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Detecting asset price bubbles with time-series methods

Taipalus, Katja - 2012

Persistent link: https://www.econbiz.de/10009769940

Early warning signals of financial stress : a "wavelet-based" composite indicators approach

Gallegati, Marco - In: Advances in non-linear economic modeling : theory and …, (pp. 115-138). 2014

Persistent link: https://www.econbiz.de/10010251588

Identifying early warning indicators for real estate-related banking crises

Ferrari, Stijn; Pirovano, Mara; Cornacchia, Wanda - 2015

This Occasional Paper presents a formal statistical evaluation of potential early warning indicators for real estate-related banking crises. Relying on data on real estate-related banking crises for 25 EU countries, a signalling approach is applied in both a non-parametric and a parametric...

Persistent link: https://www.econbiz.de/10011972863

What drives U.S. financial sector volatility? : A Bayesian model averaging perspective

Gernát, Peter; Košťálová, Zuzana; Lyócsa, Štefan - In: Research in international business and finance 51 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012208218

Market reactions to U.S. financial indices : a comparison of the GFC versus the COVID-19 pandemic crisis

Agatón Lombera, Dante Iván; Cardoso López, Diego Andrés - In: Economies : open access journal 12 (2024) 7, pp. 1-22

This study delves into the impacts of the 2008 global financial crisis (GFC) and the COVID-19 health crisis on U.S. financial indices, exploring the intricate relationship between economic shocks and these indices during downturns. Using Markov switching regression models and control variables,...

Persistent link: https://www.econbiz.de/10014636196