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Assessing Early Warning Systems: How Have They Worked in Practice?

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Cited by:

  1. Dawood, Mary & Horsewood, Nicholas & Strobel, Frank, 2017. "Predicting sovereign debt crises: An Early Warning System approach," Journal of Financial Stability, Elsevier, vol. 28(C), pages 16-28.
  2. Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2018. "International Reserves and Rollover Risk," American Economic Review, American Economic Association, vol. 108(9), pages 2629-2670, September.
  3. Bussière, Matthieu & Saxena, Sweta C. & Tovar, Camilo E., 2012. "Chronicle of currency collapses: Re examining the effects on output," Journal of International Money and Finance, Elsevier, vol. 31(4), pages 680-708.
  4. Frankel, Jeffrey & Saravelos, George, 2012. "Can leading indicators assess country vulnerability? Evidence from the 2008–09 global financial crisis," Journal of International Economics, Elsevier, vol. 87(2), pages 216-231.
  5. Mr. Selim A Elekdag, 2006. "How Does the Global Economic Environment Influence the Demand for IMF Resources?," IMF Working Papers 2006/239, International Monetary Fund.
  6. Barry Eichengreen, 2009. "The financial crisis and global policy reforms," Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 299-334.
  7. Joseph E. Gagnon, 2010. "Currency Crashes in Industrial Countries: What Determines Good and Bad Outcomes?," International Finance, Wiley Blackwell, vol. 13(2), pages 165-194, August.
  8. Petr Hájek & Michal Střižík & Pavel Praks & Petr Kadeřábek, 2009. "Možnosti využití přístupu latentní sémantiky při předpovídání finančních krizí [Possibilities of Financial Crises Forecasting with Latent Semantic Indexing]," Politická ekonomie, Prague University of Economics and Business, vol. 2009(6), pages 754-768.
  9. Banaian King & Lo Ming Chien, 2006. "Indexing Speculative Pressure on an Exchange Rate Regime: A Case Study of Macedonia," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(1), pages 1-21, March.
  10. Martin Bruns & Tigran Poghosyan, 2018. "Leading indicators of fiscal distress: evidence from extreme bounds analysis," Applied Economics, Taylor & Francis Journals, vol. 50(13), pages 1454-1478, March.
  11. M Ayhan Kose & Eswar Prasad & Kenneth Rogoff & Shang-Jin Wei, 2009. "Financial Globalization: A Reappraisal," IMF Staff Papers, Palgrave Macmillan, vol. 56(1), pages 8-62, April.
  12. Gaetano Bloise & Pietro Reichlin & Mario Tirelli, 2009. "Indeterminacy Of Competitive Equilibrium With Risk Of Default," Levine's Working Paper Archive 814577000000000313, David K. Levine.
  13. Dragos Alexandru DIAMESCU, 2015. "Bank Capital Management – The Countercyclical Reserve," Management and Marketing Journal, University of Craiova, Faculty of Economics and Business Administration, vol. 0(2), pages 414-424, November.
  14. Ali Namaki & Reza Eyvazloo & Shahin Ramtinnia, 2023. "A systematic review of early warning systems in finance," Papers 2310.00490, arXiv.org.
  15. Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2020. "Forecasting financial stress indices in Korea: a factor model approach," Empirical Economics, Springer, vol. 59(6), pages 2859-2898, December.
  16. M Ayhan Kose & Eswar Prasad & Kenneth Rogoff & Shang-Jin Wei, 2009. "Financial Globalization: A Reappraisal," IMF Staff Papers, Palgrave Macmillan, vol. 56(1), pages 8-62, April.
  17. Mioara CHIRITA & Daniela SARPE, 2011. "Usefulness of Artificial Neural Networks for Predicting Financial and Economic Crisis," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 44-48.
  18. Tristan Nguyen & Nguyen Ngoc Duy, 2017. "Developing an Early Warning System for Financial Crises in Vietnam," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 7(4), pages 413-430, April.
