Alonso Álvarez, Irma; Molina Sánchez, Luis - 2019
This paper presents a tool to detect the accumulation of risks in emerging market economies based on a synthetic index … Heightened Emerging Risks that Lead to the Occurrence of Crises, outperform all best single indicators in terms of in-sample and …» frente a cada tipo de crisis. Estos índices, denominados SHERLOC, que es el acrónimo de Signalling Heightened Emerging Risks …