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Year of publication
Subject
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Frühwarnsystem 1,902 Early warning system 1,711 Finanzkrise 422 Financial crisis 412 Theorie 299 Risikomanagement 295 Theory 292 Risk management 269 Bankenkrise 251 Deutschland 250 Banking crisis 242 Währungskrise 237 Germany 232 Currency crisis 221 Welt 217 World 214 Prognoseverfahren 201 Forecasting model 195 Wirtschaftsindikator 181 Economic indicator 172 Bank 108 Insolvenz 105 Krisenmanagement 101 Insolvency 98 Bankrisiko 95 Strategisches Management 95 Kreditrisiko 93 Bank risk 92 USA 90 Crisis management 89 Credit risk 88 Systemic risk 87 Systemrisiko 86 Financial services 85 Finanzdienstleistung 85 United States 84 EU-Staaten 80 Schwellenländer 80 EU countries 78 Emerging economies 77
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Online availability
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Free 545 Undetermined 218
Type of publication
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Book / Working Paper 1,059 Article 837 Journal 6
Type of publication (narrower categories)
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Article in journal 561 Aufsatz in Zeitschrift 561 Graue Literatur 397 Non-commercial literature 397 Working Paper 333 Arbeitspapier 304 Aufsatz im Buch 265 Book section 265 Hochschulschrift 227 Thesis 186 Bibliografie enthalten 80 Bibliography included 80 Dissertation u.a. Prüfungsschriften 41 Collection of articles of several authors 39 Sammelwerk 39 Case study 35 Fallstudie 35 Aufsatzsammlung 21 Handbook 20 Handbuch 20 Conference paper 18 Konferenzbeitrag 18 Amtsdruckschrift 14 Government document 14 Konferenzschrift 9 Ratgeber 8 Guidebook 7 Conference proceedings 5 Article 4 Lehrbuch 4 Reprint 4 Textbook 4 Amtliche Publikation 3 Collection of articles written by one author 3 Research Report 3 Sammlung 3 Systematic review 3 Übersichtsarbeit 3 Accompanied by computer file 2 Company information 2
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Language
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English 1,161 German 696 Undetermined 17 Spanish 16 French 6 Polish 5 Russian 3 Romanian 2 Portuguese 1 Swedish 1
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Author
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Sarlin, Peter 15 Detken, Carsten 14 Oet, Mikhail V. 13 Drehmann, Mathias 12 Karim, Dilruba 12 Gramlich, Dieter 11 Ong, Stephen J. 11 Becker, Axel 10 Herrera, Helios 10 Ordoñez, Guillermo 10 Peltonen, Tuomo 10 Stierle, Jürgen 10 Trebesch, Christoph 10 Šmídková, Kateřina 10 Alessi, Lucia 9 Baetge, Jörg 9 Krystek, Ulrich 9 Kuper, Gerard H. 9 Stein, Jerome L. 9 Davis, E. Philip 8 Kramer, Jost W. 8 Tölö, Eero 8 Abberger, Klaus 7 Boonman, Tjeerd M. 7 Cornacchia, Wanda 7 Dreger, Christian 7 Jacobs, Jan 7 Moder, Marco 7 Rohrbeck, René 7 Rusnák, Marek 7 Savona, Roberto 7 Vašíček, Bořek 7 Adrian, Tobias 6 Barrell, Ray 6 Bhattacharyay, Biswanath 6 Bianco, Timothy 6 Borio, Claudio E. V. 6 Comelli, Fabio 6 Fratzscher, Marcel 6 Hagist, Christian 6
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Institution
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Internationaler Währungsfonds / Monetary and Capital Markets Department 7 National Bureau of Economic Research 6 Compagnie française d'assurance pour le commerce extérieur 5 Springer Fachmedien Wiesbaden 5 World Bank Group 5 Internationaler Währungsfonds 4 C.F. Müller Verlag 2 Denkfabrik <Frankfurt, Main> 2 FAO 2 Institut der Wirtschaftsprüfer in Deutschland 2 Westfälische Wilhelms-Universität Münster / Institut für Revisionswesen 2 AMACOM 1 Access Economics Pty Limited <Canberra> 1 Asian Development Bank 1 Banco Central do Brasil 1 Deutsche Rohstoffagentur 1 Deutsches Aktieninstitut 1 Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg 1 Duncker & Humblot 1 Europäische Kommission / Beobachtungsstelle für Drogen und Drogensucht 1 Europäische Kommission / Direktion Krisenplattform - Politische Koordinierung der GASP 1 Europäische Kommission / Generaldirektion Unternehmen 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 & Management 1 Gesellschaft für Management und Technologie <München> 1 Gottfried Wilhelm Leibniz Universität Hannover 1 Great Britain / Dept of Economic Affairs 1 Harvard Graduate School of Business Administration 1 Herstatt-Bank 1 Horváth & Partner <Stuttgart> 1 Horváth & Partners 1 Humboldt-Universität zu Berlin / Institut für Genossenschaftswesen 1 IGI Global 1 Information Resources Management Association 1 Institut für Arbeitsmarkt- und Berufsforschung 1
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Published in...
