Alessi, A. ; Detken, C. Quasi-real time early warning indicators for costly asset price boom/bust cycles - a role for global liquidity. 2011 Eur. J. Political Econ.. 27 -
Alessi, L. ; Detken, C. Identifying excessive credit growth and leverage. 2018 J. Financ. Stab.. 35 215-225
Anginer, D. ; Demirguc-Kunt, A. Has the global banking system become more fragile over time?. 2014 J. Financ. Stab.. 13 202-213
Anundsen, A.K. ; Gerdrup, K. ; Hansen, F. ; Kragh-Sørensen, K. Bubbles and crises: the role of house prices and credit. 2016 J. Appl. Econ.. 31 1291-1311
Bai, J. ; Wang, P. Identification and bayesian estimation of dynamic factor models. 2015 J. Bus. Econ. Stat.. 33 221-240
Bańbura, M. ; Modugno, M. Maximum likelihood estimation of factor models on datasets with arbitrary pattern of missing data. 2014 J. Appl. Econ.. 29 133-160
- Battiston, S. ; Martinez-Jaramillo, S. Financial networks and stress testing: challenges and new research avenues for systemic risk analysis and financial stability implications. 2018 J. Financ. Stab.. 35 6-16
Paper not yet in RePEc: Add citation now
Betz, F. ; Oprică, S. ; Peltonen, T.A. ; Sarlin, P. Predicting distress in european banks. 2014 J. Bank. Financ.. 45 225-241
Beutel, J. ; List, S. ; vonSchweinitz, G. Does machine learning help us predict banking crises?. 2019 J. Financ. Stab.. 45 -
Bharath, S.T. ; Shumway, T. Forecasting default with the merton distance to default model. 2008 Rev. Financ. Stud.. 21 1339-1369
Black, L. ; Correa, R. ; Huang, X. ; Zhou, H. The systemic risk of european banks during the financial and sovereign debt crises. 2016 J. Bank. Financ.. 63 107-125
Bluwstein, K., Buckmann, M., Joseph, A., Kang, M., Kapadia, S., Simsek, Ö., 2020. Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach.
Boyd, J.H. ; Nicolò, G.D. ; Rodionova, T. Banking crises and crisis dating: disentangling shocks and policy responses. 2019 J. Financ. Stab.. 41 45-54
Bussiere, M. ; Fratzscher, M. Towards a new early warning system of financial crises. 2006 J. Int. Money Financ.. 25 953-973
Caggiano, G. ; Calice, P. ; Leonida, L. Early warning systems and systemic banking crises in low income countries: a multinomial logit approach. 2014 J. Bank. Financ.. 47 258-269
Candelon, B. ; Dumitrescu, E.I. ; Hurlin, C. Currency crisis early warning systems: why they should be dynamic. 2014 Int. J. Forecast.. 30 1016-1029
Cardarelli, R. ; Elekdag, S. ; Lall, S. Financial stress and economic contractions. 2011 J. Financ. Stab.. 7 78-97
Catão, L.A. ; Milesi-Ferretti, G.M. External liabilities and crises. 2014 J. Int. Econ.. 94 18-32
Christensen, I. ; Li, F. Predicting financial stress events: a signal extraction approach. 2014 J. Financ. Stab.. 14 54-65
Constantin, A. ; Peltonen, T.A. ; Sarlin, P. Network linkages to predict bank distress. 2018 J. Financ. Stab.. 35 226-241
Coudert, V. ; Couharde, C. ; Mignon, V. Exchange rate volatility across financial crises. 2011 J. Bank. Financ.. 35 3010-3018
Danninger, S., Balakrishnan, R., Elekdag, S., Tytell, I., 2009. How linkages fuel the fire: the transmission of financial stress from advanced to emerging economies. World Economic Outlook: Crisis and Recovery, pp. 139–175.
Davis, E.P. ; Karim, D. Comparing early warning systems for banking crises. 2008 J. Financ. Stab.. 4 89-120
Dawood, M. ; Horsewood, N. ; Strobel, F. Predicting sovereign debt crises: an early warning system approach. 2017 J. Financ. Stab.. 28 16-28
DellAriccia, G. ; Laeven, L. ; Marquez, R. Real interest rates, leverage, and bank risk-taking. 2014 J. Econ. Theory. 149 65-99
Drehmann, M., Borio, C.E., Tsatsaronis, K., 2011. Anchoring countercyclical capital buffers: the role of credit aggregates.
Dridi, A. ; ElGhourabi, M. ; Limam, M. On monitoring financial stress index with extreme value theory. 2012 Quant. Financ.. 12 329-339
Eichengreen, B., Rose, A.K., Wyplosz, C., 1996. Contagious currency crises. Technical Report. National Bureau of Economic Research.
Frankel, J. ; Saravelos, G. Can leading indicators assess country vulnerability? evidence from the 2008-09 global financial crisis. 2012 J. Int. Econ.. 87 216-231
Hodrick, R.J. ; Prescott, E.C. Postwar us business cycles: an empirical investigation. 1997 J. Money Credit Bank.. 1-16
Hollo, D., Kremer, M., LoDuca, M., 2012. CISS-a composite indicator of systemic stress in the financial system. European Central Bank Working Paper Series No 1426/ March 2012.
