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020 ▼a 9780438308190
035 ▼a (MiAaPQ)AAI10837668
035 ▼a (MiAaPQ)temple:13422
040 ▼a MiAaPQ ▼c MiAaPQ ▼d 247004
0820 ▼a 330
1001 ▼a Akcay, Mustafa.
24510 ▼a Three Essays on the Impact of Monetary Policy Target Interest Rates on Bank Distress and Systemic Risk.
260 ▼a [S.l.]: ▼b Temple University., ▼c 2018.
260 1 ▼a Ann Arbor: ▼b ProQuest Dissertations & Theses, ▼c 2018.
300 ▼a 223 p.
500 ▼a Source: Dissertation Abstracts International, Volume: 80-01(E), Section: A.
500 ▼a Adviser: Mustafa Akcay.
5021 ▼a Thesis (Ph.D.)--Temple University, 2018.
520 ▼a 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
520 ▼a 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
520 ▼a 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
520 ▼a 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
590 ▼a School code: 0225.
650 4 ▼a Economics.
650 4 ▼a Banking.
690 ▼a 0501
690 ▼a 0770
71020 ▼a Temple University. ▼b Economics.
7730 ▼t Dissertation Abstracts International ▼g 80-01A(E).
773 ▼t Dissertation Abstract International
790 ▼a 0225
791 ▼a Ph.D.
792 ▼a 2018
793 ▼a English
85640 ▼u http://www.riss.kr/pdu/ddodLink.do?id=T14999575 ▼n KERIS ▼z 이 자료의 원문은 한국교육학술정보원에서 제공합니다.
980 ▼a 201812 ▼f 2019
990 ▼a ***1012033