Model-based indicators for the identification of cyclical systemic risk
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s00181-020-01993-2.pdf
Reference51 articles.
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3. Alessi L, Detken C (2011) Quasi real time early warning indicators for costly asset price boom/bust cycles: a role for global liquidity. Eur J Polit Econ 27:520–533
4. Alessi L, Detken C (2018) Identifying excessive credit growth and leverage. J Financ Stabil 35:215–225
5. Babecký J, Havránek T, Mateju J, Rusnák M, Smídková K, Vasícek V (2013) Leading indicators of crisis incidence: evidence from developed countries. J Int Money Finance 35:1–19
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