Reducing model risk in early warning systems for banking crises in the euro area

Author:

Coudert Virginie,Idier Julien

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance,General Business, Management and Accounting

Reference40 articles.

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2. Identifying Excessive Credit Growth and Leverage;Alessi,2014

3. Banking, Debt and Currency Crises : Early Warning Indicators for Developed Countries. European Central Bank WP 1485;Babecký,2012

4. Bank regulation, property prices and early warning systems for banking crises in OECD countries;Barrell;J. Bank. Finance,2010

5. Basel III: a Global Regulatory Framework for More Resilient Banks and Banking Systems;Basel Committee on Banking Supervision, BCBS,2010

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