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Citations for "Monitoring Banking Sector Fragility: A Multivariate Logit Approach"

by Enrica Detragiache & Asli Demirgüç-Kunt

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  1. Verónica Vallés & Christian Weistroffer, 2010. "Monitoring banking sector risks: an applied approach," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  2. Giovanni Caggiano & Pietro Calice & Leone Leonida, 2013. "Working Paper 190 - Early Warning Systems and Systemic Banking Crises in Low Income Countries: A Multinomial Logit Approach," Working Paper Series 993, African Development Bank.
  3. Leroi Raputsoane, 2014. "Disaggregated Credit Extension and Financial Distress in South Africa," Working Papers 435, Economic Research Southern Africa.
  4. Andrea Amaral & Margarida Abreu & Victor Mendes, 2014. "The Spatial Probit Model – An Application to the Study of Banking Crises at the End of the 90’s," CEFAGE-UE Working Papers 2014_05, University of Evora, CEFAGE-UE (Portugal).
  5. Knedlik, Tobias, 2014. "The impact of preferences on early warning systems — The case of the European Commission's Scoreboard," European Journal of Political Economy, Elsevier, vol. 34(C), pages 157-166.
  6. Sachverständigenrat zur Begutachtung der Gesamtwirtschaftlichen Entwicklung & Conseil d'‘Analyse Éco (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.
  7. Demirguc-Kunt, Asli & Serven, Luis, 2009. "Are All the Sacred Cows Dead? Implications of the Financial Crisis for Macro and Financial Policies," Policy Research Working Paper Series 4807, The World Bank.
  8. Ugo Albertazzi & Leonardo Gambacorta, 2006. "Bank profitability and the business cycle," Temi di discussione (Economic working papers) 601, Bank of Italy, Economic Research and International Relations Area.
  9. Liliana Rojas-Suarez, 2001. "Rating Banks in Emerging Markets: What Credit Rating Agencies Should Learn from Financial Indicators," Working Paper Series WP01-6, Peterson Institute for International Economics.
  10. Hamdi, Helmi & Jlassi, Nabila Boukef, 2014. "Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries," Economic Modelling, Elsevier, vol. 41(C), pages 124-132.
  11. Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2010. "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 53-92 National Bureau of Economic Research, Inc.
  12. Burkart, O. & Coudert, V., 2000. "Leading Indicators of Currency Crises in Emerging Economies," Working papers 74, Banque de France.
  13. Demirguc-Kunt, Asli & Detragiache, Enrica, 2005. "Cross-country empirical studies of systemic bank distress : a survey," Policy Research Working Paper Series 3719, The World Bank.
  14. Sarlin, Peter, 2013. "On policymakers' loss function and the evaluation of early warning systems," Working Paper Series 1509, European Central Bank.
  15. Amaral, Andrea & Abreu, Margarida & Mendes, Victor, 2014. "The spatial Probit model—An application to the study of banking crises at the end of the 1990’s," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 415(C), pages 251-260.
  16. Betz, Frank & Oprica, Silviu & Peltonen, Tuomas A. & Sarlin, Peter, 2013. "Predicting distress in European banks," Working Paper Series 1597, European Central Bank.
  17. Houssem Rachdi, 2010. "The Link between International Supervision and Banking Crises," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(3), pages 321-332, September.
  18. Alejandro Gaytán González & Romain Ranciere, 2005. "Banks, Liquidity Crises and Economic Growth," Working Papers 2005-03, Banco de México.
  19. Lestano & Jan Jacobs & Gerard H. Kuper, 2004. "Indicators of financial crises do work! An early-warning system for six Asian countries," International Finance 0409004, EconWPA.
  20. Daniel Ottens & Edwin Lambregts & Steven Poelhekke, 2005. "Credit Booms in Emerging Market Economies: A Recipe for Banking Crises?," DNB Working Papers 046, Netherlands Central Bank, Research Department.
  21. Adil Naamane, 2012. "Peut-on prévenir les crises financières ?," Working Papers 2011-2012_7, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised May 2012.
  22. Alejandro Gaytan & Romain Ranciere, 2004. "Wealth, Financial Intermediation and Growth," Working Papers 191, Barcelona Graduate School of Economics.
