Low Risk as a Predictor of Financial Crises

Reliable indicators of future financial crises are important for policymakers and practitioners. While most indicators consider an observation of high volatility as a warning signal, this column argues that such an alarm comes too late, arriving only once a crisis is already under way. A better warning is provided by low volatility, which is a reliable indication of an increased likelihood of a future crisis

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Year of publication:	2020
Authors:	Danielsson, Jon
Other Persons:	Valenzuela, Marcela (contributor) ; Zer, Ilknur (contributor)
Publisher:	[2020]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Finanzkrise \| Financial crisis \| Risiko \| Risk \| Prognoseverfahren \| Forecasting model
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Series:	FEDS Notes ; No. 2018-05-09
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2018-05-09 erstellt Volltext nicht verfügbar
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012852201