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Could Early Warning Systems Have Helped To Predict the Sub-Prime Crisis?

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  1. Bro de Comères, Quentin, 2025. "Predicting European banks distress events: Do financial information producers matter?," International Review of Financial Analysis, Elsevier, vol. 105(C).
  2. Karl Aiginger, 2010. "Post Crisis Policy: Some Reflections of a Keynesian Economist," WIFO Working Papers 371, WIFO.
  3. Fiordelisi, Franco & Mare, Davide Salvatore, 2013. "Probability of default and efficiency in cooperative banking," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 30-45.
  4. Barrell, Ray & Davis, E. Philip & Karim, Dilruba & Liadze, Iana, 2010. "Bank regulation, property prices and early warning systems for banking crises in OECD countries," Journal of Banking & Finance, Elsevier, vol. 34(9), pages 2255-2264, September.
  5. Kimmel, Randall K. & Thornton, John H. & Bennett, Sara E., 2016. "Can statistics-based early warning systems detect problem banks before markets?," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 190-216.
  6. Avadanei, Anamaria, 2010. "Surse ale instabilitatii financiare in contextul crizei internationale. A Literature Review [Sources of Financial Instability in the context of the Financial Crisis. A Literature Review]," MPRA Paper 28449, University Library of Munich, Germany.
  7. Mathonnat, Clément & Minea, Alexandru, 2018. "Financial development and the occurrence of banking crises," Journal of Banking & Finance, Elsevier, vol. 96(C), pages 344-354.
  8. Casu, Barbara & Clare, Andrew & Saleh, Nashwa, 2011. "Towards a new model for early warning signals for systemic financial fragility and near crises: an application to OECD countries," MPRA Paper 37043, University Library of Munich, Germany.
  9. Emile du Plessis & Ulrich Fritsche, 2025. "New forecasting methods for an old problem: Predicting 147 years of systemic financial crises," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(1), pages 3-40, January.
  10. Rainer Masera, 2011. "Taking the moral hazard out of banking: the next fundamental step in financial reform," PSL Quarterly Review, Economia civile, vol. 64(257), pages 105-142.
  11. Kauko, Karlo, 2014. "How to foresee banking crises? A survey of the empirical literature," Economic Systems, Elsevier, vol. 38(3), pages 289-308.
  12. Jon Frost & Ayako Saiki, 2014. "Early Warning for Currency Crises: What Is the Role of Financial Openness?," Review of International Economics, Wiley Blackwell, vol. 22(4), pages 722-743, September.
  13. Efthyvoulou, Georgios, 2012. "The impact of financial stress on sectoral productivity," Economics Letters, Elsevier, vol. 116(2), pages 240-243.
  14. Karl Aiginger, 2011. "Why Growth Performance Differed across Countries in the Recent Crisis: the Impact of Pre-crisis Conditions," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 35-52, August.
  15. Caggiano, Giovanni & Calice, Pietro & Leonida, Leone & Kapetanios, George, 2016. "Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 104-116.
  16. Dao Ha & Phuong Nguyen & Duc Khuong Nguyen & Ahmet Sensoy, 2022. "Early warning systems for currency and systemic banking crises in Vietnam," Post-Communist Economies, Taylor & Francis Journals, vol. 34(3), pages 350-375, April.
  17. Detken, Carsten & Peltonen, Tuomas A. & Schudel, Willem & Behn, Markus, 2013. "Setting countercyclical capital buffers based on early warning models: would it work?," Working Paper Series 1604, European Central Bank.
  18. Barbara Jarmulska, 2022. "Random forest versus logit models: Which offers better early warning of fiscal stress?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(3), pages 455-490, April.
  19. AIGINGER Karl, 2011. "Why Performance Differed Across Countries In The Recent Crisis," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 55(2), pages 20-27.
  20. Peltonen, Tuomas A. & Gross, Marco & Behn, Markus, 2016. "Assessing the costs and benefits of capital-based macroprudential policy," Working Paper Series 1935, European Central Bank.
  21. Suh, Sangwon, 2017. "Sudden stops of capital flows to emerging markets: A new prediction approach," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 289-308.
  22. Jing, Zhongbo & de Haan, Jakob & Jacobs, Jan & Yang, Haizhen, 2015. "Identifying banking crises using money market pressure: New evidence for a large set of countries," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 1-20.
  23. Željka Asanović, 2017. "Predicting Systemic Banking Crises Using Early Warning Models: The Case of Montenegro," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 6(3), pages 157-182.
  24. Sebastian A. Schuetz, 2010. "Structured Finance Influence on Financial Market Stability – Evaluation of Current Regulatory Developments," Working Paper Series in Economics 178, University of Lüneburg, Institute of Economics.
