Comparing logit-based early warning systems : does the duration of systemic banking crises matter?
Giovanni Caggiano, Pietro Calice, Leone Leonida, George Kapetanios
| Year of publication: |
June 2016
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| Authors: | Caggiano, Giovanni ; Calice, Pietro ; Leonida, Leone ; Kapetanios, George |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 37.2016, p. 104-116
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| Subject: | Banking crises | Systemic risk | Early warning systems | Logit estimation | Financial regulation | Frühwarnsystem | Early warning system | Bankenkrise | Banking crisis | Welt | World | Finanzkrise | Financial crisis | Systemrisiko | Währungskrise | Currency crisis | Logit-Modell | Logit model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2016.01.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011662964