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Europäische Hochschulschriften / 5 26 IMF working papers 26 Working paper series / European Central Bank 16 Szenarioanalysen und Stresstests in der Bank- und Versicherungspraxis : regulatorische Anforderungen, Umsetzung, Steuerung 15 Journal of financial stability 14 Journal of banking & finance 13 ECB Working Paper 12 IMF Working Paper 12 IMF country report 11 IMF working paper 11 Controlling : Zeitschrift für erfolgsorientierte Unternehmenssteuerung 10 KSI : Krisen-, Sanierungs- und Insolvenzberatung ; Wirtschaft, Recht, Steuern 10 Frühwarnindikatoren und Krisenfrühaufklärung : Konzepte zum präventiven Risikomanagement 9 Gabler Edition Wissenschaft 9 Journal of international money and finance 9 CESifo working papers 8 Erfolg beim Management virtueller Organisationen : durch Frühwarnung Risiken vermeiden 7 International journal of finance & economics : IJFE 7 SpringerLink / Bücher 7 Working paper series 7 Applied economics 6 CESifo Working Paper 6 Der Betrieb 6 Economics and finance working paper series 6 International journal of forecasting 6 NBER working paper series 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 World Bank E-Library Archive 6 Applied economics letters 5 DNB working paper 5 Economic systems 5 Economics letters 5 Ensayos sobre política económica 5 IWH-Diskussionspapiere 5 International finance discussion papers 5 Journal of policy modeling : JPMOD ; a social science forum of world issues 5 Key readings in crisis management : systems and structures for prevention and recovery 5 Proceedings of 2013 world agricultural outlook conference 5
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Source
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ECONIS (ZBW) 1,761 USB Cologne (EcoSocSci) 91 EconStor 39 USB Cologne (business full texts) 7 OLC EcoSci 2 BASE 1 ArchiDok 1
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Showing 1 - 50 of 1,902
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The highs and the lows : bank failures in Sweden through inflation and deflation, 1914-1926
Kenny, Sean; Ögren, Anders; Zhao, Liang - 2023
This paper revisits the Swedish banking crisis (1919-26) that materialized as post war deflation replaced wartime inflation (1914-18). Inspired by Fisher's 'debt deflation theory', we employ survival analysis to 'predict' which banks would fail, given certain ex-ante bank characteristics. Our...
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Early warning early action for the banking solvency risk in the COVID-19 pandemic era : a case study of Indonesia
Hidayat, Taufiq; Masyita, Dian; Nidar, Sulaeman Rahman; … - In: Economies : open access journal 10 (2022) 1, pp. 1-21
The COVID-19 pandemic has affected people's lives and increased the banking solvency risk. This research aimed to build an early warning and early action simulation model to mitigate the solvency risk using the system dynamics methodology and the Powersim Studio 10© software. The addition of an...
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Comparing parametric, semi parametric and non-parametric early warning systems for banking crisis: Indian context
Gupta, Neha; Kumar, Arya - In: Global business & economics review 26 (2022) 2, pp. 111-134
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Housing and credit misalignments in a two-market disequilibrium framework
Karmelavičius, Jaunius; Mikaliūnaitė-Jouvanceau, Ieva; … - 2022
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Predicting dropout from higher education : evidence from Italy
Delogu, Marco; Lagravinese, Raffaele; Paolini, Dimitri; … - 2022
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Early warning systems for banking crisis and sovereign risk
Străchinaru, Adina-Ionela - In: Journal of financial studies & research : JFSR 2022 (2022), pp. 1-9
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Did the COVID-19 pandemic change the willingness to pay for an early warning system for infectious diseases in Europe?
