Alonso Álvarez, Irma; Molina Sánchez, Luis - 2019
of 'vulnerability' for three different types of crisis (sovereign, currency and banking crises). To build the index we fi … crisis. The short-term interbank rate is a leading indicator for the three different types of crises and short term external … probability of being in a 'vulnerable' state for each type of crisis. These indexes, labelled SHERLOC, which stands for Signalling …