Designing an early warning system for debt crises
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Bibliographic Info
Article provided by Elsevier in its journal Emerging Markets Review.
Volume (Year): 6 (2005)
Issue (Month): 4 (December)
Pages: 376-395
Contact details of provider:
Web page: http://www.elsevier.com/locate/inca/620356
Related research
Keywords:References
References listed on IDEASPlease report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Amadou N. R. Sy & Andrea Pescatori, 2004. "Debt Crises and the Development of International Capital Markets," IMF Working Papers 04/44, International Monetary Fund.
- Sy, Amadou N.R., 2004.
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- Kaminsky, Graciela & Lizondo, Saul & Reinhart, Carmen M., 1997.
"Leading indicators of currency crises,"
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1852, The World Bank.
- Graciela Kaminsky & Saul Lizondo & Carmen M. Reinhart, 1998. "Leading Indicators of Currency Crises," IMF Staff Papers, Palgrave Macmillan, vol. 45(1), pages 1-48, March.
- Reinhart, Carmen & Kaminsky, Graciela & Lizondo, Saul, 1998. "Leading Indicators of Currency Crises," MPRA Paper 6981, University Library of Munich, Germany.
- Graciela Laura Kaminsky, 1997. "Leading Indicators of Currency Crises," IMF Working Papers 97/79, International Monetary Fund.
- Andrew Berg & Eduardo Borensztein & Catherine A. Pattillo, 2004.
"Assessing Early Warning Systems: How Have They Worked in Practice?,"
IMF Working Papers
04/52, International Monetary Fund.
- Andrew Berg & Eduardo Borensztein & Catherine Pattillo, 2005. "Assessing Early Warning Systems: How Have They Worked in Practice?," IMF Staff Papers, Palgrave Macmillan, vol. 52(3), pages 5.
- Visco, Ignazio, 1978. "On obtaining the right sign of a coefficient estimate by omitting a variable from the regression," Journal of Econometrics, Elsevier, vol. 7(1), pages 115-117, February.
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"Currency crashes in emerging markets: An empirical treatment,"
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Elsevier, vol. 41(3-4), pages 351-366, November.
- Jeffrey A. Frankel & Andrew K. Rose, 1996. "Currency crashes in emerging markets: an empirical treatment," International Finance Discussion Papers 534, Board of Governors of the Federal Reserve System (U.S.).
- Axel Schimmelpfennig & Nouriel Roubini & Paolo Manasse, 2003. "Predicting Sovereign Debt Crises," IMF Working Papers 03/221, International Monetary Fund.
- Fratzscher, Marcel & Matthieu Bussiere, 2003.
"Towards A New Early Warning System of Financial Crises,"
Royal Economic Society Annual Conference 2003
81, Royal Economic Society.
- Bussiere, Matthieu & Fratzscher, Marcel, 2006. "Towards a new early warning system of financial crises," Journal of International Money and Finance, Elsevier, vol. 25(6), pages 953-973, October.
- Marcel Fratzscher & Matthieu Bussiere, 2002. "Towards a new early warning system of financial crises," Working Paper Series 145, European Central Bank.
- Jorge A. Chan-Lau, 2003. "Anticipating Credit Events Using Credit Default Swaps, with an Application to Sovereign Debt Crises," IMF Working Papers 03/106, International Monetary Fund.
- Enrica Detragiache & Antonio Spilimbergo, 2001. "Crises and Liquidity - Evidence and Interpretation," IMF Working Papers 01/2, International Monetary Fund.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Alessio Ciarlone & Giorgio Trebeschi, 2006. "A Multinomial Approach to Early Warning Systems for Debt Crises," Temi di discussione (Economic working papers) 588, Bank of Italy, Economic Research and International Relations Area.
- Irina Bunda & Michele Ca’ Zorzi, 2009.
"Signals from housing and lending booms,"
Working Paper Series
1094, European Central Bank.
- Bunda, Irina & Ca' Zorzi, Michele, 2010. "Signals from housing and lending booms," Emerging Markets Review, Elsevier, vol. 11(1), pages 1-20, March.
- Alessio Ciarlone & Paolo Piselli & Giorgio Trebeschi, 2007.
"Emerging Markets Spreads and Global Financial Conditions,"
Temi di discussione (Economic working papers)
637, Bank of Italy, Economic Research and International Relations Area.
- Ciarlone, Alessio & Piselli, Paolo & Trebeschi, Giorgio, 2009. "Emerging markets' spreads and global financial conditions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(2), pages 222-239, April.
- Sebastián Nieto Parra, 2008.
"Who Saw Sovereign Debt Crises Coming?,"
OECD Development Centre Working Papers
274, OECD Publishing.
- Sebastián Nieto-Parra, 2009. "Who Saw Sovereign Debt Crises Coming?," Journal of LACEA Economia, LACEA - LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION.
- Hongjin Xiang & Feng Zongxian & Liu Xuyuan, 2011. "Research on early warning system for antidumping petition: based on panel data logit model," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing, vol. 4(3), pages 158-172, October.
- Fioramanti, Marco, 2008.
"Predicting sovereign debt crises using artificial neural networks: A comparative approach,"
Journal of Financial Stability,
Elsevier, vol. 4(2), pages 149-164, June.
- Marco Fioramanti, 2006. "Predicting Sovereign Debt Crises Using Artificial Neural Networks: A Comparative Approach," ISAE Working Papers 72, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
- Dumitrescu, Elena-Ivona, 2012. "Econometric methods for financial crises," Open Access publications from Maastricht University urn:nbn:nl:ui:27-29274, Maastricht University.
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