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Global systemic risk measures and their forecasting power for systemic events

Grundke, Peter; Tuchscherer, Michael - In: The European journal of finance 25 (2019) 3, pp. 205-233

Persistent link: https://www.econbiz.de/10012206970

Forecasting private sector bank deposits in Greece : determinants for trend and shock effects

Petropoulos, Anastasios; Vlachogiannakis, Nikolaos E.; … - In: International journal of banking, accounting and finance 9 (2018) 2, pp. 141-169

Persistent link: https://www.econbiz.de/10011955202

Machine learning as an early warning system to predict financial crisis

Samitas, Aristeidis; Kampouris, Elias; Kenourgios, Dimitris - In: International review of financial analysis 71 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012435771

On the dynamic behavior of the worldwide sovereign Credit Default Swaps markets

Sabkha, Saker - 2018

Persistent link: https://www.econbiz.de/10012165711

Does inclusion of GARCH variance in deep learning models improve financial contagion prediction?

Rayadurgam, Vikram Chandramouli; Mangalagiri, Jayasree - In: Finance research letters 54 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014472648

Were financial crises predictable?

Canova, Fabio - In: Journal of money, credit and banking : JMCB 26 (1994) 1, pp. 102-124

Persistent link: https://www.econbiz.de/10001162946

Dealing with financial instability under a DSGE modeling approach with banking intermediation : a forecastability analysis versus TVP-VARs

Bekiros, Stelios; Cardani, Roberta; Paccagnini, Alessia; … - 2015

Persistent link: https://www.econbiz.de/10011372826

Use of unit root methods in early warning of financial crises

Virtanen, Timo; Tölö, Eero; Virén, Matti E. E.; … - 2017

In several recent studies unit root methods have been used in detection of financial bubbles in asset prices. The basic idea is that fundamental changes in the autocorrelation structure of relevant time series imply the presence of a rational price bubble. We provide cross-country evidence for...

Persistent link: https://www.econbiz.de/10011976947

When to lean against the wind

Richter, Björn; Schularick, Moritz; Wachtel, Paul - 2018

Persistent link: https://www.econbiz.de/10011997770

Can bubble theory foresee banking crises?

Virtanen, Timo; Tölö, Eero; Virén, Matti E. E.; … - In: Journal of financial stability 36 (2018), pp. 66-81

Persistent link: https://www.econbiz.de/10012156891

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