  19. Sylvain Barthélémy & Fabien Rondeau & Virginie Gautier, 2023. "Early Warning System for Currency Crises using Long Short-Term Memory and Gated Recurrent Unit Neural Networks," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 2023-05, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
  20. Gagnon, Joseph E., 2009. "Currency crashes and bond yields in industrial countries," Journal of International Money and Finance, Elsevier, vol. 28(1), pages 161-181, February.
  21. Fukuda, Takashi & Dahalan, Jauhari, 2011. "Finance-Growth-Crisis Nexus in India: Evidence from Cointegration and Causality Assessment," MPRA Paper 39467, University Library of Munich, Germany.
  22. Valencia, Oscar & Parra, Diego A. & Díaz, Juan Camilo, 2022. "Assessing Macro-Fiscal Risk for Latin American and Caribbean Countries," IDB Publications (Working Papers) 12482, Inter-American Development Bank.
  23. Wildmann, Christian, 2010. "What drives portfolio investments of German banks in emerging capital markets?," Discussion Paper Series 2: Banking and Financial Studies 2010,04, Deutsche Bundesbank.
  24. Bussiere, Matthieu & Fratzscher, Marcel, 2008. "Low probability, high impact: Policy making and extreme events," Journal of Policy Modeling, Elsevier, vol. 30(1), pages 111-121.
  25. Biswa N. Bhattacharyay, 2009. "Towards a Macroprudential Surveillance and Remedial Policy Formulation System for Monitoring Financial Crisis," CESifo Working Paper Series 2803, CESifo.
  26. Mr. Paolo Mauro & Mr. Torbjorn I. Becker, 2006. "Output Drops and the Shocks That Matter," IMF Working Papers 2006/172, International Monetary Fund.
  27. Tjeerd M. Boonman & Jan P. A. M. Jacobs & Gerard H. Kuper & Alberto Romero, 2019. "Early Warning Systems for Currency Crises with Real-Time Data," Open Economies Review, Springer, vol. 30(4), pages 813-835, September.
  28. Marcin Chlebus, 2016. "One-Day Prediction of State of Turbulence for Portfolio. Models for Binary Dependent Variable," Working Papers 2016-01, Faculty of Economic Sciences, University of Warsaw.
  29. Tiziano Arduini & Giuseppe De Arcangelis & Carlo L. Del Bello, 2011. "Currency Crises During the Great Recession: Is This Time Different?," Working Papers 1/11, Sapienza University of Rome, DISS.
  30. Kim, Yun Jung, 2017. "Sudden stops, limited enforcement, and optimal reserves," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 273-282.
  31. Norfaizah Othman & Mariani Abdul-Majid & Aisyah Abdul-Rahman, 2018. "Determinants of Banking Crises in ASEAN Countries," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 9(03), pages 1-20, October.
  32. Brahim Gaies, 2017. "Globalisation Financière, Croissance et effets de seuil : Le Cas des pays en développement Les moins avancés," EconomiX Working Papers 2017-25, University of Paris Nanterre, EconomiX.
  33. repec:dgr:rugccs:200412 is not listed on IDEAS
  34. Schou-Zibell, Lotte & Albert, Jose Ramon & Song, Lei Lei, 2010. "A Macroprudential Framework for Monitoring and Examining Financial Soundness," Working Papers on Regional Economic Integration 43, Asian Development Bank.
  35. Mouridi M. HAMIDOU & Joseph K. Mung'atu & George O. Orwa, 2018. "Return Levels Approach and Periods of Currency Crises," Journal of Mathematics Research, Canadian Center of Science and Education, vol. 10(3), pages 77-96, June.
  36. Brahim Gaies, 2017. "Globalisation Financière, Croissance et effets de seuil : Le Cas des pays en développement Les moins avancés," Working Papers hal-04141645, HAL.
  37. Ali Ari & Raif Cergibozan, 2016. "A Comparison of Currency Crisis Dating Methods: Turkey 1990-2014," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 12(3), pages 19-37.
