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Predicting financial crises: The (statistical) significance of the signals approach · Study

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ArticlePredicting financial crises: The (statistical) significance of the signals approach

Makram El‐Shagi2013

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Articlegreen2013

Predicting financial crises: The (statistical) significance of the signals approach

Makram El‐Shagi · Tobias Knedlik · Gregor von Schweinitz

44 citations·0/0 files stored·Journal of International Money and Finance

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Global Financial Crisis and Policies Banking stability, regulation, efficiency Financial Distress and Bankruptcy Prediction

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References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test 1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems 1996Currency crashes in emerging markets: An empirical treatment 1998Leading Indicators of Currency Crises 1994Business-Cycle Phases and Their Transitional Dynamics 2006Towards a new early warning system of financial crises 1999Predicting currency crises:

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2015Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis 2016Does inequality lead to credit growth? Testing the Rajan hypothesis using state-level data 2016Toward Robust Early-Warning Models: A Horse Race, Ensembles and Model Uncertainty

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Year2013

Typearticle

Published2013-02-14

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations44

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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doi10.1016/j.jimonfin.2013.02.001

openalex_workW2032243798

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