Forecasting domestic liquidity during a crisis: what works best?
The 1990s were a turbulent time for Latin American and Caribbean countries. During this period, the region suffered from no less than 16 banking crises. One the most important determinants of the severity of banking a crisis is commercial bank liquidity. Banking systems that are relatively liquid are better able to deal with the large deposit withdrawals which tend to accompany bank runs. This study provides an assessment of whether behavioural models, linear time series or nonlinear time series models are better able to account for liquidity dynamics during a crisis. Copyright Â© 2007 John Wiley & Sons, Ltd.
Volume (Year): 26 (2007)
Issue (Month): 6 ()
|Contact details of provider:|| Web page: http://www3.interscience.wiley.com/cgi-bin/jhome/2966|
When requesting a correction, please mention this item's handle: RePEc:jof:jforec:v:26:y:2007:i:6:p:445-455. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing)or (Christopher F. Baum)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.