An early warning system for predicting systemic banking crises in the Eurozone : a logit regression approach
Chryssanthi Filippopoulou, Emilios Galariotis, Spyros Spyrou
| Year of publication: |
2020
|
|---|---|
| Authors: | Filippopoulou, Chryssanthi ; Galariotis, Emilios ; Spyrou, Spyros I. |
| Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 172.2020, p. 344-363
|
| Subject: | Early warning systems | European central bank | Macroprudential database | Multivariate binary logistic regression | Systemic risk | Frühwarnsystem | Early warning system | Bankenkrise | Banking crisis | Systemrisiko | EU-Staaten | EU countries | Finanzkrise | Financial crisis | Logit-Modell | Logit model | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Eurozone | Euro area | Währungskrise | Currency crisis | Zentralbank | Central bank | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jebo.2019.12.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012288230