Designing an early warning system for debt crises
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Emerging Markets Review.
Volume (Year): 6 (2005)
Issue (Month): 4 (December)
Contact details of provider:
Web page: http://www.elsevier.com/locate/inca/620356
Please 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.:
- Reinhart, Carmen & Kaminsky, Graciela & Lizondo, Saul, 1998.
"Leading Indicators of Currency Crises,"
6981, University Library of Munich, Germany.
- Bussière, Matthieu & Fratzscher, Marcel, 2002.
"Towards a new early warning system of financial crises,"
Working Paper Series
0145, European Central Bank.
- 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.
- Fratzscher, Marcel & Matthieu Bussiere, 2003. "Towards A New Early Warning System of Financial Crises," Royal Economic Society Annual Conference 2003 81, Royal Economic Society.
- 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.).
- Frankel, Jeffrey A. & Rose, Andrew K., 1996. "Currency crashes in emerging markets: An empirical treatment," Journal of International Economics, Elsevier, vol. 41(3-4), pages 351-366, November.
- Sy, Amadou N.R., 2004.
"Rating the rating agencies: Anticipating currency crises or debt crises?,"
Journal of Banking & Finance,
Elsevier, vol. 28(11), pages 2845-2867, November.
- Amadou N. R. Sy, 2003. "Rating the Rating Agencies: Anticipating Currency Crises or Debt Crises," IMF Working Papers 03/122, International Monetary Fund.
- Enrica Detragiache & Antonio Spilimbergo, 2001. "Crises and Liquidity - Evidence and Interpretation," IMF Working Papers 01/2, 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.
- 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.
- 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.
- 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.
- Sebastián Nieto Parra, 2008.
"Who Saw Sovereign Debt Crises Coming?,"
OECD Development Centre Working Papers
274, OECD Publishing.
- Enderlein, Henrik & Trebesch, Christoph & von Daniels, Laura, 2012. "Sovereign debt disputes: A database on government coerciveness during debt crises," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 250-266.
- Layal Mansour, 2013. "International Reserves versus External Debts : Can International reserves avoid future Financial Crisis in indebted Countries ?," Working Papers halshs-00864899, HAL.
- 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.
- Bunda, Irina & Ca' Zorzi, Michele, 2009.
"Signals from housing and lending booms,"
Working Paper Series
1094, European Central Bank.
- 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.
- Layal Mansour, 2013. "International Reserves versus External Debts : Can International reserves avoid future Financial Crisis in indebted Countries ?," Working Papers 1329, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure.
- Dumitrescu, Elena-Ivona, 2012. "Econometric methods for financial crises," Open Access publications from Maastricht University urn:nbn:nl:ui:27-29274, Maastricht University.
- 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).
- 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.
- 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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wendy Shamier).
If references are entirely missing, you can add them using this form.