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Designing an early warning system for debt crises

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  • Ciarlone, Alessio
  • Trebeschi, Giorgio

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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

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Handle: RePEc:eee:ememar:v:6:y:2005:i:4:p:376-395

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Web page: http://www.elsevier.com/locate/inca/620356

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References

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  1. Axel Schimmelpfennig & Nouriel Roubini & Paolo Manasse, 2003. "Predicting Sovereign Debt Crises," IMF Working Papers 03/221, International Monetary Fund.
  2. Bussière, Matthieu & Fratzscher, Marcel, 2002. "Towards a new early warning system of financial crises," Working Paper Series 0145, European Central Bank.
  3. Reinhart, Carmen & Kaminsky, Graciela & Lizondo, Saul, 1998. "Leading Indicators of Currency Crises," MPRA Paper 6981, University Library of Munich, Germany.
  4. 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.
  5. 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.
  6. Amadou N. R. Sy, 2003. "Rating the Rating Agencies," IMF Working Papers 03/122, International Monetary Fund.
  7. 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.
  8. Enrica Detragiache & Antonio Spilimbergo, 2001. "Crises and Liquidity," IMF Working Papers 01/2, International Monetary Fund.
  9. Andrew Berg & Eduardo Borensztein & Catherine A. Pattillo, 2004. "Assessing Early Warning Systems," IMF Working Papers 04/52, International Monetary Fund.
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Cited by:
  1. Layal Mansour, 2013. "International Reserves versus External Debts : Can International reserves avoid future Financial Crisis in indebted Countries ?," Working Papers, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure 1329, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure.
  2. 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, Emerald Group Publishing, vol. 4(3), pages 158-172, October.
  3. 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, Elsevier, vol. 31(2), pages 250-266.
  4. Ciarlone, Alessio & Piselli, Paolo & Trebeschi, Giorgio, 2009. "Emerging markets' spreads and global financial conditions," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 19(2), pages 222-239, April.
  5. Bunda, Irina & Ca' Zorzi, Michele, 2009. "Signals from housing and lending booms," Working Paper Series 1094, European Central Bank.
  6. Kuper, Gerard & Jacobs, Jan & Boonman, Tjeerd, 2013. "Sovereign debt crises in Latin America: A market pressure approach," Research Report 13016-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  7. Marco Fioramanti, 2006. "Predicting Sovereign Debt Crises Using Artificial Neural Networks: A Comparative Approach," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY) 72, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  8. Sebastián Nieto Parra, 2008. "Who Saw Sovereign Debt Crises Coming?," OECD Development Centre Working Papers 274, OECD Publishing.
  9. Layal Mansour, 2013. "International Reserves versus External Debts : Can International reserves avoid future Financial Crisis in indebted Countries ?," Working Papers halshs-00864899, HAL.
  10. Alessio Ciarlone & Giorgio Trebeschi, 2006. "A Multinomial Approach to Early Warning Systems for Debt Crises," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 588, Bank of Italy, Economic Research and International Relations Area.

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