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Persistent link: https://www.econbiz.de/10012112784

External deficits and non-performing loans in the recent financial crisis

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How to foresee banking crises? : a survey of the empirical literature

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Bailouts, franchise value and moral hazard in banking

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Early warning indicators of banking crises

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Predicting systemic financial crises with recurrent neural networks

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Predicting systemic financial crises with recurrent neural networks

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Use of Unit Root Methods in Early Warning of Financial Crises

Virtanen, Timo; Tölö, Eero; Virén, Matti E. E.; … - 2021

In several recent studies unit root methods have 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...

Persistent link: https://www.econbiz.de/10013248952

Use of unit root methods in early warning of financial crises

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Use of unit root methodsin early warning of financial crises

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Persistent link: https://www.econbiz.de/10011573586