What predicts financial (in)stability? A Bayesian approach
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- Dr. Michael Sigmund & Dr. Ingrid Stein, 2017. "What predicts Financial (In)Stability? A Bayesian Approach," Credit and Capital Markets, Credit and Capital Markets, vol. 50(3), pages 299-336.
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Cited by:
- Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2016. "Use of unit root methods in early warning of financial crises," Research Discussion Papers 27/2016, Bank of Finland.
- Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2017. "Use of unit root methods in early warning of financial crises," ESRB Working Paper Series 45, European Systemic Risk Board.
- David Orrell, 2017. "A Quantum Theory of Money and Value, Part 2: The Uncertainty Principle," Economic Thought, World Economics Association, vol. 6(2), pages 14-26, September.
- Polat, Onur & Ozkan, Ibrahim, 2019. "Transmission mechanisms of financial stress into economic activity in Turkey," Journal of Policy Modeling, Elsevier, vol. 41(2), pages 395-415.
More about this item
Keywords
financial crisis; early warning indicators; government policy and regulation; financial stress index;JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2015-01-26 (Banking)
- NEP-CBA-2015-01-26 (Central Banking)
- NEP-FOR-2015-01-26 (Forecasting)
- NEP-RMG-2015-01-26 (Risk Management)
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