P. (1999), “The Swedish Banking Crises: Roots and Consequences,” Oxford Review of Economic Policy, 15/3: 80-97.
  • FARIAS, M. E. (2006), Market Concentration and Banking Crisis Universidad de Chile. (www.bcentral.cl/esp/estpub/seminarios/pdf/farias.pdf) (Erişim 27.09.2006).
  • FISCHER, K./CHENARD, P. (1997), Financial Liberalization Causes Banking System Fragility, CREFA Working Paper, No. 97-14.
  • FLOOD, R. P./ MARION, N. P. (2004), “A Model of the Joint Distribution of Banking and Currency Crises,” Journal of International Money and Finance, 23/6: 841-865.
  • FRYDL, E. J. (1999), The Length and Cost of Banking Crises, IMF Working Paper No WP/99/30, March.
  • GAURINCHAS, P. O./VALDES, R./LANDERRETSHSHE, O. (2000), Lending Booms: Some Stlyzed Facts (Santiago, Chile: Second Annual Conference of the Central Bank of Chile \Banking, Financial Integration, and Macroeconomic Stability).
  • GAYTAN, A./JOHNSON, C.A. (2002), A Review of The Literature on Early Warning Systems for Banking Crises, Central Bank of Chile Working Paper No 183 (Banco Central De Chile Docunentos De Trabaja).
  • GLICK, R./ HUTCHINSON, M. (1999), Banking and Currency Crises: How Common are Twins?, Pasific Basin Working Paper Series, No. PB99-07, Center for Pacific Basin Monetary and Economic tudies Economic Research Department, December.
  • GOLDSTEIN, M/. TURNER, P. (1996), Banking Crises in Emerging Economies: Origins and Policy Option, BIS Economic Paper No: 46.
  • GOLDSTEIN,M.,/KAMINSKY G./ REINHART, C. (2000), Assessing Financial Vulnerability: An Early Warning System for Emerging Markets (Institute for International Economics).
  • GONZALES-HERMOSILLO, B. (1999), “Developing Indicators to Provide Early Warnings of Banking Crises,” Finance and Development, June: 36-39.
  • HAIR, J. F./ vd. (1998), Multivariate Data Analysis (New Jersey: Prentice Hall Inc.).
  • HARDY, D./ PAZARBAŞIOĞLU, C. (1998), leading Indicators of Banking Crises: Was Asia Different?, IMF Working Paper No 98/91, June.
  • HAWKINS, J./ KLAU. M. (2000), Measuruing Potential Vulnerabilities in Emerging Market Economies, BIS Working Paper No 91, Bank For International Settlements.
  • HOGGART, G./REIS, R./SAPORTA, V. (2001), Costs of Banking System Instability: Some Empirical Evidence, Bank of England Working Paper, No 144.
  • HOGGART, G./JACKSON, P./NIER E. (2005), “Banking Crises and The Design of Safety Nets,” Journal of Banking & Finance, 29/1: 143-159.
  • HONOHAN, P./ KLINGEBIEL, D. (2000), Controlling Fiscal Costs of Banking Crises, World Bank Policy Research Working Paper No 2441.
  • HUA SHEN, C./M.FEN HSIEH (2004), Prediction of Banking Failures Using Combined Micro and Macro Data (Taiwan: National Chengchi University, Department of Money and Banking). (http: //econ.shu.edu.tw/conference/2004asia/1-A-3.pdf) (Erişim Tarihi 15. 03.2007)
  • HUBERTY, C. J. (1984), “Issues in the Use and the Interpretation of Discriminant Analysis,” Psychological Bulletin, 95/1: 156-171
  • HUCTHISON, M./ McDILL, K. (1999), Are All Banking Crises Alike? The Japanese Experience in International Comparison, NBER Working Paper No 7253.
  • HUCTHISON, M. (2002), “European Banking Distress and EMU: Institutional and macroeconomic Risks,” Scandinavian Journal of Economics, 104/3: 365-389.
  • IMF (1998), IMF International Capital Markets September 1998, Annex III: Leading Indicators of Currency and Banking Crises, September. (www.imf.org/external/pubs/ft/ icm/icm98/pdf/file09.pdf) (Erişim 26.09.2006).
  • IMF (2002), “Early Warning System Models: The Next Steps Forward”, Chapter IV, Global Financial Stability Report, Market Developments and Issues, March: 48-64.
  • İPEKER, M. (2002), Türkiye Cumhuriyet Merkez Bankasının Finansal Sistem İstikrarının Sağlanmasında Rolü (Ankara: TCMB Bankacılık ve Finansal Kuruluşlar Genel Müdürlüğü, Uzmanlık Yeterlilik Tezi).
  • JACOPS, J./KUPER, G. H. (2003), Indicators of Financial Crises Do Work! An Early-Warning System For Six Asian Countries, CCSO Working Papers, No 2003/13.
  • KAMINSKY, G. (1998), Currency and Banking Crises: The Early Warnings of Distress, International Finance Discussion Paper No 629, Board of Governors of the Federal Reserve System, October.
  • KAMINSKY, G./REINHART, M. (1999), “The Twin Crises: The Causes of Banking and Balance-ofPayments Problems,” The Amercan Economic Review, 89/3: 473-500.
  • KAMINSKY, G./LIZONDO, S./REINHART, M.(1998), Leading Indicators of Currency Crises, IMF Staff Paper, Vol. 45, No 1, March.
  • LINDGREN, C. J./GARCIA G. /SAAL, M.I. (1996), Bank Soundness and Macroeconomic Policy (Washington, D. C.: IMF).
  • ÖZ, B. (2005), Türkiye’de Banka Başarısızlıklarının Belirlenmesinde Etkili Olan Faktörlerin Çok Değişkenli İstatistik Yöntemlerle İncelenmesi (İstanbul: Yayınlanmamış Doktora Tezi, İstanbul Ün., SBE).
  • RABE, J. M. (2000), The Efficiency of Early Warning Indicators for Financial Crises, Universitat Konstanz. (http: //www.ub.uni-konstanz.de/v13/volltexte/2000/447//pdf /447_1.pdf) (Erişim 07.07.2006).
  • ROSSI, M. (1999), Financial Fragility and Economic Performance in Developing Countries: Do Capital Control, Prudential Regulation and Supervision Matter?, IMF Working Paper No WP/99/66, May.
  • SABUNCUOĞLU, R. A. (2002), Analysis and Prediction of Bank Failures in Turkey "A Multivariate Logit Approach" (İstanbul: Boğaziçi Üniversitesi Sosyal Bilimler Enstitüsü, Yayınlanmamış Doktora Tezi).
  • SAHAJWALA, R./BERGH, P. V. (2000), Supervisory Risk Assessment And Early Warning Systems, Basel Committee On Banking Supervision Working Papers, No. 4, December.
  • SHARMA, S. (1996), Applied Multivariate Techniques (John Wiley and Sons Inc.). TABACHNICK, B. G./FIDELL L. S. (1996), Using Multivariate Statistics (Northridge: Harper Collins College Publisher, Third Edition).
  • TBB (2001), Basel Komite Yeni Sermaye Yeterliliği Düzenlemesi.
  • TCMB (2005), Para Politikası Raporu 2005-I.
  • TIMMERMAN, T. (2001), “Monitoring The Macroeconomic Determinants of Banking System Stability,” BIS Papers, No 1: 117-137.
There are 63 citations in total.

