Early warning or too late? : a (pseudo-)real-time identification of leading indicators of financial stress
Thibaut Duprey, Benjamin Klaus
| Year of publication: |
2022
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| Authors: | Duprey, Thibaut ; Klaus, Benjamin |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 138.2022, p. 1-20
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| Subject: | Country-level index of financial stress | Financial cycle turning point | Macro-financial leading indicators | Time-varying transition probability Markov switching model | Wirtschaftsindikator | Economic indicator | Markov-Kette | Markov chain | Frühwarnsystem | Early warning system | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | Frühindikator | Leading indicator | Konjunktur | Business cycle | Schätzung | Estimation | Index | Index number | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2021.106196 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013461945