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  • Search: subject_exact:"Early warning system"
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Year of publication
Subject
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Early warning system 1,400 Frühwarnsystem 1,378 Theorie 291 Theory 291 Financial crisis 271 Finanzkrise 270 USA 237 United States 237 Risikomanagement 233 Risk management 230 Deutschland 216 Germany 215 Currency crisis 165 Bankenkrise 164 Banking crisis 163 Währungskrise 163 Prognoseverfahren 136 Forecasting model 134 early warning system 119 Welt 114 World 113 Economic indicator 102 Wirtschaftsindikator 102 Krisenmanagement 82 Crisis management 81 Insolvency 80 Insolvenz 80 Strategisches Management 73 Bank 66 Strategic management 65 Bankrisiko 61 Kreditrisiko 61 Bank risk 60 Credit risk 59 Systemic risk 58 Emerging economies 53 Bankenaufsicht 51 Schwellenländer 50 Systemrisiko 50 Banking supervision 49
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Online availability
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Free 389 Undetermined 168
Type of publication
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Article 803 Book / Working Paper 734 Journal 1
Type of publication (narrower categories)
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Article in journal 481 Aufsatz in Zeitschrift 481 Graue Literatur 342 Non-commercial literature 342 Working Paper 288 Arbeitspapier 262 Aufsatz im Buch 262 Book section 262 Hochschulschrift 185 Thesis 168 Bibliografie enthalten 70 Bibliography included 70 Collection of articles of several authors 36 Sammelwerk 36 Case study 34 Fallstudie 34 Aufsatzsammlung 16 Conference paper 15 Konferenzbeitrag 15 Amtsdruckschrift 13 Government document 13 Handbook 13 Handbuch 13 Article 8 Konferenzschrift 7 Ratgeber 7 Guidebook 6 Conference proceedings 5 Lehrbuch 4 Collection of articles written by one author 3 Reprint 3 Sammlung 3 Systematic review 3 Übersichtsarbeit 3 Accompanied by computer file 2 Company information 2 Elektronischer Datenträger als Beilage 2 Firmeninformation 2 Mehrbändiges Werk 2 Multi-volume publication 2
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Language
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English 863 German 563 Undetermined 84 Spanish 15 French 5 Polish 4 Russian 4 Romanian 2 Portuguese 1 Swedish 1
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Author
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Dreger, Christian 15 Karim, Dilruba 12 Kholodilin, Konstantin A. 11 Knedlik, Tobias 11 Detken, Carsten 10 Kuper, Gerard H. 10 Šmídková, Kateřina 10 Becker, Axel 9 Candelon, Bertrand 9 Davis, E. P. 9 Krystek, Ulrich 9 Peltonen, Tuomo 9 Sarlin, Peter 9 Cholodilin, Konstantin A. 8 Fratzscher, Marcel 8 Jacobs, Jan 8 Menkhoff, Lukas 8 Beckmann, Daniela 7 Drehmann, Mathias 7 Dufrénot, Gilles 7 Hurlin, Christophe 7 Mayes, David G. 7 Oet, Mikhail V. 7 Rohrbeck, René 7 Savona, Roberto 7 Schweinitz, Gregor von 7 Stierle, Jürgen 7 Stremmel, Hanno 7 Vašíček, Bořek 7 Zdzienicka-Durand, Aleksandra 7 Andreou, Irène 6 Barrell, Ray 6 Behn, Markus 6 Boonman, Tjeerd M. 6 Bussière, Matthieu 6 Dumitrescu, Elena-Ivona 6 Lang, Jan Hannes 6 Ong, Stephen J. 6 Rusnák, Marek 6 Stein, Jerome L. 6
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Institution