Himmler, Sebastian; Exel, N. J. A. van; Brouwer, Werner … - In: The European journal of health economics 23 (2022) 1, pp. 81-94
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Hot off the press : news-implied sovereign default risk
Dim, Chukwuma; Koerner, Kevin; Wolski, Marcin; Zwart, Sanne - 2022 - This version: March 2022
We develop a sovereign default risk index using natural language processing techniques and 10 million news articles covering over 100 countries. The index is a highfrequency measure of countries' default risk, particularly for those lacking marketbased measures: it correlates with sovereign CDS...
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Country & sector risks handbook ... : major trends of the world economy : analysis and forecast for ... countries and ... sectors
Compagnie française d'assurance pour le commerce extérieur - [2022]-: [Boix-Colombes] : [Coface] - 2022-
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Constructing Early Warning Indicators for Banks Using Machine Learning Models
Tarkocin, Coskun; Donduran, Murat - 2022
This research contributes to bank liquidity risk management by employing supervised machine learning models to provide banks with early warnings of liquidity stress using market-based indicators. Identifying increasing levels of stress as early as possible provides management with a crucial...
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Smart Financial Regulation : Responding to Early Warning Signals
Michie, Ranald; Akinbami, Folarin; Cherry, Brett; … - 2022
The UK financial sector is a highly competitive system that has, historically, demonstrated resilience to crisis. All that changed with the banking crisis of 2007-08, affecting not just individual banks but a whole array of interconnected financial institutions, leading to a panic that spread...
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New forecasting methods for an old problem : predicting 147 years of systemic financial crises
Plessis, Emile du; Fritsche, Ulrich - 2022
A reflection on the lackluster growth over the decade since the Global Financial Crisis has renewed interest in preventative measures for a long-standing problem. Advances in machine learning algorithms during this period present promising forecasting solutions. In this context, the paper...
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Early warning models for systemic banking crises : can political indica-tors improve prediction?
Tran Huynh; Übelmesser, Silke - 2022
This study provides the first attempt to evaluate whether a logit early warning system (EWS) for systemic banking crises can produce better predictions when political indicators are used alongside traditional macro-financial indicators. Based on a dataset covering 32 advanced economies for the...
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Adaptive early warning systems : an axiomatic approach
Bhimjee, Diptes C. P. - In: Journal of central banking theory and practice 11 (2022) 2, pp. 145-164
The U.S. Subprime Crisis and the subsequent Great Recession have highlighted a renewed interest in the proper design and implementation of Early Warning Systems (E.W.S.), in order to help deter the onset of subsequent extreme financial events, through the implementation of adequate crisis...
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Housing and credit misalignments in a two-market disequilibrium framework
Karmelavičius, Jaunius; Mikaliūnaitė-Jouvanceau, Ieva; … - 2022
During the COVID-19 pandemic, house prices and mortgage credit rose at a longunseen pace. It is unclear, however, whether such increases are warranted by the underlying market and macroeconomic fundamentals. This paper offers a new structural two-market disequilibrium model that can be estimated...
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The global bank stress test
Ding, Xiaodan; Groß, Marco; Krznar, Ivo; Laliotis, … - 2022
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Financial Cycles – Early Warning Indicators of Banking Crises?
Chen, Sally; Svirydzenka, Katsiaryna - 2022
Can the upturns and downturns in financial variables serve as early warning indicators of banking crises? Using data from 59 advanced and emerging economies, we show that financial overheating can be detected in real time. Equity prices and output gap are the best leading indicators in advanced...
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Hunger hotspots : FAO-WFP early warnings on acute food insecurity : June to September 2022 Outlook
FAO; Welternährungsprogramm - 2022
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An early warning system for currency crises in emerging countries
Ferdous, Lutfa Tilat; Kamal, Khnd Md Mostafa; Ahsan, Amirul - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-25
In this study we develop an early warning system (EWS) to forecast currency crises in emerging countries in Asia and Latin America, using logit regression on monthly data from 1992 to 2011. We found that macroeconomic and institutional variables are valuable indicators for forecasting crises....
