Chen, Xuejie; Abebe, Asheber; Zhang, Kehao; Jahera, John S. - In: Review of Pacific Basin Financial Markets and Policies … 18 (2015) 01, pp. 1550001-1
The main purpose of this paper is to investigate macroeconomic variables that are predictive of banking crisis. We focus on selecting variables that have high predictive power to discriminate between two groups of countries: the sound and the distressed. We consider a sample of 50 emerging...