Tourism Industry Stress Index And Its Relationship To The Financial Stress Index
Author
Abstract
Suggested Citation
DOI: https://doi.org/10.20867/thm.27.2.8
Download full text from publisher
References listed on IDEAS
- 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.
- Caggiano, Giovanni & Calice, Pietro & Leonida, Leone, 2014. "Early warning systems and systemic banking crises in low income countries: A multinomial logit approach," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 258-269.
- Candelon, Bertrand & Dumitrescu, Elena-Ivona & Hurlin, Christophe, 2014.
"Currency crisis early warning systems: Why they should be dynamic,"
International Journal of Forecasting, Elsevier, vol. 30(4), pages 1016-1029.
- Candelon, B. & Dumitrescu, E-I. & Hurlin, C., 2010. "Currency crises early warning systems: why they should be dynamic," Research Memorandum 047, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin, 2014. "Currency Crises Early Warning Systems: Why They Should Be Dynamic," Post-Print hal-01385975, HAL.
- Bertrand Candelon & Christophe Hurlin & Elena Dumitnescu, 2014. "Currency Crisis Early Warning Systems: Why They should be Dynamic," Working Papers 2014-161, Department of Research, Ipag Business School.
- Bertrand Candelon & Elena-Ivona DUMITRESCU & Christophe HURLIN, 2010. "Currency Crises Early Warning Systems: why they should be Dynamic," LEO Working Papers / DR LEO 399, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- de Haan,Jakob & Oosterloo,Sander & Schoenmaker,Dirk, 2015. "Financial Markets and Institutions," Cambridge Books, Cambridge University Press, number 9781107119994, February.
- de Haan,Jakob & Oosterloo,Sander & Schoenmaker,Dirk, 2015.
"Financial Markets and Institutions,"
Cambridge Books,
Cambridge University Press, number 9781107119994, October.
- de Haan,Jakob & Oosterloo,Sander & Schoenmaker,Dirk, 2015. "Financial Markets and Institutions," Cambridge Books, Cambridge University Press, number 9781107539365, October.
- Giglio, Stefano & Kelly, Bryan & Pruitt, Seth, 2016.
"Systemic risk and the macroeconomy: An empirical evaluation,"
Journal of Financial Economics, Elsevier, vol. 119(3), pages 457-471.
- Stefano Giglio & Bryan T. Kelly & Seth Pruitt, 2015. "Systemic Risk and the Macroeconomy: An Empirical Evaluation," NBER Working Papers 20963, National Bureau of Economic Research, Inc.
- Rui Dias & Nuno Teixeira & Veronika Machova & Pedro Pardal & Jakub Horak & Marek Vochozka, 2020. "Random walks and market efficiency tests: evidence on US, Chinese and European capital markets within the context of the global Covid-19 pandemic," Oeconomia Copernicana, Institute of Economic Research, vol. 11(4), pages 585-608, December.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- M. Yu. Malkina, 2024. "Real Income Stress in Russian Regions Amid the Pandemic and Sanctions," Regional Research of Russia, Springer, vol. 14(2), pages 109-125, June.
- M. Yu. Malkina & R. V. Balakin, 2024. "Impact of External Shocks on Tax Revenue Stress in Russian Regions," Regional Research of Russia, Springer, vol. 14(1), pages 1-13, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Mirjana Jemović & Srđan Marinković, 2021. "Determinants of financial crises—An early warning system based on panel logit regression," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 103-117, January.
- Truong, Chi & Sheen, Jeffrey & Trück, Stefan & Villafuerte, James, 2022. "Early warning systems using dynamic factor models: An application to Asian economies," Journal of Financial Stability, Elsevier, vol. 58(C).
- Fu, Junhui & Zhou, Qingling & Liu, Yufang & Wu, Xiang, 2020. "Predicting stock market crises using daily stock market valuation and investor sentiment indicators," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Allaj, Erindi & Sanfelici, Simona, 2023. "Early Warning Systems for identifying financial instability," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1777-1803.
- Chung‐Hua Shen & Hsing‐Hua Hsu, 2022. "The determinants of Asian banking crises—Application of the panel threshold logit model," International Review of Finance, International Review of Finance Ltd., vol. 22(1), pages 248-277, March.
- Jorge M. Uribe, 2023. ""Fiscal crises and climate change"," IREA Working Papers 202303, University of Barcelona, Research Institute of Applied Economics, revised Feb 2023.
- Haitsma, Reinder & Unalmis, Deren & de Haan, Jakob, 2016.
"The impact of the ECB's conventional and unconventional monetary policies on stock markets,"
Journal of Macroeconomics, Elsevier, vol. 48(C), pages 101-116.
- Reinder Haitsma & Deren Unalmis & Jakob de Haan, 2015. "The impact of the ECB's conventional and unconventional monetary policies on stock markets," DNB Working Papers 483, Netherlands Central Bank, Research Department.
- Jean-Baptiste Hasse, 2022.
"Systemic risk: a network approach,"
Empirical Economics, Springer, vol. 63(1), pages 313-344, July.
- Jean-Baptiste Hasse, 2020. "Systemic Risk: a Network Approach," AMSE Working Papers 2025, Aix-Marseille School of Economics, France.
- Jean-Baptiste Hasse, 2022. "Systemic risk: a network approach," Post-Print hal-03740283, HAL.
- Kose, M. Ayhan & Kurlat, Sergio & Ohnsorge, Franziska & Sugawara, Naotaka, 2022.
