Search Results - subject:"‘early warning’ system"

Assessing Financial Vulnerability in Emerging Economies : A Summary of Empirical Results

Goldstein, Morris - 2018

This paper aims to identify key empirical regularities in the run-up to banking and currency crises that would enable officials and private market participants to recognize vulnerability to financial crises at an earlier stage. This, in turn, should make it easier to motivate the corrective...

Persistent link: https://www.econbiz.de/10012931881

Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe

Galán, Jorge E.; Mencía, Javier - 2018

Persistent link: https://www.econbiz.de/10011934568

Early warning system of government debt crises

Dreger, Christian; Kholodilin, Konstantin - 2018

The European debt crisis has revealed serious deficiencies and risks on a proper functioning of the monetary union. Against this backdrop, early warning systems are of crucial importance. In this study that focuses on euro area member states, the robustness of early warning systems to predict...

Persistent link: https://www.econbiz.de/10011803028

Wait-and-see or step in? : dynamics of interventions

Foarta, Dana; Sugaya, Takuo - 2018

We study the optimal intervention policy to stop projects in a relational contract between a principal and a policymaker. The policymaker is privately informed about his ability and privately chooses how much effort to exert. Before a project is completed, the principal receives a signal about...

Persistent link: https://www.econbiz.de/10011980319

Banking crises and cash holdings : evidence from regulated and unregulated industries

Metze, Daniel - 2018

Persistent link: https://www.econbiz.de/10012145217

An Early Warning System for Islamic Banks Performance

Al-Osaimy, Mahmoud H. - 2018

early warning system which will identify the possible causes of bad performance, detect potential problem banks, facilitate … preliminary model for the prediction of the performance level of Islamic banks (i.e. an early warning system), hoping that this … groups of banks, thus forming a possible early warning system for the prediction of future performance of the observed banks …

Persistent link: https://www.econbiz.de/10012930273

OOBNs for Financial Markets Signals Detection

Greppi, Alessandro - 2018

Equity markets dynamics can be analyzed only by considering at the same time a large amount of information of different nature. We propose to adopt Object Oriented Bayesian Networks as a quantitative and analytical tool for detecting market signals. We include in the same model microeconomic,...

Persistent link: https://www.econbiz.de/10012931003

Use of Unit Root Methods in Early Warning of Financial Crises

Virtanen, Timo - 2018

Unit root methods have long been used in detection of financial bubbles in asset prices. The basic idea is that fundamental changes in the autocorrelation structure of relevant time series imply the presence of a rational price bubble. We provide cross-country evidence for performance of...

Persistent link: https://www.econbiz.de/10012935286

Probabilistic Approach to Measuring Early-Warning Signals of Systemic Contagion Risk

Hui, Cho-Hoi - 2018

This paper proposes a model based on probability density functions associated with dynamics of underlying asset prices to measure contagion-induced systemic risk in the market. The two new risk measures with closed-form formulas derived from the model are:(1) the rate of change of the...

Persistent link: https://www.econbiz.de/10012937005

Fentanils and synthetic cannabinoids : driving greater complexity into the drug situation : an update from the EU early warning system

Evans-Brown, Michael (contributor); … - European Monitoring Centre for Drugs and Drug Addiction - 2018

In this update from the EU Early Warning System, the EMCDDA aims to provide insights into what is happening with new …

Persistent link: https://www.econbiz.de/10015284726