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Intermediation Costs and Financial Fragility

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Author Info
Cafer Kaplan (Central Bank of Turkey)
Ferhan Salman (Central Bank of Turkey)

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Abstract

This paper studies implications of intermediation costs in credit markets. The presence of intermediation costs increases the amount of risky projects therefore results in financial fragility. Moreover, for an open economy that has a perfectly liberal capital account, prudent firms finance their projects from foreign markets therefore shrinking the domestic credit markets. The theoretical predictions of our model gains support by Turkish data for the 1991 – 2004 period. Data suggests that an increase in intermediation costs results in an increase in non-performing loans, and an increase in foreign financing (shrinking of domestic credit markets). We argue that minimization of these costs improves financial soundness.

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File URL: http://www.tek.org.tr/dosyalar/Kaplan-Salman-IntCost-08-08.pdf
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Publisher Info
Paper provided by Turkish Economic Association in its series Working Papers with number 2008/12.

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Length: 20 pages
Date of creation: 2007
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Handle: RePEc:tek:wpaper:2008/12

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  1. Bernanke, Ben S. & Gertler, Mark & Gilchrist, Simon, 1999. "The financial accelerator in a quantitative business cycle framework," Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 21, pages 1341-1393 Elsevier. [Downloadable!] (restricted)
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  2. Robert Townsend, 1979. "Optimal contracts and competitive markets with costly state verification," Staff Report 45, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  3. Becsi, Zsolt & Wang, Ping & Wynne, Mark A., 1999. "Costly intermediation, the big push and the big crash," Journal of Development Economics, Elsevier, vol. 59(2), pages 275-293, August. [Downloadable!] (restricted)
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This page was last updated on 2009-11-21.


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