Lainà, Patrizio; Nyholm, Juho; Sarlin, Peter - In: Review of Financial Economics 24 (2015) C, pp. 18-35
This paper investigates leading indicators of systemic banking crises in a panel of 11 EU countries, with a particular focus on Finland. We use quarterly data from 1980Q1 to 2013Q2, in order to create a large number of macro-financial indicators, as well as their various transformations. We make...