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International Monetary Fund (IMF) 24 Internationaler Währungsfonds / Monetary and Capital Markets Department 7 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 7 EconWPA 5 International Monetary Fund 4 Internationaler Währungsfonds 4 Philippine Institute for Development Studies (PIDS), Government of the Philippines 4 HAL 3 Denkfabrik <Frankfurt, Main> 2 European Central Bank 2 Institut für Weltwirtschaft (IfW) 2 Institut für Wirtschaftsforschung Halle (IWH) 2 Springer Fachmedien Wiesbaden GmbH 2 AMACOM 1 Access Economics Pty Limited <Canberra> 1 Asian Development Bank 1 Banco Central do Brasil 1 C.F. Müller Verlag 1 Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Deutsche Bank Research 1 Deutsche Rohstoffagentur 1 Deutsches Aktieninstitut 1 Europäische Kommission / Generaldirektion Unternehmen 1 FAO 1 Federal Reserve Bank of Dallas 1 Federation of Indian Chambers of Commerce and Industry 1 Finanz Colloquium Heidelberg 1 First Secretary of State 1 Forschungsinstitut Betriebliche Bildung 1 Forum Berufsbildungsforschung <4, 1999, Paderborn> 1 Frankfurt School of Finance and Management 1 Great Britain / Dept of Economic Affairs 1 Groupe d'Analyse et de Théorie Économique Lyon St-Étienne (GATE Lyon St-Étienne), Faculté de Sciences Économiques et de Gestion 1 Harvard Graduate School of Business Administration 1 Horváth & Partners 1 Humboldt-Universität zu Berlin / Institut für Genossenschaftswesen 1 Information Resources Management Association 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Institut ekonomických studií, Univerzita Karlova v Praze 1
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Published in...
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IMF Working Papers 21 IMF working papers 21 Working paper series / European Central Bank 16 Szenarioanalysen und Stresstests in der Bank- und Versicherungspraxis : regulatorische Anforderungen, Umsetzung, Steuerung 15 Europäische Hochschulschriften / 5 13 Journal of banking & finance 13 Journal of financial stability 12 IMF country report 11 IMF working paper 10 KSI : Krisen-, Sanierungs- und Insolvenzberatung ; Wirtschaft, Recht, Steuern 10 Frühwarnindikatoren und Krisenfrühaufklärung : Konzepte zum präventiven Risikomanagement 9 CESifo working papers 8 Controlling : Zeitschrift für erfolgsorientierte Unternehmenssteuerung 8 Gabler Edition Wissenschaft 8 Erfolg beim Management virtueller Organisationen : durch Frühwarnung Risiken vermeiden 7 MPRA Paper 7 Working paper series 7 Der Betrieb 6 Economics and finance working paper series 6 IWH Discussion Papers 6 International journal of finance & economics : IJFE 6 Journal of international money and finance 6 Policy research working paper : WPS 6 Risiko-Manager 6 Vorausschau und Technologieplanung : 2. Symposium für Vorausschau und Technologieplanung, Heinz-Nixdorf-Institut ; 9. und 10. November 2006, Schloss Neuhardenberg 6 Applied economics 5 DNB working paper 5 Ensayos sobre política económica 5 IWH-Diskussionspapiere 5 International finance discussion papers 5 Key readings in crisis management : systems and structures for prevention and recovery 5 Open economies review 5 Proceedings of 2013 world agricultural outlook conference 5 Systemic risk tomography : signals, measurement and transmission channels 5 Applied economics letters 4 DIW Wochenbericht 4 Discussion Papers / Philippine Institute for Development Studies (PIDS), Government of the Philippines 4 ECB Working Paper 4 Economic modelling 4 Economic systems 4
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Source
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ECONIS (ZBW) 1,381 RePEc 119 EconStor 36 BASE 1 ArchiDok 1
Showing 1 - 50 of 1,538
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Random forest versus logit models : which offers better early warning of fiscal stress?
Jarmulska, Barbara - 2020
This study seeks to answer whether it is possible to design an early warning system framework that can signal the risk of fiscal stress in the near future, and what shape such a system should take. To do so, multiple models based on econometric logit and the random forest models are designed and...
