Financial crises and bank failures: A review of prediction methods
نویسندگان
چکیده
منابع مشابه
Financial crises and bank failures: a review of prediction methods
In this article we provide a summary of empirical results obtained in several economics and operations research papers that attempt to explain, predict, or suggest remedies for financial crises or banking defaults, as well as outlines of the methodologies used. We analyze financial and economic circumstances associated with the US subprime mortgage crisis and the global financial turmoil that h...
متن کاملWorking Paper 09 - 04 June 2009 Financial Crises and Bank Failures : A Review of Prediction Methods
Working papers of the Federal Reserve Bank of Cleveland are preliminary materials circulated to stimulate discussion and critical comment on research in progress. They may not have been subject to the formal editorial review accorded offi cial Federal Reserve Bank of Cleveland publications. The views stated herein are those of the authors and are not necessarily those of the Federal Reserve Ban...
متن کاملWorking Paper 09 - 04 R September 2009 Financial Crises and Bank Failures : A Review of Prediction Methods
Working papers of the Federal Reserve Bank of Cleveland are preliminary materials circulated to stimulate discussion and critical comment on research in progress. They may not have been subject to the formal editorial review accorded offi cial Federal Reserve Bank of Cleveland publications. The views stated herein are those of the authors and are not necessarily those of the Federal Reserve Ban...
متن کاملFINANCIAL CRISES AND LIQUIDITY SHOCKS: A Bank-Run Perspective
This note is motivated by trying to understand the macroeconomic implications of assuming that periods of financial bonanza and turmoil are driven by financial innovation and collapse in line with the “bank run” literature of the Diamond-Dybvig (1983) variety. Bypassing a host of important but, for the present purposes, secondary details the note assumes that the initial effects of financial in...
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ژورنال
عنوان ژورنال: Omega
سال: 2010
ISSN: 0305-0483
DOI: 10.1016/j.omega.2009.09.007