This study investigates the factors that were important in the failure of 36 banks in 1997-2006. The study uses cross-section time series data from 81 banks and employs limited dependent variable models, a duration model and a dynamic panel data model in the analysis. The major concerns are to examine the determinants of banking failures by explaining the contribution of microeconomic and macroeconomic factors in Turkish banking system, to estimate the likelihood of banking failure and timing of failure, to analyze survival time path of failed and non-failed banks separately and to construct the degree of fragility of overall banking system. Furthermore, the determinants of bank profitability and the effects of bank-specific factors and macroeconomic conditions on bank profitability are analyzed by using dynamic panel data model.
| Identifer | oai:union.ndltd.org:METU/oai:etd.lib.metu.edu.tr:http://etd.lib.metu.edu.tr/upload/3/12608180/index.pdf |
| Date | 01 February 2007 |
| Creators | Evirgen, Ozgu |
| Contributors | Ercan, Hakan |
| Publisher | METU |
| Source Sets | Middle East Technical Univ. |
| Language | English |
| Detected Language | English |
| Type | Ph.D. Thesis |
| Format | text/pdf |
| Rights | To liberate the content for public access |
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