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Exposition, climax, denouement : life-cycle evaluation of the recent financial crisis in the EU by linking the ESRB financial crisis database to the European Commission's Macroecon...
Erhart, Szilard - 2019
The paper investigates the life-cycle of the 2008-2009 financial crisis by linking the Macroeconomic Imbalance Procedure (MIP) Scoreboard of the European Commission to the crisis database of the European Systemic Risk Board (ESRB). The novelty of the analysis is that early warning capacity of...
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Persistent link: https://ebtypo.dmz1.zbw/10012104493
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Predicting systemic financial crises with recurrent neural networks
Tölö, Eero - 2019
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Persistent link: https://ebtypo.dmz1.zbw/10012114997
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An evaluation of early warning models for systemic banking crises : does machine learning improve predictions?
Beutel, Johannes; List, Sophia; Schweinitz, Gregor von - 2019
This paper compares the out-of-sample predictive performance of different early warning models for systemic banking crises using a sample of advanced economies covering the past 45 years. We compare a benchmark logit approach to several machine learning approaches recently proposed in the...
Persistent link: https://ebtypo.dmz1.zbw/10011956125
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Predicting bank distress in the UK with machine learning
Suss, Joel; Treitel, Henry - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012202559
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Determinants of currency crises in the Republic of Serbia
Marjanović, Ivana; Marković, Milan M. - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 37 (2019) 1, pp. 191-212
Persistent link: https://ebtypo.dmz1.zbw/10012213187
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Early detection of Indonesia's vulnerability to currency crisis
Oyong, Rosa Agustina; Didong, Rustam; Safuan, Sugiharso; … - In: International journal of economics and financial issues … 8 (2018) 1, pp. 196-204
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Forecasting turbulence in the Asian and European stock market using regime-switching models
Engel, Janina; Wahl, Markus; Zagst, Rudi - In: Quantitative finance and economics 2 (2018) 2, pp. 388-406
Persistent link: https://ebtypo.dmz1.zbw/10012156674
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An early warning system for systemic banking crises : a robust model specification
O'Brien, Martin; Wosser, Michael - 2018
Persistent link: https://ebtypo.dmz1.zbw/10012183594
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Random forest versus logit models: Which offers better early warning of fiscal stress?
Jarmulska, Barbara - 2020
This study seeks to answer whether it is possible to design an early warning system framework that can signal the risk of fiscal stress in the near future, and what shape such a system should take. To do so, multiple models based on econometric logit and the random forest models are designed and...
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Persistent link: https://ebtypo.dmz1.zbw/10012422070
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Predicting downside risks to house prices and macro-financial stability
Deghi, Andrea; Katagiri, Mitsuru; Shahid, Sohaib; … - 2020
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Which credit gap is better at predicting financial crises? : a comparison of univariate filters
Drehmann, Mathias; Yetman, James - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012260671
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Essays on the financial crisis and macroprudential regulation
Kirschner, Linda - 2020
The financial crisis was, at its core, a banking crisis, which affected the real economy through a rapid reduction in credit supply. This dissertation combines three essays on policy changes after the financial crisis. The first two chapters focus on regulatory rules proposed to avoid future...
Persistent link: https://ebtypo.dmz1.zbw/10012297775
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Assesing early warning system model for banking crisis in ASEAN countries
Musdholifah, Musdholifah; Hartono, Ulil - In: International journal of economics and financial issues … 7 (2017) 4, pp. 358-364
Persistent link: https://ebtypo.dmz1.zbw/10011824280
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The appropriateness of the macroeconomic imbalance procedure for Central and Eastern European countries
Kämpfe, Martina; Knedlik, Tobias - 2017
The experience of Central and Eastern European countries (CEEC) during the global financial crisis and in the resulting European debt crises has been largely different from that of other European countries. This paper looks at the specifics of the CEEC in recent history and focuses in particular...