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Towards Observation- and Model-Based Early Warning Systems for Meteotsunami Mitigation : A Case Study of Extreme Event in Korea
Kim, Myung-Seok; Woo, Seung-Buhm; Eom, Hyunmin; You, … - 2022
A traveling air pressure disturbance of several hPa for a short period (5–10 min) can generate tsunami-like waves in coastal areas owing to a multi-resonant mechanism. Pressure-forced meteotsunamis have been reported over the Korean Peninsula on a regular basis in recent years; however, the...
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Consumer confidence and real economic growth in the Eurozone
Borisov, Lachezar - In: Baltic Journal of Economic Studies 8 (2022) 3, pp. 7-13
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Early warning system for the European insurance sector
Danieli, Lorenzo; Jakubik, Petr - In: Ekonomický časopis : časopis pre ekonomickú … 70 (2022) 1, pp. 3-21
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Approaching European supervisory risk assessment with SupTech : a proposal of an early warning system
Guerra, Pedro; Castelli, Mauro; Côrte-Real, Nadine - In: Risks : open access journal 10 (2022) 4, pp. 1-23
Risk analysis and scenario testing are two of the core activities carried out by economists at central banks. With the increasing adoption of machine learning to enhance decision-support systems, and the amount of collected data spiking, institutions provide countless use-cases for the...
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Entropy as leading indicator for extreme systemic risk events
Lupu, Radu; Lupu, Iulia; Stamule, Tanase; Roman, Mihai - In: Romanian journal of economic forecasting 25 (2022) 4, pp. 58-73
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Assessing banking and currency crisis risk in small states : an application to the Eastern Caribbean Currency Union
Pizzinelli, Carlo; Khan, Tariq; Ishi, Kotaro - 2021
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Financial threat profiles of industrial enterprises in Poland
Kaczmarek, Jarosław; Náñez Alonso, Sergio Luis; … - In: Oeconomia Copernicana 12 (2021) 2, pp. 463-498
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Early warning models of banking crises : VIX and high profits
Bańbuła, Piotr; Pietrzak, Marcin - In: Central European journal of economic modelling and … 13 (2021) 4, pp. 381-403
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A liquidity risk early warning indicator for Italian banks : a machine learning approach
Drudi, Maria Ludovica; Nobili, Stefano - 2021
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Coface country & sector risks handbook ... : major trends of the world economy : analysis and forecast for ... countries and ... sectors
Compagnie française d'assurance pour le commerce extérieur - 2019-[2021]: [Boix-Colombes] : [Coface] - 2019-2021
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Using machine learning to create an early warning system for welfare recipients
Sansone, Dario; Zhu, Anna - 2021
Using high-quality nation-wide social security data combined with machine learning tools, we develop predictive models of income support receipt intensities for any payment enrolee in the Australian social security system between 2014 and 2018. We show that off-the-shelf machine learning...
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The appropriateness of the macroeconomic imbalance procedure for Central and Eastern European Countries
Dany-Knedlik, Geraldine; Kämpfe, Martina; Knedlik, Tobias - In: Empirica : journal of european economics 48 (2021) 1, pp. 123-139
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Finding a needle in a haystack: do early warning systems for sudden stops work
Collodel, Umberto - 2021
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Preparing for extreme weather in the Eastern Caribbean : what role for forecast-based early action?
Wilkinson, Emily; Arvis, Blandine; Mendler de Suarez, Janot - 2021
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Scalable early warning systems for school dropout prevention : evidence from a 4.000-school randomized controlled trial
Haimovich, Francisco; Vazquez, Emmanuel; Adelman, Melissa - 2021
Across many low- and middle-income countries, a sizable share of young people drop out of school before completing a full course of basic education. Early warning systems that accurately identify students at risk of dropout and support them with targeted interventions have shown results and are...
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Financial cycles : early warning indicators of banking crises?
Chen, Sally; Svirydzenka, Katsiaryna - 2021
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Can financial soundness indicators help predict financial sector distress?
Pietrzak, Marcin - 2021
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7-Tage- oder Hospitalisierungsinzidenz? : die "risikoadjustierte Inzidenz" als alternativer Frühindikator
Augurzky, Boris; Fischer, Martin; Schmidt, Christoph M. - 2021
Die 7-Tage-Inzidenz ist als Entscheidungsgrundlage für ein adäquates Management der Corona-Pandemie zunehmend ungeeignet. Eine hohe Impfquote unter den vulnerablen, älteren Bevölkerungsgruppen und ein erhöhtes Infektionsgeschehen unter den Jüngeren hat die Bedeutung der Inzidenzwerte für...