Details

Primary Language Turkish
Journal Section Research Articles
Authors

Halil Altıntaş This is me

Bülent Öz This is me

Publication Date April 1, 2007
Submission Date July 31, 2014
Published in Issue Year 2007 Volume: 62 Issue: 04

Cite

APA Altıntaş, H., & Öz, B. (2007). GELİŞMEKTE OLAN ÜLKELERDEKİ BANKACILIK KRİZLERİNİN ÇOK DEĞİŞKENLİ LOGİT YÖNTEMİYLE ÖNGÖRÜLMESİ. Ankara Üniversitesi SBF Dergisi, 62(04), 1-31. https://doi.org/10.1501/SBFder_0000002047
AMA Altıntaş H, Öz B. GELİŞMEKTE OLAN ÜLKELERDEKİ BANKACILIK KRİZLERİNİN ÇOK DEĞİŞKENLİ LOGİT YÖNTEMİYLE ÖNGÖRÜLMESİ. SBF Dergisi. April 2007;62(04):1-31. doi:10.1501/SBFder_0000002047
Chicago Altıntaş, Halil, and Bülent Öz. “GELİŞMEKTE OLAN ÜLKELERDEKİ BANKACILIK KRİZLERİNİN ÇOK DEĞİŞKENLİ LOGİT YÖNTEMİYLE ÖNGÖRÜLMESİ”. Ankara Üniversitesi SBF Dergisi 62, no. 04 (April 2007): 1-31. https://doi.org/10.1501/SBFder_0000002047.
EndNote Altıntaş H, Öz B (April 1, 2007) GELİŞMEKTE OLAN ÜLKELERDEKİ BANKACILIK KRİZLERİNİN ÇOK DEĞİŞKENLİ LOGİT YÖNTEMİYLE ÖNGÖRÜLMESİ. Ankara Üniversitesi SBF Dergisi 62 04 1–31.
IEEE H. Altıntaş and B. Öz, “GELİŞMEKTE OLAN ÜLKELERDEKİ BANKACILIK KRİZLERİNİN ÇOK DEĞİŞKENLİ LOGİT YÖNTEMİYLE ÖNGÖRÜLMESİ”, SBF Dergisi, vol. 62, no. 04, pp. 1–31, 2007, doi: 10.1501/SBFder_0000002047.
ISNAD Altıntaş, Halil - Öz, Bülent. “GELİŞMEKTE OLAN ÜLKELERDEKİ BANKACILIK KRİZLERİNİN ÇOK DEĞİŞKENLİ LOGİT YÖNTEMİYLE ÖNGÖRÜLMESİ”. Ankara Üniversitesi SBF Dergisi 62/04 (April 2007), 1-31. https://doi.org/10.1501/SBFder_0000002047.
JAMA Altıntaş H, Öz B. GELİŞMEKTE OLAN ÜLKELERDEKİ BANKACILIK KRİZLERİNİN ÇOK DEĞİŞKENLİ LOGİT YÖNTEMİYLE ÖNGÖRÜLMESİ. SBF Dergisi. 2007;62:1–31.
MLA Altıntaş, Halil and Bülent Öz. “GELİŞMEKTE OLAN ÜLKELERDEKİ BANKACILIK KRİZLERİNİN ÇOK DEĞİŞKENLİ LOGİT YÖNTEMİYLE ÖNGÖRÜLMESİ”. Ankara Üniversitesi SBF Dergisi, vol. 62, no. 04, 2007, pp. 1-31, doi:10.1501/SBFder_0000002047.
Vancouver Altıntaş H, Öz B. GELİŞMEKTE OLAN ÜLKELERDEKİ BANKACILIK KRİZLERİNİN ÇOK DEĞİŞKENLİ LOGİT YÖNTEMİYLE ÖNGÖRÜLMESİ. SBF Dergisi. 2007;62(04):1-31.