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Predicting Sovereign Debt Crises Using Artificial Neural Networks: A Comparative Approach
16 references·2 citing·41 second hop
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References

  • 1996Currency crashes in emerging markets: An empirical treatment1,940 cited
  • 1998Leading Indicators of Currency Crises1,857 cited
  • 1999Balance Sheets, the Transfer Problem, and Financial Crises991 cited
  • 1999Leading Indicators of Currency Crises696 cited
  • 2007Debt Defaults and Lessons from a Decade of Crises451 cited
  • 2003Predicting Sovereign Debt Crises264 cited
  • 2001Crises and Liquidity237 cited
  • 2004Assessing Early Warning Systems175 cited
  • 2005Early Warning Systems: A Survey and a Regime-Switching Approach166 cited
  • 2003Predicting Sovereign Debt Crises131 cited
  • 2005Bailouts or Bail-Ins? Responding to Financial Crises in Emerging Economies129 cited
  • 2003Varieties of Currency Crises129 cited
  • 2005Bailouts or bail-ins?: responding to financial crises in emerging economies114 cited
  • 2003Early Warning Systems97 cited
  • 2004Assessing Early Warning Systems: How Have They Worked in Practice?84 cited
  • 2005Designing an early warning system for debt crises82 cited

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Cited by

  • 2011Mapping the State of Financial Stability20 cited
  • 2015Toward Robust Early-Warning Models: A Horse Race, Ensembles and Model Uncertainty16 cited