  38. Babecký, Jan & Havránek, Tomáš & Matějů, Jakub & Rusnák, Marek & Šmídková, Kateřina & Vašíček, Bořek, 2013. "Leading indicators of crisis incidence: Evidence from developed countries," Journal of International Money and Finance, Elsevier, vol. 35(C), pages 1-19.
  39. Archana KULKARNI & Bandi KAMAIAH, 2015. "Predicting balance of payments crises for some emerging economies," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(1(602), S), pages 15-34, Spring.
  40. repec:zbw:bofitp:2007_004 is not listed on IDEAS
  41. Roberto Savona & Marika Vezzoli, 2015. "Fitting and Forecasting Sovereign Defaults using Multiple Risk Signals," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(1), pages 66-92, February.
  42. Christofides, Charis & Eicher, Theo S. & Papageorgiou, Chris, 2016. "Did established Early Warning Signals predict the 2008 crises?," European Economic Review, Elsevier, vol. 81(C), pages 103-114.
  43. Casu, Barbara & Clare, Andrew & Saleh, Nashwa, 2011. "Towards a new model for early warning signals for systemic financial fragility and near crises: an application to OECD countries," MPRA Paper 37043, University Library of Munich, Germany.
  44. du Plessis, Emile & Fritsche, Ulrich, 2022. "New forecasting methods for an old problem: Predicting 147 years of systemic financial crises," WiSo-HH Working Paper Series 67, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
  45. 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.
  46. International Monetary Fund, 2007. "Implications of Oil Inflows for Savings and Reserve Management in the Cemac," IMF Working Papers 2007/243, International Monetary Fund.
  47. Ron Wallace, 2017. "The Signature of Risk: Agent-based Models, Boolean Networks and Economic Vulnerability," Economic Thought, World Economics Association, vol. 6(1), pages 1-15, March.
  48. Bolt, W. & Demertzis, D. & Diks, C.G.H. & Van der Leij, M.J., 2011. "Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices," CeNDEF Working Papers 11-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  49. Marcos Chamon & Atish Ghosh & Jun Il Kim, 2012. "Are All Emerging Market Crises Alike?," Chapters, in: Maurice Obstfeld & Dongchul Cho & Andrew Mason (ed.), Global Economic Crisis, chapter 10, Edward Elgar Publishing.
  50. Sarlin, Peter & Peltonen, Tuomas A., 2013. "Mapping the state of financial stability," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 46-76.
  51. Honda, Jiro & Tapsoba, René & Issifou, Ismael, 2022. "When do we repair the roof? Insights from responses to fiscal crisis early warning signals," International Economics, Elsevier, vol. 172(C), pages 349-367.
  52. Yusuf Yıldırım & Anirban Sanyal, 2022. "Evaluating the Effectiveness of Early Warning Indicators: An Application of Receiver Operating Characteristic Curve Approach to Panel Data," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 69(4), pages 557-597, December.
  53. Mario Sarcinelli, 2004. "The new financial architecture: from substantive to procedural rules," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 57(231), pages 337-363.
  54. Ms. Svetlana Cerovic & Mrs. Kerstin Gerling & Andrew Hodge & Mr. Paulo A Medas, 2018. "Predicting Fiscal Crises," IMF Working Papers 2018/181, International Monetary Fund.
  55. Cipollini, A. & Kapetanios, G., 2009. "Forecasting financial crises and contagion in Asia using dynamic factor analysis," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 188-200, March.
  56. Manasse, Paolo & Roubini, Nouriel, 2009. ""Rules of thumb" for sovereign debt crises," Journal of International Economics, Elsevier, vol. 78(2), pages 192-205, July.
  57. Jon Frost & Ayako Saiki, 2014. "Early Warning for Currency Crises: What Is the Role of Financial Openness?," Review of International Economics, Wiley Blackwell, vol. 22(4), pages 722-743, September.
  58. Olivier Jeanne, 2007. "International Reserves in Emerging Market Countries: Too Much of a Good Thing?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 38(1), pages 1-80.
  59. Ciarlone, Alessio & Trebeschi, Giorgio, 2005. "Designing an early warning system for debt crises," Emerging Markets Review, Elsevier, vol. 6(4), pages 376-395, December.
  60. Kose, M. Ayhan & Prasad, Eswar & Rogoff, Kenneth & Wei, Shang-Jin, 2010. "Financial Globalization and Economic Policies," Handbook of Development Economics, in: Dani Rodrik & Mark Rosenzweig (ed.), Handbook of Development Economics, edition 1, volume 5, chapter 0, pages 4283-4359, Elsevier.
  61. Matthieu Bussière, 2013. "Balance of payment crises in emerging markets: how early were the ‘early’ warning signals?," Applied Economics, Taylor & Francis Journals, vol. 45(12), pages 1601-1623, April.
  62. Kose, M. Ayhan & Prasad, Eswar & Terrones, Marco E., 2007. "How Does Financial Globalization Affect Risk Sharing? Patterns and Channels," IZA Discussion Papers 2903, Institute of Labor Economics (IZA).
  63. Fangli Fan & Jianbo Gao & Shuhong Liang, 2015. "Crisis-Like Behavior in China's Stock Market and Its Interpretation," PLOS ONE, Public Library of Science, vol. 10(2), pages 1-12, February.
  64. Schudel, Willem, 2015. "Shifting horizons: assessing macro trends before, during, and following systemic banking crises," Working Paper Series 1766, European Central Bank.
  65. Ambra Altimari & Simona Balzano & Gennaro Zezza, 2018. "Measuring economic vulnerability: a Structural Equation Modeling approach," Working Papers 2018-01, Universita' di Cassino, Dipartimento di Economia e Giurisprudenza.
  66. Alonso-Alvarez, Irma & Molina, Luis, 2023. "How to foresee crises? A new synthetic index of vulnerabilities for emerging economies," Economic Modelling, Elsevier, vol. 125(C).
  67. Umberto Collodel, 2021. "Finding a needle in a haystack: Do Early Warning Systems for Sudden Stops work?," Working Papers halshs-03185520, HAL.
  68. Tigran Poghosyan & Martin Čihak, 2011. "Determinants of Bank Distress in Europe: Evidence from a New Data Set," Journal of Financial Services Research, Springer;Western Finance Association, vol. 40(3), pages 163-184, December.
  69. Biswa N. Bhattacharyay & Dennis Dlugosch & Benedikt Kolb & Kajal Lahiri & Irshat Mukhametov & Gernot Nerb, 2009. "Early Warning System for Economic and Financial Risks in Kazakhstan," CESifo Working Paper Series 2832, CESifo.
  70. Davis, E. Philip & Karim, Dilruba, 2008. "Comparing early warning systems for banking crises," Journal of Financial Stability, Elsevier, vol. 4(2), pages 89-120, June.
  71. Olivier Jeanne & Romain Rancière, 2011. "The Optimal Level of International Reserves For Emerging Market Countries: A New Formula and Some Applications," Economic Journal, Royal Economic Society, vol. 121(555), pages 905-930, September.
  72. D Bragoli & P Ganugi & G Ianulardo, 2009. "Gini’s Transvariation Analysis: An Application on Financial Crises in Developing Countries," Department of Economics Working Papers 16/09, University of Bath, Department of Economics.
  73. Wee Chian Koh & M. Ayhan Kose & Peter S. Nagle & Franziska L. Ohnsorge & Naotaka Sugawara, 2020. "Debt and Financial Crises," Koç University-TUSIAD Economic Research Forum Working Papers 2001, Koc University-TUSIAD Economic Research Forum.
  74. Aida Caldera Sánchez & Filippo Gori, 2016. "Can Reforms Promoting Growth Increase Financial Fragility?: An Empirical Assessment," OECD Economics Department Working Papers 1340, OECD Publishing.
  75. Jianping Shi & Yu Gao, 2010. "A study on KLR financial crisis early-warning model," Frontiers of Economics in China, Springer;Higher Education Press, vol. 5(2), pages 254-275, June.
  76. Malgorzata Sulimierska, 2008. "Capital Account Liberalization and Currency Crisis - The Case of Central Eastern European Countries," International Trade and Finance Association Conference Papers 1140, International Trade and Finance Association.
  77. Detken, Carsten & Peltonen, Tuomas A. & Schudel, Willem & Behn, Markus, 2013. "Setting countercyclical capital buffers based on early warning models: would it work?," Working Paper Series 1604, European Central Bank.
  78. Peter Sarlin & Dorina Marghescu, 2011. "Neuro‐Genetic Predictions Of Currency Crises," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 18(4), pages 145-160, October.
  79. Pablo Hernández de Cos & Enrique Moral-Benito & Gerrit B. Koester & Christiane Nickel, 2014. "Signalling fiscal stress in the euro area: A country-specific early warning system," Working Papers 1418, Banco de España.
  80. Ari, Ali & Cergibozan, Raif, 2018. "Currency crises in Turkey: An empirical assessment," Research in International Business and Finance, Elsevier, vol. 46(C), pages 281-293.
  81. Lang, Jan Hannes, 2018. "Cross-country linkages and spill-overs in early warning models for financial crises," Working Paper Series 2160, European Central Bank.
  82. Ali, Amjad, 2022. "Determining Pakistan's Financial Dependency: The Role of Financial Globalization and Corruption," MPRA Paper 116097, University Library of Munich, Germany.
  83. Irène Andreou & Aleksandra Zdzienicka, 2009. "Financial Vulnerability in the Central and Eastern European Countries," Working Papers 0907, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  84. Ryota Nakatani, 2017. "The Effects of Productivity Shocks, Financial Shocks, and Monetary Policy on Exchange Rates: An Application of the Currency Crisis Model and Implications for Emerging Market Crises," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(11), pages 2545-2561, November.
  85. Jan Babecky & Tomas Havranek & Jakub Mateju & Marek Rusnak & Katerina Smidkova & Borek Vasicek, 2011. "Early Warning Indicators of Economic Crises: Evidence from a Panel of 40 Developed Countries," Working Papers 2011/08, Czech National Bank.
  86. Dorina Marghescu & Peter Sarlin & Shuhua Liu, 2010. "Early‐warning analysis for currency crises in emerging markets: A revisit with fuzzy clustering," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 17(3‐4), pages 143-165, July.
  87. Jens Hilscher & Yves Nosbusch, 2010. "Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt," Review of Finance, European Finance Association, vol. 14(2), pages 235-262.
  88. Becker, Torbjörn, 2012. "Crisis Prevention and Management - What Worked in the 2008/2009 Crisis?," SITE Working Paper Series 15, Stockholm School of Economics, Stockholm Institute of Transition Economics.
  89. Umberto Collodel, 2021. "Finding a needle in a haystack: Do Early Warning Systems for Sudden Stops work?," PSE Working Papers halshs-03185520, HAL.
  90. Ricardo J Caballero, 2010. "Sudden Financial Arrest," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 58(1), pages 6-36, August.
  91. Andrew K. Rose & Mark M. Spiegel, "undated". "Cross-Country Causes and Consequences of the 2008 Crisis: Early Warning," Working Papers 6, Department of the Treasury, Ministry of the Economy and of Finance.
  92. Andrew K. Rose & Mark M. Spiegel, 2010. "Cross‐Country Causes And Consequences Of The 2008 Crisis: International Linkages And American Exposure," Pacific Economic Review, Wiley Blackwell, vol. 15(3), pages 340-363, August.
  93. Hyeongwoo Kim & Wen Shi, 2021. "Forecasting financial vulnerability in the USA: A factor model approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(3), pages 439-457, April.
  94. Cipollini, Andrea & Fiordelisi, Franco, 2012. "Economic value, competition and financial distress in the European banking system," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 3101-3109.