  25. CIMPOERU Smaranda, 2016. "European Economies Facing The Global Financial Crisis: Are Emerging Economies More Vulnerable Than Advanced Ones?," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 68(2), pages 69-85, September.
  26. Stefano Fenoaltea, 2010. "The reconstruction of historical national accounts: the case of Italy," PSL Quarterly Review, Economia civile, vol. 63(252), pages 77-96.
  27. Jing, Zhongbo & de Haan, Jakob & Jacobs, Jan & Yang, Haizhen, 2015. "Identifying banking crises using money market pressure: New evidence for a large set of countries," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 1-20.
  28. Audit, Dooneshsingh & Alam, Nafis, 2022. "Why have credit variables taken centre stage in predicting systemic banking crises?," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(1).
  29. Stewart, Robert & Chowdhury, Murshed, 2021. "Banking sector distress and economic growth resilience: Asymmetric effects," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
  30. Rainer Masera, 2010. "Reforming financial systems after the crisis: a comparison of EU and USA," PSL Quarterly Review, Economia civile, vol. 63(255), pages 299-362.
  31. Barrell, Ray & Davis, E. Philip & Karim, Dilruba & Liadze, Iana, 2010. "Bank regulation, property prices and early warning systems for banking crises in OECD countries," Journal of Banking & Finance, Elsevier, vol. 34(9), pages 2255-2264, September.
  32. Željka Asanović, 2013. "Early Warning Systems for Banking Crises in Montenegro: Combination of Signal Approach and Logit Model," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 20(3), pages 405-419, November.
  33. Betz, Frank & Oprică, Silviu & Peltonen, Tuomas A. & Sarlin, Peter, 2014. "Predicting distress in European banks," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 225-241.
  34. Demyanyk, Yuliya & Hasan, Iftekhar, 2010. "Financial crises and bank failures: A review of prediction methods," Omega, Elsevier, vol. 38(5), pages 315-324, October.
  35. Sun, Junjie & Wu, Deming & Zhao, Xinlei, 2018. "Systematic risk factors and bank failures," Journal of Economics and Business, Elsevier, vol. 98(C), pages 1-18.
  36. Zhiyong Li & Chen Feng & Ying Tang, 2022. "Bank efficiency and failure prediction: a nonparametric and dynamic model based on data envelopment analysis," Annals of Operations Research, Springer, vol. 315(1), pages 279-315, August.
  37. Cees Diks & Cars Hommes & Juanxi Wang, 2019. "Critical slowing down as an early warning signal for financial crises?," Empirical Economics, Springer, vol. 57(4), pages 1201-1228, October.
  38. Karl Aiginger, 2009. "Strengthening the Resilience of an Economy. Strategies to Prevent another Crisis," WIFO Working Papers 338, WIFO.
  39. Nicholas Crafts & Peter Fearon, 2010. "Lessons from the 1930s Great Depression," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 26(3), pages 285-317, Autumn.
  40. Seoung Hwan Suh & Kabsung Kim, 2014. "Global financial crisis and early warning system of Korean housing market," Chapters, in: Susan Wachter & Man Cho & Moon Joong Tcha (ed.), The Global Financial Crisis and Housing, chapter 4, pages 62-81, Edward Elgar Publishing.
  41. 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.
  42. Naceur, Sami Ben & Candelon, Bertrand & Lajaunie, Quentin, 2019. "Taming financial development to reduce crises," Emerging Markets Review, Elsevier, vol. 40(C), pages 1-1.
  43. Kochaniak, Katarzyna & Ulman, Paweł & Zajkowski, Robert, 2023. "Effectiveness of COVID-19 state aid for microenterprises in Poland," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 483-497.
  44. Wang, Shengquan, 2023. "Income inequality and systemic banking crises: A nonlinear nexus," Economic Systems, Elsevier, vol. 47(4).
  45. Conseil d'Analyse Économique & Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwi (ed.), 2010. "Evaluer la performance économique, le bien-être et la soutenabilité. Rapport du Conseil d'analyse économique et du Conseil allemand des experts en économie," Occasional Reports / Expertisen, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, number 75369.
  46. Demyanyk, Yuliya & Hasan, Iftekhar, 2010. "Financial crises and bank failures: A review of prediction methods," Omega, Elsevier, vol. 38(5), pages 315-324, October.
  47. Hamdaoui, Mekki, 2016. "Are systemic banking crises in developed and developing countries predictable?," Journal of Multinational Financial Management, Elsevier, vol. 37, pages 114-138.
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