Peace Corps culture and the language of violence: A Feminist discursive analysis

Peace Corps is an international volunteer service organization and an agency of the United States Federal Government. Like all American governmental institutions, Peace Corps has an institutional culture with a heteropatriarchal, settler colonial legacy. In recent years, this has manifested in Peace Corps’ mishandling of cases of sexual violence against Peace Corps Volunteers. The agency has undertaken many reforms in response to public pressure, including changes at the level of language in policy and protocol. This project has two objectives, the first of which is an analysis of Peace Corps discourse on violence, victimhood, and responsibility. This discursive analysis is carried out within two distinct frameworks: a Liberal feminist framework and a Native feminist framework. My second objective is a comparative analysis of these two frameworks, which includes an explanation of why the Native feminist lens provides the more critical reading of the two

Essays on Time-Varying Risk and Investor Sentiment: Evidence from the U.S. And G-7 Countries Using Multivariate GARCH Modeling

This dissertation investigates the effects of investor sentiment on asset prices in both the U.S. equity market (chapter III) and international market (chapter IV). It employs a conditional version of the CAPM using a parsimonious generalized autoregressive conditional heteroskedasticity (GARCH) model in which the risk premia, betas, and correlations are time-varying. Investor sentiment is presented from two direct measures (surveys) and one indirect measure as conditional information variables; whereas, previous studies used macroeconomic fundamentals. Furthermore, investor sentiment is not assumed to be fully irrational. It is decomposed into its rational and irrational components. Both rational and irrational components are tested as conditioning information variables in several models. Results are compared with the macroeconomic fundamentals model. Chapter III provides evidence U.S. investor sentiment contains information is priced in the U.S. equity market. In chapter IV, we find no evidence U.S. investor sentiment, either total or irrational, is related to the world market price of risk. These findings are important because it provides evidence U.S. investor sentiment does not significantly affect international asset pricing. This implies there are generally no transmission effects of U.S. sentiment across international markets

The impact of government intervention on the stabilization of domestic financial markets and on U.S. banks’ asset composition

The 2007–2009 financial crisis that evolved from various factors including the housing boom, aggressive lending activity, financial innovation, and increased access to money and capital markets prompted unprecedented U.S. government intervention in the financial sector. We examine changes in banks’ balance sheet composition associated with U.S. government intervention during the crisis. We find that the initial round of quantitative easing positively impacts bank liquidity across all bank samples. Our results show a positive impact of repurchase agreement market rates on bank liquidity for small and medium banks. We conclude that banks have become more liquid in the post-crisis period, especially the larger banks (large and money center banks). We show that real estate loan portfolio exposures have reverted to pre-crisis levels for money center banks and remained flat for all other bank samples

The Impact of Government Intervention on the Stabilization of Domestic Financial Markets and on U.S. Banks’ Asset Composition

The 2007-2009 financial crisis that evolved from various factors including the housing boom, aggressive lending activity, financial innovation, and increased access to money and capital markets prompted unprecedented U.S. government intervention in the financial sector. We examine changes in banks’ balance sheet composition associated with U.S. government intervention during the crisis. We find that the initial round of quantitative easing positively impacts bank liquidity across all bank samples. Our results show a positive impact of repurchase agreement market rates on bank liquidity for small and medium banks. We conclude that banks have become more liquid in the post-crisis period, especially the larger banks (large and money center banks). We show that real estate loan portfolio exposures have reverted to pre-crisis levels for money center banks and remained flat for all other bank samples

Common Rose Diseases

6 pp., 6 color photosThis publication describes the symptoms and management of the common rose diseases--black spot, powdery mildew and viruses. It includes a 5-step guide to healthier roses

