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It has been argued that credit-to-GDP gaps (credit gap) are useful early warning indicators for banking crises. In addition, the Basel Committee on Banking Supervision has also advocated using these gaps - estimated using a one-sided Hodrick-Prescott filter with a smoothing parameter of 400,000...
Persistent link: https://www.econbiz.de/10012205557
The second annual Chief Economist Workshop, organized by the Bank of England's Centre for Central Banking Studies (CCBS), brought together economists from more than 30 central banks. It was part of CCBS's program of events to provide a forum for central bankers and academics to exchange views on...
Persistent link: https://www.econbiz.de/10014063945
This paper estimates ordered logit and probit regression models for bank ratings which also include a country index to capture country-specific variation. The empirical findings provide support to the hypothesis that the individual international bank ratings assigned by Fitch Ratings are...
Persistent link: https://www.econbiz.de/10003832133
This paper estimates ordered logit and probit regression models for bank ratings which also include a country index to capture country-specific variation. The empirical findings provide support to the hypothesis that the individual international bank ratings assigned by Fitch Ratings are...
Persistent link: https://www.econbiz.de/10003821872
Persistent link: https://www.econbiz.de/10003949696
Persistent link: https://www.econbiz.de/10009680022
Persistent link: https://www.econbiz.de/10003817137
This paper estimates ordered logit and probit regression models for bank ratings which also include a country index to capture country-specific variation. The empirical findings provide support to the hypothesis that the individual international bank ratings assigned by Fitch Ratings are...
Persistent link: https://www.econbiz.de/10013095997
This paper estimates ordered logit and probit regression models for bank ratings which also include a country index to capture country-specific variation. The empirical findings provide support to the hypothesis that the individual international bank ratings assigned by Fitch Ratings are...
Persistent link: https://www.econbiz.de/10013158259
Chapter 1: Introduction -- Chapter 2: Fintech and its historical perspective -- Part I: FINTECH & BLOCKCHAIN: INTERNATIONAL OVERVIEW -- Chapter 3: Financial Engineering and ICT in the past -- Chapter 4: Fintech and Blockchain: Contemporary Issues, New Paradigms and Disruption -- Chapter 5: The...
Persistent link: https://www.econbiz.de/10012583338