Barrell, Ray; Davis, E. Philip; Karim, Dilruba; Liadze, Iana - In: Journal of Banking & Finance 34 (2010) 9, pp. 2255-2264
Early warning systems (EWS) for banking crises generally omit bank capital, bank liquidity and property prices. Most work on EWS has been for global samples dominated by emerging market crises where time series data on bank capital adequacy and property prices are typically absent. We estimate...