SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Early warning systems for sovereign debt crises: The role of heterogeneity
16 references·15 citing·44 second hop
Early warning systems for sovereign debt crises: The role of heterogeneity (2006)Early warning systems for sovereign debt …Econometric Analysis of Panel Data (2021)Econometric Analysis of Panel…Determinants and Impact of Sovereign Credit Ratings (2007)Determinants and Impact of So…Unobserved heterogeneity in panel time series models (2005)Unobserved heterogeneity in p…Does financial liberalization spur growth? (2005)Does financial liberalization…Predicting Sovereign Debt Crises (2003)Predicting Sovereign Debt Cri…Crises and Liquidity (2001)Crises and LiquidityPanel Data Discrete Choice Models with Lagged Dependent Variables (2000)Panel Data Discrete Choice Mo…Economic and statistical measures of forecast accuracy (2000)Economic and statistical meas…Forecasting Economic Time Series (1998)Forecasting Economic Time Ser…Determinants and Impact of Sovereign Credit Ratings (1996)Determinants and Impact of So…8 Forecast evaluation and combination (1996)8 Forecast evaluation and com…Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyA Simple Nonparametric Test of Predictive Performance (1992)A Simple Nonparametric Test o…International debt and the developing countries (1985)International debt and the de…Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Debt with Potential Repudiati…Random forest versus logit models: Which offers better early warning of fiscal stress? (2021)Random forest versus logit mo…Predicting financial crises with machine learning methods (2021)Predicting financial crises w…Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure (2021)Crypto Exchanges and Credit R…The leverage ratio, risk-taking and bank stability (2020)The leverage ratio, risk-taki…A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies (2019)A multivariate approach for t…The Leverage Ratio, Risk-Taking and Bank Stability (2018)The Leverage Ratio, Risk-Taki…Toward Robust Early-Warning Models: A Horse Race, Ensembles and Model Uncertainty (2016)Toward Robust Early-Warning M…Toward Robust Early-Warning Models: A Horse Race, Ensembles and Model Uncertainty (2015)Toward Robust Early-Warning M…Interconnectedness of the Banking Sector as a Vulnerability to Crises (2015)Interconnectedness of the Ban…Fitting and Forecasting Sovereign Defaults using Multiple Risk Signals (2013)Fitting and Forecasting Sover…An Early Warning System of Financial Distress Using Multinomial Logit Models and a Bootstrapping Approach (2013)An Early Warning System of Fi…MULTIDIMENSIONAL DISTANCE‐TO‐COLLAPSE POINT AND SOVEREIGN DEFAULT PREDICTION (2012)MULTIDIMENSIONAL DISTANCE‐TO‐…Macro-Financial Vulnerabilities and Future Financial Stress - Assessing Systemic Risks and Predicting Systemic Events (2011)Macro-Financial Vulnerabiliti…Statistical merging of rating models (2010)Statistical merging of rating…Forecasting financial crises and contagion in Asia using dynamic factor analysis (2008)Forecasting financial crises …Econometric Models for Count Data with an Application to the Patents-R&D Relationship (1984)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Econometric Analysis of Cross Section and Panel Data (2001)Introductory Econometrics for Finance (2008)Biases in Dynamic Models with Fixed Effects (1981)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Testing for unit roots in heterogeneous panels (2003)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Specification Tests in Econometrics (1978)Forecasting tourism demand: A review of empirical research (1995)Predictability of Stock Returns: Robustness and Economic Significance (1995)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Defaultable debt, interest rates and the current account (2005)Default Risk and Income Fluctuations in Emerging Economies (2007)How Sovereign Is Sovereign Credit Risk? (2011)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Predicting currency crises: (1999)Comparing Density Forecasts via Weighted Likelihood Ratio Tests (2007)Forecasting with panel data (2008)Probabilistic Models for some Intelligence and Attainment Tests. (1982)Limited-dependent and qualitative variables in econometrics (1983)Unemployment persistence (2000)Persistence of innovation: stylised facts and panel data evidence (2007)Split-panel Jackknife Estimation of Fixed-effect Models (2015)Valuation effects of security offerings and the issuance process (1986)Sovereign Debt: Is To Forgive To Forget? (1988)The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)Global Capital and National Governments (2001)The Globalization of Liberalization: Policy Diffusion in the International Political Economy (2004)The pricing of sovereign risk and contagion during the European sovereign debt crisis (2012)On the mechanics of economic development (1988)Legal Determinants of External Finance (1997)Law and Finance (1998)Financial Globalization: A Reappraisal (2006)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (2005)The Volatility of Realized Volatility (2008)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)
this work references cited by second hop

References

  • 2021Econometric Analysis of Panel Data15,089 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 1981Debt with Potential Repudiation: Theoretical and Empirical Analysis2,611 cited
  • 2005Does financial liberalization spur growth?2,011 cited
  • 1992A Simple Nonparametric Test of Predictive Performance897 cited
  • 1998Forecasting Economic Time Series863 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings652 cited
  • 2000Panel Data Discrete Choice Models with Lagged Dependent Variables557 cited
  • 19968 Forecast evaluation and combination536 cited
  • 2007Determinants and Impact of Sovereign Credit Ratings509 cited
  • 2000Economic and statistical measures of forecast accuracy401 cited
  • 2003Predicting Sovereign Debt Crises264 cited
  • 2001Crises and Liquidity237 cited
  • 2005Unobserved heterogeneity in panel time series models233 cited
  • 1985International debt and the developing countries228 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Cited by

  • 2020The leverage ratio, risk-taking and bank stability74 cited
  • 2013Fitting and Forecasting Sovereign Defaults using Multiple Risk Signals63 cited
  • 2010Statistical merging of rating models61 cited
  • 2011Macro-Financial Vulnerabilities and Future Financial Stress - Assessing Systemic Risks and Predicting Systemic Events60 cited
  • 2018The Leverage Ratio, Risk-Taking and Bank Stability59 cited
  • 2015Interconnectedness of the Banking Sector as a Vulnerability to Crises58 cited
  • 2021Predicting financial crises with machine learning methods55 cited
  • 2015Toward Robust Early-Warning Models: A Horse Race, Ensembles and Model Uncertainty46 cited
  • 2021Random forest versus logit models: Which offers better early warning of fiscal stress?31 cited
  • 2019A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies29 cited
  • 2008Forecasting financial crises and contagion in Asia using dynamic factor analysis27 cited
  • 2021Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure23 cited
  • 2016Toward Robust Early-Warning Models: A Horse Race, Ensembles and Model Uncertainty22 cited
  • 2013An Early Warning System of Financial Distress Using Multinomial Logit Models and a Bootstrapping Approach21 cited
  • 2012MULTIDIMENSIONAL DISTANCE‐TO‐COLLAPSE POINT AND SOVEREIGN DEFAULT PREDICTION21 cited