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Published in 2017 at "International Economic Journal"
DOI: 10.1080/10168737.2017.1408667
Abstract: This work aims at contributing to the improvement of the early warning systems of banking crises using a new approach accounting for model uncertainty. We show that a multinomial logit model based on Bayesian model…
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Keywords:
systemic banking;
regulatory delays;
banking;
model ... See more keywords