Holopainen, M. ; Sarlin, P. Toward robust early-warning models: a horse race, ensembles and model uncertainty. 2017 Quant. Financ.. 17 1933-1963
Huang, X. ; Zhou, H. ; Zhu, H. A framework for assessing the systemic risk of major financial institutions. 2009 J. Bank. Financ.. 33 2036-2049
Huang, X. ; Zhou, H. ; Zhu, H. Systemic risk contributions. 2012 J. Financ. Serv. Res.. 42 55-83
Illing, M. ; Liu, Y. Measuring financial stress in a developed country: an application to canada. 2006 J. Financ. Stab.. 2 243-265
Joseph, A.C. ; Joseph, S.E. ; Chen, G. Cross-border portfolio investment networks and indicators for financial crises. 2014 Sci. Rep.. 4 1-11
Jungbacker, B. ; Koopman, S.J. ; Van der Wel, M. Maximum likelihood estimation for dynamic factor models with missing data. 2011 J. Econ. Dyn. Control. 35 1358-1368
Kaminsky, G. ; Lizondo, S. ; Reinhart, C.M. Leading indicators of currency crises. 1998 IMF Staff Pap.. 45 1-48
Kaminsky, G.L. ; Reinhart, C.M. The twin crises: the causes of banking and balance-of-payments problems. 1999 Am. Econ. Rev.. 89 473-500
Kauko, K. How to foresee banking crises? A survey of the empirical literature. 2014 Econ. Syst.. 38 289-308
Koopman, S.J. ; Harvey, A. Computing observation weights for signal extraction and filtering. 2003 J. Econ. Dyn. Control. 27 1317-1333
Kose, M.A. ; Otrok, C. ; Whiteman, C.H. International business cycles: World, region, and country-specific factors. 2003 Am. Econ. Rev.. 1216-1239
Krugman, P. A model of balance-of-payments crises. 1979 J. Money Credit Bank.. 11 311-325
Krugman, P. Balance sheets, the transfer problem, and financial crises. 1999 En : International Finance and Financial Crises. Springer:
Laeven, L. ; Valencia, F. Systemic banking crises database. 2013 IMF Econ. Rev.. 61 225-270
- LoDuca, M. ; Peltonen, T.A. Assessing systemic risks and predicting systemic events. 2013 J. Bank. Financ.. 37 2183-2195
Paper not yet in RePEc: Add citation now
- McFadden, D., et al., 1973. Conditional logit analysis of qualitative choice behavior.
Paper not yet in RePEc: Add citation now
Merton, R.C. On the pricing of corporate debt: the risk structure of interest rates. 1974 J. Financ.. 29 449-470
Mumtaz, H. ; Surico, P. The transmission of international shocks: a factor-augmented var approach. 2009 J. Money Credit Bank.. 41 71-100
Park, C.Y. ; Mercado, R.V. Determinants of financial stress in emerging market economies. 2014 J. Bank. Financ.. 45 199-224
- Puliga, M. ; Caldarelli, G. ; Battiston, S. Credit default swaps networks and systemic risk. 2014 Sci. Rep.. 4 1-8
Paper not yet in RePEc: Add citation now
Puzanova, N. ; Düllmann, K. Systemic risk contributions: a credit portfolio approach. 2013 J. Bank. Financ.. 37 1243-1257
Reinhart, C.M., Reinhart, V.R., 2008. Capital flow bonanzas: an encompassing view of the past and present. Technical Report. National Bureau of Economic Research.
Reis, R. ; Watson, M.W. Relative goods’ prices, pure inflation, and the phillips correlation. 2010 Am. Econ. J.. 2 128-157
Sarlin, P. On policymakers’ loss functions and the evaluation of early warning systems. 2013 Econ. Lett.. 119 1-7
Tng, B.H. ; Kwek, K.T. Financial stress, economic activity and monetary policy in the ASEAN-5 economies. 2015 Appl. Econ.. 47 5169-5185
- Tölö, E. Predicting systemic financial crises with recurrent neural networks. 2020 J. Financ. Stab.. 49 -
Paper not yet in RePEc: Add citation now
Tölö, E. ; Laakkonen, H. ; Kalatie, S. Evaluating indicators for use in setting the countercyclical capital buffer. 2018 Int. J. Cent. Bank.. 14 51-111
Vassalou, M. ; Xing, Y. Default risk in equity returns. 2004 J. Financ.. 59 831-868
Virtanen, T. ; Tölö, E. ; Virén, M. ; Taipalus, K. Can bubble theory foresee banking crises?. 2018 J. Financ. Stab.. 36 66-81
Vuong, Q.H. Likelihood ratio tests for model selection and non-nested hypotheses. 1989 Économ. J. Econom. Soc.. 307-333
Watson, M.W. ; Engle, R.F. Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models. 1983 J. Econ.. 23 385-400
Zeileis, A. ; Kleiber, C. ; Jackman, S. Regression models for count data in r. 2008 J. Stat. Softw.. 27 1-25