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1. New forecasting methods for an old problem: Predicting 147 years of systemic financial crises. (2025). Fritsche, Ulrich ; du Plessis, Emile.
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2. Measuring financial soundness around the world: A machine learning approach. (2023). Cerchiello, Paola ; Mertzanis, Charilaos ; Bitetto, Alessandro.
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3. Towards Better Banking Crisis Prediction: Could an Automatic Variable Selection Process Improve the Performance?. (2023). Liu, Xianglong.
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   RePEc:bla:ecorec:v:99:y:2023:i:325:p:288-312.

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4. New forecasting methods for an old problem: Predicting 147 years of systemic financial crises. (2022). Fritsche, Ulrich ; du Plessis, Emile.
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   RePEc:zbw:uhhwps:67.

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5. Systemic risk measures and regulatory challenges. (2022). Brzeszczynski, Janusz ; Ellis, Scott ; Sharma, Satish ; Brzeszczyski, Janusz.
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6. Multinomial modeling methods: Predicting four decades of international banking crises. (2022). du Plessis, Emile.
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7. Early Warning Models of Banking Crises: VIX and High Profits. (2021). Babua, Piotr ; Pietrzak, Marcin.
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8. A data-driven approach to measuring financial soundness throughout the world. (2021). Cerchiello, Paola ; Mertzanis, Charilaos ; Bitetto, Alessandro.
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9. Crisis Contracts. (2020). Gersbach, Hans ; Britz, Volker ; Aptus, Elias.
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12. An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach. (2020). Spyrou, Spyros ; Galariotis, Emilios ; Filippopoulou, Chryssanthi.
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18. An early warning system for less significant Italian banks. (2019). Ferriani, Fabrizio ; Cornacchia, Wanda ; Farroni, Paolo ; Pisanti, Francesco ; Guarino, Francesco ; Ferrara, Eliana.
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19. Performance of the Macroeconomic Imbalance Procedure in light of historical experience in the CEE region. (2018). Siranova, Maria ; Radvansk, Marek.
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20. Leading indicators of fiscal distress: evidence from extreme bounds analysis. (2018). Poghosyan, Tigran ; Bruns, Martin.
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21. Early warning indicators and macro-prudential policies: a credit network agent based model. (2018). Palestrini, Antonio ; Grilli, Ruggero ; Gallegati, Mauro ; Catullo, Ermanno.
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22. Financial development and the occurrence of banking crises. (2018). Minea, Alexandru ; Mathonnat, Clement.
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23. Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Viren, Matti ; Taipalus, Katja ; Tolo, Eero.
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24. Analysing the Relevance of the MIP Scoreboards Indicators. (2017). Širaňová, Mária.
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25. Implicit rating: A potential new method to alert crisis on the interbank lending market. (2017). Berlinger, Edina.
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26. Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors. (2016). Peltonen, Tuomas ; Detken, Carsten ; Schudel, Willem ; Behn, Markus.
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27. Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?. (2016). Leonida, Leone ; Kapetanios, George ; Caggiano, Giovanni ; Calice, Pietro.
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28. Assessing vulnerabilities to financial shocks in some key global economies. (2016). Rachel, Lukasz ; Lukasz, Rachel ; Fisher, Jack.
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29. Toward robust early-warning models: A horse race, ensembles and model uncertainty. (2016). Sarlin, Peter ; Holopainen, Markus.
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30. Prédire les crises bancaires : un système d’alerte robuste. (2015). Pentecôte, Jean-Sébastien ; Jedidi, Ons ; Pentecote, Jean-Sebastien.
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31. How much income is used for debt payments? A new database for debt service ratios. (2015). Juselius, John ; Drehmann, Mathias ; Santos, Marjorie ; Illes, Anamaria.
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