Persistent link: https://ebtypo.dmz1.zbw/10011745587
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Das Risiko einer Immobilienpreisblase ist in Deutschland sowie in den meisten OECD-Ländern hoch
Cholodilin, Konstantin A.; Michelsen, Claus - In: DIW Wochenbericht 86 (2019) 32, pp. 547-555
Die Preise für Immobilien sind in vielen Ländern in den vergangenen Jahren deutlich gestiegen und es wächst die Sorge, dass sich erneut spekulative Preisblasen bilden. Für politische Entscheidungsträger kann es dabei schwer sein, den richtigen Zeitpunkt für regulierende Eingriffe in den...
Persistent link: https://ebtypo.dmz1.zbw/10012051514
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High risk of a housing bubble in Germany and most OECD countries
Cholodilin, Konstantin A.; Michelsen, Claus - In: DIW Weekly Report 9 (2019) 32, pp. 265-273
Housing prices in many countries have increased significantly over the past years, fueling a fear that speculative price bubbles will return. However, it can be difficult for policymakers to recognize when regulatory interventions in the market are necessary to counteract bubbles. This report...
Persistent link: https://ebtypo.dmz1.zbw/10012063342
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Exposition, climax, denouement: Life-cycle evaluation of the recent financial crisis in the EU by linking the ESRB financial crisis database to the European Commission's Macroecono...
Erhart, Szilard - 2019
The paper investigates the life-cycle of the 2008-2009 financial crisis by linking the Macroeconomic Imbalance Procedure (MIP) Scoreboard of the European Commission to the crisis database of the European Systemic Risk Board (ESRB). The novelty of the analysis is that early warning capacity of...
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Persistent link: https://ebtypo.dmz1.zbw/10012145167
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An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?
Beutel, Johannes; List, Sophia; von Schweinitz, Gregor - 2019
This paper compares the out-of-sample predictive performance of different early warning models for systemic banking crises using a sample of advanced economies covering the past 45 years. We compare a benchmark logit approach to several machine learning approaches recently proposed in the...
Persistent link: https://ebtypo.dmz1.zbw/10011956477
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Das Risiko einer Immobilienpreisblase ist in Deutschland sowie in den meisten OECD-Ländern hoch
Cholodilin, Konstantin A.; Michelsen, Claus - In: DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft 86 (2019) 32, pp. 547-555
Die Preise für Immobilien sind in vielen Ländern in den vergangenen Jahren deutlich gestiegen und es wächst die Sorge, dass sich erneut spekulative Preisblasen bilden. Für politische Entscheidungsträger kann es dabei schwer sein, den richtigen Zeitpunkt für regulierende Eingriffe in den...
Persistent link: https://ebtypo.dmz1.zbw/10012042303
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High risk of a housing bubble in Germany and most OECD countries
Cholodilin, Konstantin A.; Michelsen, Claus - In: DIW weekly report : economy, politics, science : a … 9 (2019) 32, pp. 265-273
Housing prices in many countries have increased significantly over the past years, fueling a fear that speculative price bubbles will return. However, it can be difficult for policymakers to recognize when regulatory interventions in the market are necessary to counteract bubbles. This report...
Persistent link: https://ebtypo.dmz1.zbw/10012058242
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A macroeconomic vulnerability model for the euro area
Sondermann, David; Zorell, Nico - 2019
Macroeconomic imbalances increase the vulnerability of an economy to adverse shocks, which in turn can lead to crises with severe economic and social costs. We propose an early warning model that predicts such crises. We identify a set of macroeconomic indicators capturing domestic and external...