  23. Christophe Godlewski, 2004. "Excess Credit Risk and Bank’s Default Risk An Application of Default Prediction’s Models to Banks from Emerging Market Economies," Finance 0409028, EconWPA.
  24. Zhongbo Jing & Jakob de Haan & Jan P. A. M. Jacobs & Haizhen Yang, 2013. "Identifying Banking Crises Using Money Market Pressure: New Evidence For A Large Set of Countries," CIRANO Working Papers 2013s-41, CIRANO.
  25. Morris Goldstein, 2005. "What Might the Next Emerging-Market Financial Crisis Look Like?," Working Paper Series WP05-7, Peterson Institute for International Economics.
  26. María José Gil-Moltó & Joanna Poyago-Theotoky & Vasileios Zikos, 2006. "R&D policy and privatization in a mixed oligopoly," Discussion Paper Series 2006_25, Department of Economics, Loughborough University.
  27. Sarlin, Peter & Peltonen, Tuomas A., 2011. "Mapping the State of Financial Stability," BOFIT Discussion Papers 18/2011, Bank of Finland, Institute for Economies in Transition.
  28. Daley, J. & Matthews, K. & Whitfield, K., 2008. "Too-big-to-fail: Bank failure and banking policy in Jamaica," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(3), pages 290-303, July.
  29. Kibritcioglu, Aykut, 2002. "Excessive Risk-Taking, Banking Sector Fragility, and Banking Crises," Working Papers 02-0114, University of Illinois at Urbana-Champaign, College of Business.
  30. Lestano & Jacobs, Jan & Kuper, Gerard H., 2003. "Indicators of financial crises do work! : an early-warning system for six Asian countries," CCSO Working Papers 200313, University of Groningen, CCSO Centre for Economic Research.
  31. Christian Broda & Eduardo Levy Yeyati, 2003. "Endogenous Deposit Dollarization," Business School Working Papers dieciseis, Universidad Torcuato Di Tella.
  32. Axel Brüggemann & Thomas Linne, 2002. "Are the Central and Eastern European Transition Countries still vullnerable to an Financial Crisis? Results from the Signals Approach," IWH Discussion Papers 157, Halle Institute for Economic Research.
  33. Chikako Oka, 2003. "Anticipating Arrears to the IMF Early Warning Systems," IMF Working Papers 03/18, International Monetary Fund.
  34. Tobias Knedlik, 2012. "The European Commission’s Scoreboard of Macroeconomic Imbalances – The Impact of Preferences on an Early Warning System," IWH Discussion Papers 10, Halle Institute for Economic Research.
  35. KOMULAINEN Tuomas LUKKARILA Johanna, . "What Drives Financial Crises in Emerging Markets?," EcoMod2003 330700082, EcoMod.
  36. Ali ARI, 2009. "An Early Warning Signals Approach to the Currency Crises: The Turkish Case," 2009 Meeting Papers 1045, Society for Economic Dynamics.
  37. Dabla-Norris, Era & Bal Gündüz, Yasemin, 2014. "Exogenous Shocks and Growth Crises in Low-Income Countries: A Vulnerability Index," World Development, Elsevier, vol. 59(C), pages 360-378.
  38. Demirguc-Kunt, Asli & Detragiache, Enrica & Gupta, Poonam, 2000. "Inside the crisis : an empirical analysis of banking systems in distress," Policy Research Working Paper Series 2431, The World Bank.
  39. Maghyereh, Aktham I. & Awartani, Basel, 2014. "Bank distress prediction: Empirical evidence from the Gulf Cooperation Council countries," Research in International Business and Finance, Elsevier, vol. 30(C), pages 126-147.
  40. Sotiris Staikouras, 2004. "A chronicle of the banking and currency crises," Applied Economics Letters, Taylor & Francis Journals, vol. 11(14), pages 873-878.
  41. Tuomas Komulainen & ) & Johanna Lukkarila, 2003. "What drives financial crises in emerging markets?," Macroeconomics 0304010, EconWPA.
  42. Komulainen, Tuomas & Lukkarila, Johanna, 2003. "What drives financial crises in emerging markets?," BOFIT Discussion Papers 5/2003, Bank of Finland, Institute for Economies in Transition.
