An early warning system for predicting systemic banking crises in the Eurozone : a logit regression approach
Year of publication: |
2020
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Authors: | Filippopoulou, Chryssanthi ; Galariotis, Emilios ; Spyrou, Spyros I. |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 172.2020, p. 344-363
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Subject: | Early warning systems | European central bank | Macroprudential database | Multivariate binary logistic regression | Systemic risk | Frühwarnsystem | Early warning system | Bankenkrise | Banking crisis | Systemrisiko | EU-Staaten | EU countries | Finanzkrise | Financial crisis | Eurozone | Euro area | Währungskrise | Currency crisis | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Logit-Modell | Logit model | Welt | World | Zentralbank | Central bank |
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