The impact of financial regulation policy uncertainty on bank profits and risk

Purpose The purpose of this paper is to explore the impact of financial regulation policy uncertainty (FRPU) on bank profit and risk. Design/methodology/approach This study applies dynamic panel techniques and uses the Baker et al. (2016) FRPU index and macroeconomic variables to assess FRPU’s impact on bank profit and risk using Federal Deposit Insurance Corporation call reports from Q1 2000 to Q4 2016 for over 4,760 commercial banks. Findings The effect of FRPU on profitability (Return on Assets [ROA] and Return on Equity [ROE]) and risk (standard deviation of ROA and ROE) produces complex results. FRPU negatively (positively) impacts profits for small and large banks (money center banks). There is a positive impact of FRPU on risk for small and medium-sized banks, with no impact reported for the large and money center banks. Practical implications Findings lead to several implications for financial services regulators, investors and executives as summarized in the conclusion. It is essential to ensure that clear communication channels are open especially to small and medium-sized banks for proper strategic planning, given their greater sensitivity to regulatory uncertainty. Originality/value This paper contributes to the literature as follows. First, it explores the impact of FRPU on bank profits and risk using a novel index introduced by Baker et al. (2016). This news-based continuous measure presents a bank profit modeling approach that differs from traditional event study methodology. Second, a large sample of US commercial banks is used which represents an important departure from banking regulation studies

The Impact of Securitization and Bank Liquidity Shocks on Bank Lending: Evidence from the U.S.

The securitization expansion preceding the 2007-2009 financial crisis introduced alternative liquidity sources and increased bank lending capacity. During the securitization expansion there was a rise and subsequent collapse of the subprime mortgage market. We investigate the impact of securitization and the subprime mortgage collapse on bank lending during the crisis. The results suggest that securitization, for the large and money-center bank, is a cost effective liquidity source since traditional bank funding costs play a diminished role in the supply of bank lending. We find that for the small and medium bank samples increases in REPO rates fostered lending during the crisis period. We show that real estate lending exposure negatively affects bank lending in the sample of small and medium banks suggesting a liquidity building behavior for these banks

Shifting Roots: Reimagining the Genealogical Roots of Disability Studies and Mad Studies through Women of Color Feminisms

This dissertation argues for rooting genealogies and origin stories of Disability Studies and Mad Studies in women of color feminist scholarship-activism. Turning to women of color feminist work as “alternative origin stories” shifts Disability Studies and Mad Studies away from limiting and often racist eurowestern models of Madness/disability. Women of color feminisms incite me to interrogate assumptions of Madness/disability as the “objects” of Disability Studies and Mad Studies, as well as assumptions of “humanization” as a primary aim of disabled scholarship-activism. Specifically, I demonstrate how the works of Gloria Anzaldúa, Audre Lorde, and Maxine Hong Kingston shift conceptual, methodological, pedagogical, and activist frameworks on Madness/disability. Through discursive analysis of their work, I foreground women of color feminist literary, poetic, and activist methods for theorizing Madness/disability as always already racialized, classed, and gendered. I argue that storying women of color feminist work as genealogical roots of Disability Studies and Mad Studies reveals how the constructions and ongoing histories of race, gender, and Madness/disability are inextricably intertwined, such that Madness/disability cannot be understood apart from other aspects of identity, embodiment, positionality, and marginalization. Shifting to women of color feminisms as genealogical roots implicates Mad Studies and Disability Studies in ongoing US white supremacist settler colonial cisheteropatriarchy and exhorts Mad/disabled scholar-activists to address and intervene on interlocking systems of oppression. Women of color feminisms reveal that the radical potential of Madness/disability lies in the ways that othered and marginalized bodymind difference generatively confuses binary categories of eurowestern worldview and creates alternative modalities for living, being, and relating outside of white supremacist colonial cisheteropatriarchal normativity

Bank net interest margins, the yield curve, and the 2007–2009 financial crisis

Using quarterly call report data from 2000 to 2016, we reexamine the relationship between net interest margins (NIM) and the yield curve for more than 5,500 U.S. commercial banks. In the full sample, yield curve and RGDP growth have positive effects on NIM, while inflation and deposit‐to‐loan ratios (D/L) have negative effects. Splitting the sample around the 2007–2009 crisis, we show the impact of yield curve and RGDP growth on NIM increasing during the “recovery” (2009Q3 to 2016Q4), and inflation and D/L changing signs. Positive effects of yield curve on profits vary with bank size and change over time