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Financial crises and bank failures: a review of prediction methods

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Author Info
Yuliya Demyanyk
Iftekhar Hasan

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Abstract

In this article we analyze financial and economic circumstances associated with the U.S. subprime mortgage crisis and the global financial turmoil that has led to severe crises in many countries. We suggest that the level of cross-border holdings of long-term securities between the United States and the rest of the world may indicate a direct link between the turmoil in the securitized market originated in the United States and that in other countries. We provide a summary of empirical results obtained in several Economics and Operations Research papers that attempt to explain, predict, or suggest remedies for financial crises or banking defaults; we also extensively outline the methodologies used in them. The intent of this article is to promote future empirical research for preventing financial crises.

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Paper provided by Federal Reserve Bank of Cleveland in its series Working Paper with number 0904.

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Date of creation: 2009
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Handle: RePEc:fip:fedcwp:0904

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Related research
Keywords: Subprime mortgage ; Financial crises;

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  1. Canbas, Serpil & Cabuk, Altan & Kilic, Suleyman Bilgin, 2005. "Prediction of commercial bank failure via multivariate statistical analysis of financial structures: The Turkish case," European Journal of Operational Research, Elsevier, vol. 166(2), pages 528-546, October. [Downloadable!] (restricted)
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This page was last updated on 2009-11-12.


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