Coudert, Virginie (contributor); Gex, Mathieu (contributor) - 2007
the economic literature. In a second model we add risk
aversion indicators to these control variables. In a third one … economic
variables that behave in a particular way prior to periods of crisis. Their aim is to assess
probabilities of crisis … at a specific horizon (generally one or two years), taking account of
the information available on the economic variables …