Özlale, Ümit; Metin-Özcan, Kıvılcım - In: Physica A: Statistical Mechanics and its Applications 381 (2007) C, pp. 329-337
This paper utilizes an early warning system in order to measure the likelihood of a financial crisis in an emerging market economy. We introduce a methodology, where we can both obtain a likelihood series and analyze the time-varying effects of several macroeconomic variables on this likelihood....