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Modelling Financial Instability: A Survey of the Literature

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  • Alexandra Lai

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  • Alexandra Lai, 2002. "Modelling Financial Instability: A Survey of the Literature," Staff Working Papers 02-12, Bank of Canada.
    • Handle: RePEc:bca:bocawp:02-12
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    37. Yehning Chen, 1999. "Banking Panics: The Role of the First-Come, First-Served Rule and Information Externalities," Journal of Political Economy, University of Chicago Press, vol. 107(5), pages 946-968, October.
    38. Roberto Chang & Andrés Velasco, 2000. "Liquidity Crises in Emerging Markets: Theory and Policy," NBER Chapters,in: NBER Macroeconomics Annual 1999, Volume 14, pages 11-78 National Bureau of Economic Research, Inc.
    39. N. Gregory Mankiw, 1986. "The Allocation of Credit and Financial Collapse," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 101(3), pages 455-470.
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    Cited by:

    1. Fernando Martin & Aleksander Berentsen & David Andolfatto, 2016. "Financial Fragility in Monetary Economies," 2016 Meeting Papers 1626, Society for Economic Dynamics.
    2. Veronika Dolar & Césaire Meh, 2002. "Financial Structure and Economic Growth: A Non-Technical Survey," Staff Working Papers 02-24, Bank of Canada.
    3. TCHANA TCHANA, Fulbert, 2008. "Regulation and Banking Stability: A Survey of Empirical Studies," MPRA Paper 9298, University Library of Munich, Germany, revised 30 May 2008.
    4. Falko Fecht, 2004. "On the Stability of Different Financial Systems," Journal of the European Economic Association, MIT Press, vol. 2(6), pages 969-1014, December.
    5. Cristian Ionescu, 2012. "The Herd Behavior and the Financial Instability," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 12(1), pages 129-140.
    6. Moore, Winston, 2009. "How do financial crises affect commercial bank liquidity? Evidence from Latin America and the Caribbean," MPRA Paper 21473, University Library of Munich, Germany.
    7. Ljerka Cerovic & Stella Suljic Nikolaj & Dario Maradin, 2017. "Comparative Analysis Of Conventional And Islamic Banking: Importance Of Market Regulation," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 26(1), pages 241-263, june.
    8. Winston R. Moore, 2007. "Forecasting domestic liquidity during a crisis: what works best?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(6), pages 445-455.
    9. Susan K. Schroeder, 2008. "The Underpinnings Of Country Risk Assessment," Journal of Economic Surveys, Wiley Blackwell, vol. 22(3), pages 498-535, July.
    10. Diego Nocetti, 2006. "Central bank´s value at risk and financial crises: An application to the 2001 Argentine crisis," Journal of Applied Economics, Universidad del CEMA, vol. 9, pages 381-402, November.
    11. Bauer, Christian & Herz, Bernhard & Karb, Volker, 2006. "How likely are macroeconomic crises in the CIS?," Research in International Business and Finance, Elsevier, vol. 20(2), pages 227-238, June.
    12. Jonathan Njoku, 2012. "Surveillance model of going concern in banking," African Journal of Accounting, Auditing and Finance, Inderscience Enterprises Ltd, vol. 1(1), pages 40-76.
    13. V.V. Mitrokhin & S.S. Artemyeva & I.K. Simaeva, 2016. "Assessment of the Balance Degree of Loan Companies Banking Policy," European Research Studies Journal, European Research Studies Journal, vol. 0(3A), pages 19-31.
    14. Eric Santor, 2003. "Crisis bancarias y contagio: evidencia empírica," Monetaria, CEMLA, vol. 0(3), pages 293-344, julio-sep.
    15. Mark Illing & Ying Liu, 2003. "An Index of Financial Stress for Canada," Staff Working Papers 03-14, Bank of Canada.
    16. Eric Santor, 2003. "Banking Crises and Contagion: Empirical Evidence," Staff Working Papers 03-1, Bank of Canada.
    17. Eric Santor, 2007. "Contagion and the composition of Canadian banks' foreign asset portfolios: do financial crises matter?," CGFS Papers chapters, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 32-52, Bank for International Settlements.
    18. Hamdaoui, Mekki, 2016. "Are systemic banking crises in developed and developing countries predictable?," Journal of Multinational Financial Management, Elsevier, vol. 37, pages 114-138.

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    More about this item

    Keywords

    Financial institutions; Financial markets; Financial services;
    All these keywords.

    JEL classification:

    • G20 - Financial Economics - - Financial Institutions and Services - - - General
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation

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