Use of unit root methods in early warning of financial crises
Year of publication: |
2017
|
---|---|
Authors: | Virtanen, Timo ; Tölö, Eero ; Virén, Matti ; Taipalus, Katja |
Publisher: |
Frankfurt a. M. : European Systemic Risk Board (ESRB), European System of Financial Supervision |
Subject: | Financial crises | unit root | combination of forecasts |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-95081-93-2 |
Other identifiers: | 10.2849/654 [DOI] 1067261206 [GVK] hdl:10419/193552 [Handle] RePEc:srk:srkwps:201745 [RePEc] |
Classification: | G01 - Financial Crises ; G14 - Information and Market Efficiency; Event Studies ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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Use of unit root methods in early warning of financial crises
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