Joy, Mark; Rusnak, Marek; Smidkova, Katerina; Vasicek, Borek - Česká Národní Banka - 2014
onset of banking and currency crises in 36 advanced economies over 1970–2010. We use the Classification and Regression … house price inflation. For currency crises, high domestic short-term rates coupled with overvalued exchange rates are the … are relevant banking crisis predictors. Currency crises, however, seem to be driven more by country idiosyncratic, short …