"A cross-country database of fiscal space,"
Journal of International Money and Finance, Elsevier, vol. 128(C).
- M. Ayhan Kose & Sergio Kurlat & Franziska Ohnsorge & Naotaka Sugawara, 2017. "A Cross-Country Database of Fiscal Space," Koç University-TUSIAD Economic Research Forum Working Papers 1713, Koc University-TUSIAD Economic Research Forum.
- M. Ayhan Kose & Sergio Kurlat & Franziska Ohnsorge & Naotaka Sugawara, 2017. "A cross-country database of fiscal space," CAMA Working Papers 2017-48, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kose,Ayhan & Kurlat,Sergio Andres & Ohnsorge,Franziska Lieselotte & Sugawara,Naotaka, 2017. "A cross-country database of fiscal space," Policy Research Working Paper Series 8157, The World Bank.
- Kose, M. Ayhan & Kurlat , Sergio & Ohnsorge, Franziska & Sugawara, Naotaka, 2017. "A Cross-Country Database of Fiscal Space," CEPR Discussion Papers 12196, C.E.P.R. Discussion Papers.
- Jean-Baptiste Hasse, 2020. "Systemic Risk: a Network Approach," Working Papers halshs-02893780, HAL.
- Rakesh Padhan & K. P. Prabheesh, 2019. "Effectiveness Of Early Warning Models: A Critical Review And New Agenda For Future Direction," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 22(4), pages 457-484, December.
- Crispen Chirume, 2023. "Prediction of debt crisis in Southern African Development Community (SADC)," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, vol. 26(2), pages 161-184, June.
- Christophe J. Godlewski, 2019.
"Debt Renegotiation and the Design of Financial Contracts,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 55(2), pages 191-215, June.
- Christophe J. GODLEWSKI, 2016. "Debt renegotiation and the design of financial contracts," Working Papers of LaRGE Research Center 2016-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Christophe J. Godlewski, 2019. "Debt Renegotiation and the Design of Financial Contracts," Post-Print hal-03047757, HAL.
- Nizar, Muhammad Afdi, 2017. "Teknologi Keuangan (Fintech) : Konsep dan Implementasinya di Indonesia [Financial Technology (Fintech): It's Concept and Implementation in Indonesia]," MPRA Paper 98486, University Library of Munich, Germany.
- Argimon, Isabel & Bonner, Clemens & Correa, Ricardo & Duijm, Patty & Frost, Jon & de Haan, Jakob & de Haan, Leo & Stebunovs, Viktors, 2019.
"Financial institutions’ business models and the global transmission of monetary policy,"
Journal of International Money and Finance, Elsevier, vol. 90(C), pages 99-117.
- Isabel Argimon & Clemens Bonner & Ricardo Correa & Patty Duijm & Jon Frost & Jakob de Haan & Leo de Haan & Viktors Stebunovs, 2018. "Financial Institutions’ Business Models and the Global Transmission of Monetary Policy," International Finance Discussion Papers 1228, Board of Governors of the Federal Reserve System (U.S.).
- Isabel Argimón & Clemens Bonner & Ricardo Correa & Patty Duijm & Jon Frost & Jakob de Haan & Leo de Haan & Viktors Stebunovs, 2018. "Financial institutions' business models and the global transmission of monetary policy," Working Papers 1815, Banco de España.
- Ricardo Barradas, 2019. "Financialization and Neoliberalism and the Fall in the Labor Share: A Panel Data Econometric Analysis for the European Union Countries," Review of Radical Political Economics, Union for Radical Political Economics, vol. 51(3), pages 383-417, September.
- Jon Frost & Jakob de Haan & Neeltje van Horen, 2017. "International Banking and Cross-Border Effects of Regulation: Lessons from the Netherlands," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 293-313, March.
- Xianglong Liu, 2023. "Towards Better Banking Crisis Prediction: Could an Automatic Variable Selection Process Improve the Performance?," The Economic Record, The Economic Society of Australia, vol. 99(325), pages 288-312, June.
- repec:ers:journl:v:xxiv:y:2021:i:special1:p:459-467 is not listed on IDEAS
- Antunes, António & Bonfim, Diana & Monteiro, Nuno & Rodrigues, Paulo M.M., 2018.
"Forecasting banking crises with dynamic panel probit models,"
International Journal of Forecasting, Elsevier, vol. 34(2), pages 249-275.
- António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M.M. Rodrigues, 2016. "Forecasting banking crises with dynamic panel probit models," Working Papers w201613, Banco de Portugal, Economics and Research Department.
- Medina Moral, Eva & Salvador Perucha, David, 2018. "Medición de la vulnerabilidad monetaria en el área latinoamericana bajo un enfoque de señales ?móviles?/Measurement of Monetary Vulnerability in the Latin American Area using a," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 36, pages 603-634, Mayo.
More about this item
Keywords
Tourism Industry Stress Index; Financial Stress Index; particular tourism indicators; aggregation; principal component analysis; Granger causality;All these keywords.
JEL classification:
- L83 - Industrial Organization - - Industry Studies: Services - - - Sports; Gambling; Restaurants; Recreation; Tourism
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tho:journl:v:27:y:2021:n:2:p:363-383. See general information about how to correct material in RePEc.
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 CitEc recognized a bibliographic reference but did not link an item in RePEc 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ana Montan The email address of this maintainer does not seem to be valid anymore. Please ask Ana Montan to update the entry or send us the correct address (email available below). General contact details of provider: http://www.fthm.uniri.hr/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.