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Predicting financial stress events: A signal extraction approach
13 references·3 citing·41 second hop
Predicting financial stress events: A signal extraction approach (2014)Predicting financial stress events: A sig…Financial Stability Review (2011)Financial Stability ReviewComparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules (2010)Comparing Density Forecasts U…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Financial Stress: What Is It, How Can It Be Measured, and Why Does It Matter? (2009)Financial Stress: What Is It,…Comparing early warning systems for banking crises (2008)Comparing early warning syste…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…Measuring financial stress in a developed country: An application to Canada (2006)Measuring financial stress in…Assessing the risk of banking crises (2002)Assessing the risk of banking…Currency and Banking Crises (1999)Currency and Banking CrisesThe Determinants of Banking Crises in Developing and Developed Countries (1998)The Determinants of Banking C…Leading Indicators of Currency Crises (1998)Leading Indicators of Currenc…The Determinants of Banking Crises (1997)The Determinants of Banking C…Scoring the Leading Indicators (1989)Scoring the Leading IndicatorsThe role of geopolitical risks on the Turkish economy opportunity or threat (2019)The role of geopolitical risk…What’s the contingency? A proposal for bank contingent capital triggered by systemic risk (2016)What’s the contingency? A pro…Leading indicators of financial stress: New evidence (2016)Leading indicators of financi…Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)CISS - A Composite Indicator of Systemic Stress in the Financial System (2010)Financial stress and economic contractions (2010)Does Systemic Risk in the Financial Sector Predict Future Economic Downturns? (2012)Money and Capital in Economic Development. (1974)Bank Runs, Deposit Insurance, and Liquidity (1983)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Assessing the risk of banking crises - revisited (2009)Bank regulation, property prices and early warning systems for banking crises in OECD countries (2010)Predicting distress in European banks (2013)ARCH modeling in finance (1992)Currency crashes in emerging markets: An empirical treatment (1996)Financial stability, energy consumption and environmental quality: Evidence from South Asian economies (2016)Qualitative Response Models: A Survey (1994)Does deposit insurance increase banking system stability? An empirical investigation (2002)Bank concentration, competition, and crises: First results (2005)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Copula Methods for Forecasting Multivariate Time Series (2013)COHERENCE AND ELICITABILITY (2014)Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility (2014)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)Manias, Panics and Crashes (1978)Towards a Macroprudential Framework for Financial Supervision and Regulation? (2003)Countercyclical Capital Buffers: Exploring Options (2010)Does the Current Account Still Matter? (2012)A Model of Balance-of-Payments Crises (1979)Economic Crises: Evidence and Insights from East Asia (1998)What caused the Asian currency and financial crisis? (1999)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Bank profitability and the business cycle (2008)Bank risk and monetary policy (2009)Global Banking Glut and Loan Risk Premium (2012)Policy Uncertainty and Corporate Investment (2015)
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Cited by

  • 2019The role of geopolitical risks on the Turkish economy opportunity or threat79 cited
  • 2016Leading indicators of financial stress: New evidence47 cited
  • 2016What’s the contingency? A proposal for bank contingent capital triggered by systemic risk

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23 cited