Anticipating the bust : a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises
Year of publication: |
[2019]
|
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Authors: | Lang, Jan Hannes ; Izzo, Cosimo ; Fahr, Stephan ; Ruzicka, Josef |
Publisher: |
Frankfurt am Main, Germany : European Central Bank |
Subject: | systemic risk | financial crises | early warning models | quantile regressions | local projections | GDP at risk | Finanzkrise | Financial crisis | Systemrisiko | Systemic risk | Frühwarnsystem | Early warning system | Welt | World | Wirtschaftsindikator | Economic indicator | Konjunktur | Business cycle | Bankenkrise | Banking crisis | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (circa 77 Seiten) Illustrationen |
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Series: | Occasional paper series / European Central Bank. - Frankfurt, M. : European Central Bank, ISSN 1725-6534, ZDB-ID 2123791-8. - Vol. no 219 (February 2019) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
Language: | English |
ISBN: | 978-92-899-3683-5 |
Other identifiers: | 10.2866/468656 [DOI] hdl:10419/207604 [Handle] |
Classification: | G01 - Financial Crises ; G17 - Financial Forecasting ; C22 - Time-Series Models ; c54 |
Source: | ECONIS - Online Catalogue of the ZBW |
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