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Three Essays on the Impact of Monetary Policy Target Interest Rates on Bank Distress and Systemic Risk
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| 자료유형 | 학위논문 |
|---|---|
| 서명/저자사항 | Three Essays on the Impact of Monetary Policy Target Interest Rates on Bank Distress and Systemic Risk. |
| 개인저자 | Akcay, Mustafa. |
| 단체저자명 | Temple University. Economics. |
| 발행사항 | [S.l.]: Temple University., 2018. |
| 발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2018. |
| 형태사항 | 223 p. |
| 기본자료 저록 | Dissertation Abstracts International 80-01A(E). Dissertation Abstract International |
| ISBN | 9780438308190 |
| 학위논문주기 | Thesis (Ph.D.)--Temple University, 2018. |
| 일반주기 |
Source: Dissertation Abstracts International, Volume: 80-01(E), Section: A.
Adviser: Mustafa Akcay. |
| 요약 | My dissertation topic is on the impact of changes in the monetary policy interest rate target on bank distress and systemic risk in the U.S. banking system. The financial crisis of 2007--2009 had devastating effects on the banking system worldwi |
| 요약 | Concerns about system-wide distress have broadened the debate on banking regulation towards a macro prudential approach. In this context, limiting bank risk and systemic risk has become a prolific research field at the crossroads of banking, mac |
| 요약 | In the first chapter, I investigate the impact of the federal funds rate (FFR) changes on the banking system distress between 2001 and 2013 within an unrestricted vector auto-regression model. The Fed used FFR as a primary policy tool before the |
| 요약 | In the second chapter, I examine the prevalence and asymmetry of the effects on bank distress from positive and negative shocks to the target fed fund rate (FFR) in the period leading to the financial crisis (2001--2008). A panel model with thre |
| 일반주제명 | Economics. Banking. |
| 언어 | 영어 |
| 바로가기 | 
: 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |
