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Modelos de alerta temprana para pronosticar crisis bancarias: desde la extracción de señales a las redes neuronales

  • Christian A. Johnson

    ()

    (Universidad Adolfo Ibañez)

This paper reviews alternative methodologies and models to design systems to help in the early detection of banking distress (EWS). The pro-posed methodologies are aimed to the early identification of financial distress for countries without an important recent history of banking failure. This paper presents traditional models often used to predict currency crisis, and more advanced approaches, such as non linear neural networks models.

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Article provided by Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines in its journal Revista de Analisis Economico.

Volume (Year): 20 (2005)
Issue (Month): 1 (June)
Pages: 95-121

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Handle: RePEc:ila:anaeco:v:20:y:2005:i:1:p:95-121
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