| Week |
Subject |
Related Preparation |
| 1) |
• syllabus.
• Examination of CT.
• Findings for CT activity.
• Evidence of CT activity.
• Examination of the main causes of CT activity. |
|
| 1) |
|
|
| 2) |
• Examination of target currencies.
• Investigation of Funding currencies.
• Basic characteristics of target currencies.
• Fundamentals of funding currencies.
• Examination of CT activity and risk perception. |
Articles of Gagnon and Chaboud (2007), Gyntelberg and Remolona (2007) and Hatori and Shin (2007). |
| 3) |
• Influence of funding money on bond issuance.
• Investigate why CT is generating a rapid increase in Yen borrowing assets.
• Investigation of basic risk perceptions in foreign exchange markets. |
Articles of Candelaria et al. (2010), Brunnermeier et al. (2008) ve Lustig et al. (2011 |
| 4) |
• Discussion of the non-linear course of the foreign currency exchange rate futures. |
Articles of Clarida et al.(2009), Baillie et al. (2011) ve Christiansen et al. (2011) |
| 5) |
• Discussing the new regulations that are being made in the financial markets in the aftermath of the 2008 crisis.
• Causes of global banking dragging into the 2008 crisis.
• Discussion of the objectives of financial network risk management. |
Articles of Bernanke (2009), Haldane (2009), Laeven and Valencia (2008, 2010). |
| 6) |
• Discussion of the inadequacy of the financial crisis and micro prudential policies.
• Discussion of the need for macroeconomic policy.
• Explanation of fragility perception in 2008 crisis banks.
• Describe the Furfine (2003) algorithm for systemic risk in financial institutions. |
Articles of Bori and Drehmann (2009), Borio (2003) ve Furfine (2003). |
| 7) |
•Review of the local markets where the algorithm is applied.
• Discussion of the consequences of applying the algorithm to the banquet system on a global scale. |
Articles of Degryse et al. (2010), Craig and von Peter (2010) ve De Masi et al. (2006). |
| 8) |
• Describe the financial network area with graph theory.
• Discussion of the financial networking effort for the Italian overnight borrowing market. |
Atticles of Iori, Jafarey and Padilla (2006), Iori et al. (2008) ve Frickie and Lux (2010). |
| 9) |
• Describe the financial network area with graph theory.
• Discussion of the financial networking effort for the Italian overnight borrowing market. |
Articles of Iori, Jafarey and Padilla (2006), Iori et al. (2008) ve Frickie and Lux (2010). |
| 10) |
• Discussion of the network study of the US overnight borrowing market.
• Questioning the validity of the "Too Big to Fail" phenomenon.
• Discussion of what kind of macro precautionary policy might lead network work. |
Articles of Bech and Atalay (2008), Moosa (2010) ve Soramaki et al. (2006). |
| 11) |
• Investigation of financial networking work for derivative markets.
• Discussion of the findings of a networking work in global banking. |
Articles of Markose (2012), Markose et al. (2012) ve Hattori ve Suda (2007). |
| 12) |
• Discussion of the findings of another network work in the global banking field.
• Discussion of why the results of two studies in global banking differ.
• Handling the financial network methodology in terms of two articles mentioned above.
• Discussion on the evolution of growth theories. |
Articles of Minoiu and Reyes (2011), Acemoglu et al. (2001, 2002). |
| 13) |
• Discussion of the cause of long-term global imbalances.
• Discussion of capital movements as one of the main reasons for creating financial global imbalances.
• Discuss the reasons why the capital is not seen today, according to neoclassical economics, from the developed countries to the developing countries. |
Articles of Alfaro et al. (2008), Papaioannou (2009), Calvo et al. (1996). |
| 14) |
• Discussion of the inadequacy of the financial crisis and micro prudential policies.
• Discussion of the need for macroeconomic policy
• Discussion of the findings of a networking work in global banking. |
No. |
| 15) |
• Final Exam. |
No. |
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