Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Gazi Ishak Kara"'
Autor:
Cindy M. Vojtech, Gazi Ishak Kara
Publikováno v:
SSRN Electronic Journal.
We empirically document that banks with greater exposure to high home price-to-income ratio regions in 2005 and 2006 have higher mortgage delinquency and charge-off rates and significantly higher probabilities of failure during the last financial cri
Autor:
Gazi Ishak Kara
Publikováno v:
Finance and Economics Discussion Series. 2016:1-40
Despite the extensive attention that the Basel capital adequacy standards have received internationally, significant variation exists in the implementation of these standards across countries. Furthermore, a significant number of countries increase o
Autor:
Gazi Ishak Kara, S. Mehmet Ozsoy
Publikováno v:
Finance and Economics Discussion Series. 2016:1-79
This paper examines the optimal design of and interaction between capital and liquidity regulations in a model characterized by fire sale externalities. In the model, banks can insure against potential liquidity shocks by hoarding sufficient precauti
Autor:
Youngsuk Yook, Gazi Ishak Kara
Publikováno v:
SSRN Electronic Journal.
We document that banks reduce supply of jumbo mortgage loans when policy uncertainty increases as measured by the timing of US gubernatorial elections in banks' headquarter states. The reduction is larger for more uncertain elections. We utilize high
Autor:
Gazi Ishak Kara
Publikováno v:
Finance and Economics Discussion Series. 2013:1-60
This paper examines the incentives of national regulators to coordinate regulatory policies in the presence of systemic risk in global financial markets. In a two-country and three-period model, correlated asset fire sales by banks generate systemic
Publikováno v:
Contemporary Economic Policy. 29:593-604
I. INTRODUCTION High and sticky credit card rates that respond asymmetrically to changes in the cost of funds have been frequently cited in the literature.1 During the financial crises of 2000-2001 in Turkey, banks immediately raised their credit car
Publikováno v:
Emerging Markets Finance and Trade. 46:23-35
The failure of competition and the consequent high and sticky interest rates in credit card markets have been the subject of a considerable amount of debate and research lately. This paper presents the first regression testing for the existence of pr
Publikováno v:
FEDS Notes. 2015
The one-sided credit-to-GDP gap -- measured as the difference between the level of private nonfinancial sector credit-to-GDP and its one-sided Hodrick-Prescott (HP) filtered trend (with λ=400,000) -- is a prominent variable in the decision-making fr
Publikováno v:
SSRN Electronic Journal.
This paper provides a framework for categorizing and comparing various measures of financial interconnectedness. In particular, we distinguish between network and non-network measures. Network measures map links between institutions using either dire
Autor:
Gazi Ishak Kara
Publikováno v:
SSRN Electronic Journal.