  95. Mr. Atish R. Ghosh & Mr. Juan Zalduendo & Ms. Manuela Goretti & Mr. Bikas Joshi & Mr. Alun H. Thomas, 2007. "Modeling Aggregate Use of Fund Resources—Analytical Approaches and Medium-Term Projections," IMF Working Papers 2007/070, International Monetary Fund.
  96. Lo Duca, Marco & Koban, Anne & Basten, Marisa & Bengtsson, Elias & Klaus, Benjamin & Kusmierczyk, Piotr & Lang, Jan Hannes & Detken, Carsten & Peltonen, Tuomas, 2017. "A new database for financial crises in European countries," ESRB Occasional Paper Series 13, European Systemic Risk Board.
  97. Christian Wildmann, 2011. "What drives portfolio investments of German banks in emerging capital markets?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(2), pages 197-231, June.
  98. Marjan Nikolov, 2007. "Measuring Openness Of The Capital Market In Macedonia," Journal Articles, Center For Economic Analyses, pages 4-18, June.
  99. Jesús Crespo-Cuaresma & Tomas Slacik, 2007. "An "Almost-Too-Late" Warning Mechanism For Currency Crises," Working Papers 2007-10, Faculty of Economics and Statistics, University of Innsbruck.
  100. Takatoshi Ito & Keisuke Orii, 2009. "Early Warning Systems of Currency Crises," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 5(1), pages 1-24, October.
  101. Cumperayot, Phornchanok & Kouwenberg, Roy, 2013. "Early warning systems for currency crises: A multivariate extreme value approach," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 151-171.
  102. Igan, Deniz & Kutan, Ali M. & Mirzaei, Ali, 2020. "The real effects of capital inflows in emerging markets," Journal of Banking & Finance, Elsevier, vol. 119(C).
  103. Jianping Shi & Yu Gao, 2010. "A Study on KLR Financial Crisis Early-Warning Model," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 5(2), pages 254-275, June.
  104. Ali, Amjad & Ur Rehman, Hafeez, 2015. "Macroeconomic Instability and Its Impact on Gross Domestic Product: An Empirical Analysis of Pakistan," MPRA Paper 71037, University Library of Munich, Germany.
  105. repec:jes:wpaper:y:2013:v:5:p:69-80 is not listed on IDEAS
  106. Mariusz Jarmuzek & Esteban R. Vesperoni, 2018. "The role of debt profile vulnerabilities in sovereign distress," Applied Economics Letters, Taylor & Francis Journals, vol. 25(13), pages 928-935, July.
  107. Edgardo Cayón, 2014. "The Effects of Contagion During the Global Financial Crisis in Government-Regulated and Sponsored Assets in Emerging Markets," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 3-2014.
  108. Markus Behn & Carsten Detken & Tuomas Peltonen & Willem Schudel, 2017. "Predicting Vulnerabilities in the EU Banking Sector: The Role of Global and Domestic Factors," International Journal of Central Banking, International Journal of Central Banking, vol. 13(4), pages 147-189, December.
  109. Dungey, Mardi & Jacobs, Jan P.A.M. & Lestano,, 2015. "The internationalisation of financial crises: Banking and currency crises 1883–2008," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 29-47.
  110. Pontines, Victor & Siregar, Reza, 2008. "Fundamental pitfalls of exchange market pressure-based approaches to identification of currency crises," International Review of Economics & Finance, Elsevier, vol. 17(3), pages 345-365.
  111. Timothy Bianco & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2012. "Financial stress index: a lens for supervising the financial system," Working Papers (Old Series) 12-37, Federal Reserve Bank of Cleveland.
  112. Sarlin, Peter & Peltonen, Tuomas A., 2013. "Mapping the state of financial stability," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 46-76.
  113. Camelia Minoiu & Chanhyun Kang & V.S. Subrahmanian & Anamaria Berea, 2015. "Does financial connectedness predict crises?," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 607-624, April.
