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Predicting financial vulnerability in Malaysia : evidence from the signals approach
Kuek, Tai-Hock; Puah, Chin-Hong; M. Affendy Arip - In: Research in world economy 10 (2019) 3, pp. 89-98
Persistent link: https://www.econbiz.de/10012233393
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Assessing financial vulnerability in emerging economies : a summary of empirical results
Goldstein, Morris; Kaminsky, Graciela L.; Reinhart, … - In: Dae oe gyeong je jeong chaeg yeon gu : gye gan 4 (2000) 2, pp. 101-147
Persistent link: https://www.econbiz.de/10001549972
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Assessing financial vulnerability : an early warning system for emerging markets
Goldstein, Morris; Kaminsky, Graciela L.; Reinhart, … - 2000
Persistent link: https://www.econbiz.de/10001465270
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What predicts financial (in)stability? : a Bayesian approach
Sigmund, Michael; Stein, Ingrid - In: Credit and capital markets : Kredit und Kapital 50 (2017) 3, pp. 299-336
Persistent link: https://www.econbiz.de/10011945447
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Currency crisis revisited : a literature review
Ismaili Muharremi, Teuta - In: Acta Universitatis Danubius / Oeconomica 11 (2015) 6, pp. 108-116
Persistent link: https://www.econbiz.de/10011513923
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Correlation dynamics in east Asian financial markets
Lestano, Lestano; Kuper, Gerard H. - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 382-399
Persistent link: https://www.econbiz.de/10011562458
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Exchange rate dynamics, speculation and localization of monetary policy
Gagnon, Gregory - In: Exchange rates in developed and emerging markets : …, (pp. 11-40). 2013
Persistent link: https://www.econbiz.de/10010212676
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Can you map global financial stability?
Dattels, Peter; McCaughrin, Rebecca; Miyajima, Ken; … - 2010
Persistent link: https://www.econbiz.de/10008666093
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Mapping financial stability
Sarlin, Peter - 2014 - Aufl. 2014
Persistent link: https://www.econbiz.de/10010356415
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Early warning of financial stress events : a credit-regime-switching approach
Li, Fuchun; Xiao, Hongyu - 2016
We propose an early warning model for predicting the likelihood of a financial stress event for a given future time, and examine whether credit plays an important role in the model as a non-linear propagator of shocks. This propagation takes the form of a threshold regression in which a regime...
Persistent link: https://www.econbiz.de/10011456114