What predicts financial (in)stability? : a Bayesian approach
Alternative title: | Wie lässt sich Finanzmarktstabilität prognostizieren? : ein Bayesianischerr Ansatz |
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Year of publication: |
2017
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Authors: | Sigmund, Michael ; Stein, Ingrid |
Published in: |
Credit and capital markets : Kredit und Kapital. - Berlin : Duncker & Humblot, ISSN 2199-1227, ZDB-ID 2719821-2. - Vol. 50.2017, 3, p. 299-336
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Subject: | Early warning indicators | financial crisis | financial stress index | Bayesian model averaging | Finanzkrise | Financial crisis | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Frühwarnsystem | Early warning system | Wirtschaftsindikator | Economic indicator | Finanzmarkt | Financial market |
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