An early warning indicator for liquidity shortages in the interbank market
Author:
Affiliation:
1. School of Social Sciences; Heriot-Watt University; Edinburgh UK
2. ICMA Centre, Henley Business School; University of Reading; Reading UK
3. Southampton Business School; University of Southampton; Southampton UK
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/ijfe.1719/fullpdf
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4. Bank regulation, property prices and early warning systems for banking crises in OECD countries;Barrell;Journal of Banking & Finance,2010
5. Are twin currency and debt crises special?;Bauer;Journal of Financial Stability,2007
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