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Modelling Financial Instability: A Survey of the Literature

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  • Alexandra Lai

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  • Alexandra Lai, 2002. "Modelling Financial Instability: A Survey of the Literature," Staff Working Papers 02-12, Bank of Canada.
  • Handle: RePEc:bca:bocawp:02-12
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    36. Dani Rodrik & Andres Velasco, 1999. "Short-Term Capital Flows," NBER Working Papers 7364, National Bureau of Economic Research, Inc.
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    Cited by:

    1. Falko Fecht, 2004. "On the Stability of Different Financial Systems," Journal of the European Economic Association, MIT Press, vol. 2(6), pages 969-1014, December.
    2. Diego Nocetti, 2006. "Central bank´s value at risk and financial crises: An application to the 2001 Argentine crisis," Journal of Applied Economics, Universidad del CEMA, vol. 9, pages 381-402, November.
    3. Bauer, Christian & Herz, Bernhard & Karb, Volker, 2006. "How likely are macroeconomic crises in the CIS?," Research in International Business and Finance, Elsevier, vol. 20(2), pages 227-238, June.
    4. V.V. Mitrokhin & S.S. Artemyeva & I.K. Simaeva, 2016. "Assessment of the Balance Degree of Loan Companies Banking Policy," European Research Studies Journal, European Research Studies Journal, vol. 0(3A), pages 19-31.
    5. TCHANA TCHANA, Fulbert, 2008. "Regulation and Banking Stability: A Survey of Empirical Studies," MPRA Paper 9298, University Library of Munich, Germany, revised 30 May 2008.
    6. Eric Santor, 2003. "Banking Crises and Contagion: Empirical Evidence," Staff Working Papers 03-1, Bank of Canada.
    7. Veronika Dolar & Césaire Meh, 2002. "Financial Structure and Economic Growth: A Non-Technical Survey," Staff Working Papers 02-24, Bank of Canada.
    8. Cristian Ionescu, 2012. "The Herd Behavior and the Financial Instability," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 12(1), pages 129-140.
    9. Jonathan Njoku, 2012. "Surveillance model of going concern in banking," African Journal of Accounting, Auditing and Finance, Inderscience Enterprises Ltd, vol. 1(1), pages 40-76.
    10. Fernando Martin & Aleksander Berentsen & David Andolfatto, 2016. "Financial Fragility in Monetary Economies," 2016 Meeting Papers 1626, Society for Economic Dynamics.
    11. Moore, Winston, 2009. "How do financial crises affect commercial bank liquidity? Evidence from Latin America and the Caribbean," MPRA Paper 21473, University Library of Munich, Germany.
    12. Mark Illing & Ying Liu, 2003. "An Index of Financial Stress for Canada," Staff Working Papers 03-14, Bank of Canada.
    13. Hamdaoui, Mekki, 2016. "Are systemic banking crises in developed and developing countries predictable?," Journal of Multinational Financial Management, Elsevier, vol. 37, pages 114-138.

    More about this item

    Keywords

    Financial institutions; Financial markets; Financial services;

    JEL classification:

    • G20 - Financial Economics - - Financial Institutions and Services - - - General
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation

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