A LITERATURE REVIEW FOR EXPERIMENTAL STUDIES OF BANK RUNS / Banka Hücumlarına İlişkin Deneysel Çalışmalara Ait Bir Literatür Taraması

2007-2008 küresel finansal krizi boyunca ve sonrasında farklı batı ülkelerinde yaşanan ve eski hayaletin uyanması olarak da değerlendirilebilen banka hücumlarının görülmesi ile bu banka hücumlarının oluşumu ve bunları etkileyen temel faktörler için yapılan çalışmalara duyulan ihtiyaç artmıştır. Küresel finansal krizden önce, banka hücumları hakkında sadece iki adet deneysel araştırma vardı. Bankacılık ve finans alanında deneysel yöntemlerin popülerleşmesi ve son küresel finansal krizin sonucu olarak bu alandaki makale sayısı son on yılda hızla artmıştır. Bu makale, banka hücumları ile ilgili deneysel araştırmaları analiz ederek bu alana ilişkin bir literatür taraması yapmaktadır. Literatür taramasının sonuçları, iki yol ayrımını ortaya koymaktadır. Literatürdeki çalışmaların bir kolu, psikolojik faktörler dikkate alınarak konuya daha bireysel bir düzeyde yaklaşırken, diğer makaleler çoğunlukla bulaşıcılık etkileri gibi banka faaliyetlerinin makro etkileriyle ilgilenmektedirler.

Anahtar Kelimeler:

Bank Runs, Depositor Game, Experimental Finance, Game Theory, Financial Crises

A LITERATURE REVIEW FOR EXPERIMENTAL STUDIES OF BANK RUNS / Banka Hücumlarına İlişkin Deneysel Çalışmalara Ait Bir Literatür Taraması

With the bank runs experienced in different western countries during and after the 2007-2008 global financial crisis, bank run phenomena can be seen as the awakening of a ghost in financial markets, which is a definite call for research for the fundamental factors that derive bank runs. Prior to the global financial crisis there were only two experimental researches of bank runs. Parallel with the experimental methods being popular in finance and the latest global financial crisis, the number of papers in the field has risen sharply. This paper reviews the state of art for the experimental researches of bank runs. The results of the literature review indicate that some papers are approaching to the issue in a more individual level by taking into account psychological factors, while other papers are mostly interested in macro impacts of bank runs, such as contagion effects.

Keywords:

Banka Hücumları, Mevduat Oyunu, Deneysel Finans, Oyun Teorisi, Finansal Krizler,

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