  114. Priyadarshi Dash, 2017. "Predicting Financial Crises: A Study of Asian Economies," Global Business Review, International Management Institute, vol. 18(5), pages 1262-1277, October.
  115. Reuven Glick & Michael M. Hutchison, 2011. "Currency crises," Working Paper Series 2011-22, Federal Reserve Bank of San Francisco.
  116. 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.
  117. Dicle, Mehmet F. & Levendis, John, 2020. "Historic risk and implied volatility," Global Finance Journal, Elsevier, vol. 45(C).
  118. Stanislav Percic & Constantin-Marius Apostoaie & Vasile Cocris, 2013. "Early Warning Systems For Financial Crises.A Critical Approach," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 5(1), pages 77-88.
  119. Miss Gabriela Dobrescu & Iva Petrova & Nazim Belhocine & Mr. Emanuele Baldacci, 2011. "Assessing Fiscal Stress," IMF Working Papers 2011/100, International Monetary Fund.
  120. Győrffy, Dóra, 2013. "Crisis Management in the EU, Prospects for the De-politicisation of Economic Policy," Public Finance Quarterly, Corvinus University of Budapest, vol. 58(2), pages 119-132.
  121. Mr. Derek Anderson & Mr. Benjamin L Hunt & Stephen Snudden, 2013. "Fiscal Consolidation in the Euro Area: How Much Can Structural Reforms Ease the Pain?," IMF Working Papers 2013/211, International Monetary Fund.
  122. Wang, Peiwan & Zong, Lu, 2023. "Does machine learning help private sectors to alarm crises? Evidence from China’s currency market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 611(C).
  123. Mr. John Cady & Mr. Anthony J. Pellechio, 2005. "Data Consistency in IMF Publications: Country Staff Reports Versus International Financial Statistics," IMF Working Papers 2005/046, International Monetary Fund.
  124. repec:eid:wpaper:16/09 is not listed on IDEAS
  125. Knedlik, Tobias & Scheufele, Rolf, 2007. "Three methods of forecasting currency crises: Which made the run in signaling the South African currency crisis of June 2006?," IWH Discussion Papers 17/2007, Halle Institute for Economic Research (IWH).
  126. Romero Alberto & Kuper Gerard H. & Jan P.A.M. Jacobs & Boonman Tjeerd, 2017. "Early Warning Systems with Real-Time Data," Working Papers 2017-16, Banco de México.
  127. Krzysztof Biegun & Jacek Karwowski & Piotr Luty, 2021. "How Effective is Macroeconomic Imbalance Procedure (MIP) in Predicting Negative Macroeconomic Phenomena?," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 3), pages 822-837.
  128. Diamondopoulos, John, 2012. "To what extent are financial crises comparable and thus predictable?," MPRA Paper 45668, University Library of Munich, Germany.
  129. Morris Goldstein, 2005. "What Might the Next Emerging-Market Financial Crisis Look Like?," Working Paper Series WP05-7, Peterson Institute for International Economics.
  130. Amador-Torres, J. Sebastián, 2017. "Finance-neutral potential output: An evaluation in an emerging market monetary policy context," Economic Systems, Elsevier, vol. 41(3), pages 389-407.
  131. Kose, M. Ayhan & Prasad, Eswar S. & Terrones, Marco E., 2009. "Does financial globalization promote risk sharing?," Journal of Development Economics, Elsevier, vol. 89(2), pages 258-270, July.
  132. Husain, Aasim M. & Mody, Ashoka & Rogoff, Kenneth S., 2005. "Exchange rate regime durability and performance in developing versus advanced economies," Journal of Monetary Economics, Elsevier, vol. 52(1), pages 35-64, January.
  133. Fukuda, Takashi & Dahalan, Jauhari, 2011. "“Finance-Growth-Crisis Nexus in India: Evidence from Cointegration and Causality Assessment” - L’interazione finanza-crescita-crisi in India: evidenze da una analisi di cointegrazione e causalità," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 64(3), pages 297-328.
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