Predicting financial stress events : a signal extraction approach
Ian Christensen; Fuchun Li
| Year of publication: |
2014
|
|---|---|
| Authors: | Christensen, Ian ; Li, Fuchun |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 14.2014, p. 54-65
|
| Subject: | Cut-off probability | Early warning system | Financial crisis | Financial stress event | Signal extraction approach | Finanzkrise | Frühwarnsystem | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011302105