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Characterization of the Chilean financial cycle, early warning indicators and implications for macro-prudential policies
Martínez, Juan Francisco; Oda, Daniel - In: Latin American journal of central banking : LAJCB 2 (2021) 1, pp. 1-20
From the perspective of an emerging country - Chile - we analyze the recommendations of the Basel Committee of Banking Supervision (BCBS) regarding the design and implementation of indicators to guide countercyclical capital buffer (CCyB) policy decisions. We analyze the sensitivity of the...
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Asset encumbrance in euro area banks : analysing trends, drivers and prediction properties for individual bank crises
Berthonnaud, Pierre; Cesati, Enrico; Drudi, Maria Ludovica - 2021
Asset encumbrance is a central concept in the context of banks’ liquidity crises, as it is associated with their capacity to obtain secured funding. This occasional paper summarises the work carried out by the task force on asset encumbrance, bringing together analyses by the ECB and those...
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Role of early warning systems in predicting the stock price crisis : what we learnt from grasshopper and ants fable
Habibi, Reza - In: Financial studies 25 (2021) 2, pp. 6-20
Early warning systems are too important tools in predicting the crisis in financial institutions say banks and stock markets. A consequence of crashes in a specified stock or stock market is financial crisis. This paper considers designing an early warningsystem based on random walk theory and...
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How effective is Macroeconomic Imbalance Procedure (MIP) in predicting negative macroeconomic phenomen?
Biegun, Krzysztof; Karwowski, Jacek; Luty, Piotr - In: European research studies 24 (2021) 3, pp. 822-837
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Anticipation of currency crisis in Iran economy with the use of an early warning system
Farzin, Fatemeh; Googerdchian, Ahmad; Saffari, Babak - In: Iranian economic review : journal of University of Tehran 25 (2021) 1, pp. 69-83
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Early warning performance of univariate credit-to-GDP gaps
Hosszú, Zsuzsanna; Lakos, Gergely - 2021
We use European and simulated Hungarian data to search for the univariate one-sided credit-to-GDP gap that predicts systemic banking crises most accurately. The credit-to-GDP gaps under review are optimized along four dimensions: (1) definition of outstanding credit, (2) forecasting method for...
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Validation of corporate probability of default models considering alternative use cases
Jacobs, Michael <Jr.> - In: International Journal of Financial Studies : open … 9 (2021) 4, pp. 1-22
In this study, we consider the construction of through-the-cycle ("TTC") PD models designed for credit underwriting uses and point-in-time ("PIT") PD models suitable for early warning uses, considering which validation elements should be emphasized in each case. We build PD models using a long...
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Predicting fiscal crises : a machine learning approach
Hellwig, Klaus-Peter - 2021
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Macroeconomic perspective on constructing financial vulnerability indicator in China
Kuek, Tai-Hock; Puah, Chin-Hong; M. Affendy Arip; … - In: Journal of business economics and management 22 (2021) 1, pp. 181-196
This paper attempts to develop a financial vulnerability indicator for China as a barometer for the state of financial vulnerability in the Chinese financial market, possibly for real-time application. Twelve variables from different sectors are utilised to extract a common vulnerability...
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Crews : a CAMELS-based early warning system of systemic risk in the banking sector
Galán, Jorge E. - 2021
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Early warning FAVAR model for the assessment of the effects of macroprudential policy on risks in the banking sector
Ozsahin, Selcuk - 2021
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Towards a Macro-Prudential Leading Indicators Framework for Monitoring Financial Vulnerability
Bhattacharyay, Biswa N. - 2021
The 1997 Asian financial crisis has revealed the limitations of the current state of monetary and financial monitoring system in most Asian countries in comprehensively addressing financial and monetary problems and issues. This paper attempts to propose a macroprudential indicators (MPI)...
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Towards a New Early Warning System of Financial Crises
Bussière, Matthieu; Fratzscher, Marcel - 2021
This paper develops a new Early Warning System (EWS) model for predicting financial crises, based on a multinomial logit model. It is shown that EWS approaches based on binomial discrete-dependent-variable models can be subject to what we call a post-crisis bias. This bias arises when no...
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