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Persistent link: https://ebtypo.dmz1.zbw/10012058978
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Do significant risk warnings in annual reports increase corporate bond credit spreads? : evidence from China
Gao, Xi; Xiongyuan, Wang; Tian, Furong - In: China journal of accounting research : CJAR 12 (2019) 2, pp. 191-208
Based on listed companies issuing bonds on the Shanghai and Shenzhen Stock Exchanges from 2007 to 2017, this study analyzes the relationship between significant risk warnings in Chinese companies' annual reports and corporate bond credit spreads. The main findings are as follows. First, in the...
Persistent link: https://ebtypo.dmz1.zbw/10012016566
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Liquidity stress detection in the European banking sector
Heuver, Richard; Triepels, Ron - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012019376
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Do traditional financial distress prediction models predict the early warning signs of financial distress?
Ashraf, Sumaira; Félix, Elisabete Gomes Santana; … - In: Journal of risk and financial management : JRFM 12 (2019) 2/55, pp. 1-17
This study aims to compare the prediction accuracy of traditional distress prediction models for the firms which are at an early and advanced stage of distress in an emerging market, Pakistan, during 2001-2015. Design/methodology/approach: The methodology involves constructing model scores for...
Persistent link: https://ebtypo.dmz1.zbw/10012022224
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An early warning system for less significant Italian banks
Ferriani, Fabrizio; Cornacchia, Wanda; Farroni, Paolo; … - 2019
Persistent link: https://ebtypo.dmz1.zbw/10011988165
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Financial cycles as early warning indicators : lessons from the Nordic region
Ragnarsson, Önundur Páll; Hannesson, Jón Magnús; … - 2019
Persistent link: https://ebtypo.dmz1.zbw/10011992493
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Essays in empirical macroeconomics: identification in vector autoregressive models and robust inference in early warning systems
Bruns, Martin - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012104832
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Outlier detection in TARGET2 risk indicators
Heijmans, Ronald; Chen Zhou - 2019
Persistent link: https://ebtypo.dmz1.zbw/10011966026
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Can one improve now-casts of crop prices in Africa? Google can.
Weber, Regine; Kornher, Lukas - 2019
With increasing Internet user rates across Africa, there is considerable interest in exploring new, online data sources. Particularly, search engine metadata, i.e. data representing the contemporaneous online-interest in a specific topic, has gained considerable interest, due to its potential to...
Persistent link: https://ebtypo.dmz1.zbw/10011967382
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Assessing financial stability risks from the real estate market in Italy : an update
Ciocchetta, Federica; Cornacchia, Wanda - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012038062
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Anomaly detection in the shipping and banking industry
Triepels, Ron - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012119318
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Malta : financial sector assessment program : technical note : bank resolution and crisis management
Internationaler Währungsfonds - 2019
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Persistent link: https://ebtypo.dmz1.zbw/10012153849
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News-based sentiment indicators
Huang, Chengyu; Simpson, Sean; Ulybina, Daria; Roitman, … - 2019
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Persistent link: https://ebtypo.dmz1.zbw/10012155004
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The SHERLOC : an EWS-based index of vulnerability for emerging economies
Alonso, Irma; Molina, Luis - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012198296
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Learning from trees : a mixed approach to building early warning systems for systemic banking crises
Gabriele, Carmine - 2019
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Persistent link: https://ebtypo.dmz1.zbw/10012200501
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Early warning indicators for macrofinancial activity in Romania
Sprincean, Nicu - In: The review of economic and business studies : REBS 12 (2019) 1, pp. 137-162
Persistent link: https://ebtypo.dmz1.zbw/10012177765
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Índice de sincronía bancaria y ciclos financieros
Martínez, Juan Francisco; Oda, Daniel - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012133617
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A new approach to early warning systems for small European banks
Bräuninger, Michael; Malikkidou, Despo; Scalone, Stefano; … - 2019
This paper describes a machine learning technique to timely identify cases of individual bank financial distress. Our work represents the first attempt in the literature to develop an early warning system specifically for small European banks. We employ a machine learning technique, and build a...
