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Forecasting financial crises and contagion in Asia using dynamic factor analysis. (2009). Kapetanios, George ; cipollini, andrea.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:16:y:2009:i:2:p:188-200.

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  1. What charge-off rates are predictable by macroeconomic latent factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:74:y:2024:i:c:s157230892400086x.

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  2. What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2024-01.

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  3. Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors. (2023). Son, Jisoo ; Kim, Hyeongwoo.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2023-02.

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  4. Forecasting financial vulnerability in the USA: A factor model approach. (2021). Kim, Hyeongwoo ; Shi, Wen.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:40:y:2021:i:3:p:439-457.

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  5. Forecasting financial stress indices in Korea: a factor model approach. (2020). Kim, Hyun Hak ; Shi, Wen.
    In: Empirical Economics.
    RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01744-y.

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  6. Improving forecast accuracy of financial vulnerability: PLS factor model approach. (2020). Kim, Hyeongwoo ; Ko, Kyunghwan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:88:y:2020:i:c:p:341-355.

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  7. Forecasting Financial Vulnerability in the US: A Factor Model Approach. (2020). Shi, Wen ; Kim, Hyeongwoo.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2020-04.

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  8. Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach. (2019). Kim, Hyeongwoo ; Ko, Kyunghwan.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2019-03.

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  9. Forecasting Financial Stress Indices in Korea: A Factor Model Approach. (2019). Shi, Wen ; Kim, Hyun Hak.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2019-02.

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  10. Forecasting Financial Stress Indices in Korea: A Factor Model Approach. (2018). Shi, Wen ; Kim, Hyun Hak.
    In: MPRA Paper.
    RePEc:pra:mprapa:89768.

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  11. Forecasting Financial Vulnerability in the US: A Factor Model Approach. (2018). Shi, Wen ; Kim, Hyeongwoo.
    In: MPRA Paper.
    RePEc:pra:mprapa:89766.

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  12. Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach. (2018). Kim, Hyeongwoo ; Ko, Kyunghwan.
    In: MPRA Paper.
    RePEc:pra:mprapa:89449.

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  13. Forecasting Financial Vulnerability in the US: A Factor Model Approach. (2018). Shi, Wen ; Kim, Hyeongwoo.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2018-07.

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  14. Forecasting Financial Stress Indices in Korea: A Factor Model Approach. (2018). Shi, Wen ; Kim, Hyun Hak.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2018-06.

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  15. Predicting Financial Crises: A Study of Asian Economies. (2017). Dash, Priyadarshi.
    In: Global Business Review.
    RePEc:sae:globus:v:18:y:2017:i:5:p:1262-1277.

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  16. Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach. (2017). Kim, Hyeongwoo ; Ko, Kyunghwan.
    In: Working Papers.
    RePEc:bok:wpaper:1714.

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  17. Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach. (2017). Kim, Hyeongwoo ; Ko, Kyunghwan.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2017-03.

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  18. Contagion in CDS, banking and equity markets. (2016). Tabak, Benjamin ; de Castro, Rodrigo ; da Silva, Mauricio.
    In: Economic Systems.
    RePEc:eee:ecosys:v:40:y:2016:i:1:p:120-134.

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  19. Forecasting Financial Vulnerability in the US: A Factor Model Approach. (2016). Kim, Hyeongwoo ; Shi, Wen.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2016-15.

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  20. Forecasting Financial Stress Indices in Korea: A Factor Model Approach. (2016). Kim, Hyun Hak ; Shi, Wen.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2016-10.

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  21. Forecasting Financial Stress Indices in Korea: A Factor Model Approach. (2015). Shi, Wen ; Kim, Hyun Hak.
    In: Working Papers.
    RePEc:bok:wpaper:1530.

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  22. The Global Financial Crisis and currency crises in Latin America. (2012). Kuper, Gerard ; Jacobs, Jan ; Boonman, Tjeerd ; Jacobs, Jan P. A. M., .
    In: Research Report.
    RePEc:gro:rugsom:12005-eef.

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  23. The Global Financial Crisis and currency crises in Latin America. (2012). Boonman, Tjeerd M ; Kuper, Gerard H.
    In: Research Report.
    RePEc:dgr:rugsom:12005-eef.

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  24. Contagion in CDS, Banking and Equity Markets.. (2012). Tabak, Benjamin ; Miranda, Rodrigo ; Rodrigo Cesar de Castro Miranda, ; Junior, Mauricio Medeiros .
    In: Working Papers Series.
    RePEc:bcb:wpaper:293.

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  25. Banking crises and recessions: what can leading indicators tell us?. (2011). Weale, Martin ; Corder, Matthew.
    In: Discussion Papers.
    RePEc:mpc:wpaper:0033.

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