Accounting for the business cycle reduces the estimated losses from systemic banking crises
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DOI: 10.1007/s00181-018-1424-9
Abstract: We re-estimate the effects of systemic banking crises in industrialised countries reported by Cerra and Saxena (Am Econ Rev 98(1):439–457, 2008) with a model that includes transitory business cycle shocks. We use the correlation between… read more here.
Keywords: banking crises; business; business cycle; systemic banking ... See more keywords
RETRACTED ARTICLE: Liberalization, Regulatory Delays and Vulnerability to Systemic Banking Crisis
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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… read more here.
Keywords: systemic banking; regulatory delays; banking; model ... See more keywords
Influence of systemic banking crisis and currency crisis on the relationship of export and economic growth
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Chinese Economic and Foreign Trade Studies"
DOI: 10.1108/jcefts-04-2016-0012
Abstract: Purpose - This study investigates the influence of systemic banking crises, currency crises and global financial crisis on the relationship of export and economic growth in China by using the annual time series data from… read more here.
Keywords: economic growth; export; systemic banking; currency ... See more keywords