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Persistent link: https://ebtypo.dmz1.zbw/10012135978
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Anticipating the bust : a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises
Lang, Jan Hannes; Izzo, Cosimo; Fahr, Stephan; Ruzicka, … - 2019
This paper presents a tractable, transparent and broad-based domestic cyclical systemic risk indicator (d-SRI) that captures risks stemming from domestic credit, real estate markets, asset prices, and external imbalances. The d-SRI increases on average several years before the onset of systemic...
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Persistent link: https://ebtypo.dmz1.zbw/10011975914
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Smart risk analytics design for proactive early warning
Diedrich, Katharina; Klingebiel, Katja - In: Artificial intelligence and digital transformation in …, (pp. 559-585). 2019
Purpose: Automobile manufacturers are highly dependent on supply chain performance which is endangered by risks. They are not yet able to proactively manage these risks, often requiring reactive bottleneck management. A proactive and digitalized early warning method is needed. Methodology: The...
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Persistent link: https://ebtypo.dmz1.zbw/10012158259
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An optimal early warning system for currency crises under model uncertainty
Abdelsalama, Mamdouh Abdelmoula M.; Abdel-Latif, Hany - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012059792
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Forecast bankruptcy using a blend of clustering and MARS model : case of US banks
Affes, Zeineb; Hentati-Kaffel, Rania - In: Decision making and risk/return optimization in …, (pp. 27-64). 2019
Persistent link: https://ebtypo.dmz1.zbw/10012127927
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Predicting US banks bankruptcy : logit versus canonical discriminant analysis
Affes, Zeineb; Hentati-Kaffel, Rania - In: Computational economics 54 (2019) 1, pp. 199-244
Persistent link: https://ebtypo.dmz1.zbw/10012134115
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Identifying the early warnings of currency crisis in India
Rao, Balaga Mohana; Padhi, Puja - In: Foreign trade review : FTR ; quarterly journal of … 54 (2019) 4, pp. 269-299
Persistent link: https://ebtypo.dmz1.zbw/10012137174
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Measuring the instability of China's financial system : indices construction and an early warning system
Sun, Lixin; Huang, Yuqin - 2016
In this paper, employing several econometric techniques, the authors construct a financial stress index (CNFSI) and a financial conditions index (CNFCI) to measure the instability of China's financial system. The indices are based on the monthly data collected from China's inter-bank markets,...
Persistent link: https://ebtypo.dmz1.zbw/10011416485
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Measuring the instability of China's financial system : indices construction and an early warning system
Sun, Lixin; Huang, Yuqin - 2016
In this paper, employing several econometric techniques, the authors construct a financial stress index (CNFSI) and a financial conditions index (CNFCI) to measure the instability of China's financial system. The indices are based on the monthly data collected from China's inter-bank markets,...
Persistent link: https://ebtypo.dmz1.zbw/10011502689
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The Financial Stress Index : identification of systemic risk conditions
Oet, Mikhail V.; Dooley, John M.; Ong, Stephen J. - In: Risks : open access journal 3 (2015) 3, pp. 420-444
This paper develops a financial stress measure for the United States, the Cleveland Financial Stress Index (CFSI). The index is based on publicly available data describing a six-market partition of the financial system comprising credit, funding, real estate, securitization, foreign exchange,...
Persistent link: https://ebtypo.dmz1.zbw/10011402640
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Early warning indicators of banking crisis in Asian countries
Hmili, Raja; Bouraoui, Taoufik - In: Expert journal of finance 3 (2015), pp. 1-8
Persistent link: https://ebtypo.dmz1.zbw/10011572184
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An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?
Beutel, Johannes; List, Sophia; von Schweinitz, Gregor - 2018
This paper compares the out-of-sample predictive performance of different early warning models for systemic banking crises using a sample of advanced economies covering the past 45 years. We compare a benchmark logit approach to several machine learning approaches recently proposed in the...
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Persistent link: https://ebtypo.dmz1.zbw/10011949163
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