  43. Ahlin, Christian & Lin, Jocelyn & Maio, Michael, 2011. "Where does microfinance flourish? Microfinance institution performance in macroeconomic context," Journal of Development Economics, Elsevier, vol. 95(2), pages 105-120, July.
  44. Mete Feridun, 2006. "Currency Crises in Emerging Markets: An Application of Signals Approach to Turkey," Discussion Paper Series 2006_26, Department of Economics, Loughborough University, revised Dec 2006.
  45. Mendoza, Ronald U., 2004. "International reserve-holding in the developing world: self insurance in a crisis-prone era?," Emerging Markets Review, Elsevier, vol. 5(1), pages 61-82, March.
  46. Christian A. Johnson, 2005. "Modelos de alerta temprana para pronosticar crisis bancarias: desde la extracción de señales a las redes neuronales," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, vol. 20(1), pages 95-121, June.
  47. Edwin Lambregts & Dani�l Ottens, 2006. "The Roots of Banking Crises in Emerging Market Economics: A Panel Data Approach," DNB Working Papers 084, Netherlands Central Bank, Research Department.
  48. Dairo Estrada & Miguel Ángel Morales Mosquera, . "Indice de Estabilidad Financiera para Colombia," Temas de Estabilidad Financiera 038, Banco de la Republica de Colombia.
  49. Jan P.A.M. Jacobs & Gerard H. Kuper & Lestano, 2004. "Currency crises in Asia: A multivariate logit approach," International Finance 0409005, EconWPA.
  50. Alessi, Lucia & Detken, Carsten, 2014. "On policymakers’ loss functions and the evaluation of early warning systems: Comment," Economics Letters, Elsevier, vol. 124(3), pages 338-340.
  51. Makram El-Shagi & Gregor von Schweinitz, 2012. "Qual VAR Revisited: Good Forecast, Bad Story," IWH Discussion Papers 12, Halle Institute for Economic Research.
  52. 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.
  53. Eidenberger, Judith & Neudorfer, Benjamin & Sigmund, Michael & Stein, Ingrid, 2014. "What predicts financial (in)stability? A Bayesian approach," Discussion Papers 36/2014, Deutsche Bundesbank, Research Centre.
  54. Choudhry Tanveer Shehzad & Jakob de Haan, 2009. "Financial Reform and Banking Crises," CESifo Working Paper Series 2870, CESifo Group Munich.
  55. Jennifer Castle & David Hendry & Nicholas W.P. Fawcett, 2011. "Forecasting breaks and forecasting during breaks," Economics Series Working Papers 535, University of Oxford, Department of Economics.
  56. Komulainen, Tuomas & Lukkarila, Johanna, 2003. "What drives financial crises in emerging markets?," Emerging Markets Review, Elsevier, vol. 4(3), pages 248-272, September.
  57. Kauko, Karlo, 2014. "How to foresee banking crises? A survey of the empirical literature," Economic Systems, Elsevier, vol. 38(3), pages 289-308.
  58. Brüggemann, Axel & Linne, Thomas, 2002. "Are the Central and Eastern European transition countries still vulnerable to a financial crisis? Results from the signals approach," BOFIT Discussion Papers 5/2002, Bank of Finland, Institute for Economies in Transition.
  59. Saadaoui, Zied, 2009. "Fonds propres réglementaires et stabilité bancaire dans les pays émergents
    [Capital Requirements and Banking Stability in Emerging Countries]
    ," MPRA Paper 25217, University Library of Munich, Germany.
  60. Roberto Savona & Marika Vezzoli, 2012. "Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals," Working Papers 2012_26, Department of Economics, University of Venice "Ca' Foscari".
  61. Felix Ward, 2014. "Spotting the Danger Zone - Forecasting Financial Crises with Classification Tree Ensembles and Many Predictors," Bonn Econ Discussion Papers bgse01_2014, University of Bonn, Germany, revised Nov 2014.
  62. Alvaro Ortiz Vidal-Abarca & Alfonso Ugarte Ruiz, 2015. "Introducing a New Early Warning System Indicator (EWSI) of banking crises," Working Papers 1502, BBVA Bank, Economic Research Department.
  63. Lenno Uusküla & Peeter Luikmel & Jana Kask, 2005. "Critical Levels of Debt?," Bank of Estonia Working Papers 2005-3, Bank of Estonia, revised 10 Oct 2005.
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