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Cross-Country Empirical Studies of Systemic Bank Distress :, A Survey, Asli Demirgüç-Kunt, Enrica Detragiache

Abstract
A rapidly growing empirical literature is studying the causes and consequences of bank fragility in present-day economies. The paper reviews the two basic methodologies adopted in cross-country empirical studies-the signals approach and the multivariate probability model-and their application to studying the determinants of banking crises. The use of these models to provide early warnings for crises is also reviewed, as are studies of the economic effects of banking crises and of the policies to forestall them. The paper concludes by identifying directions for future research
Table Of Contents
""Contents""; ""I. INTRODUCTION""; ""II. THE RESURGENCE OF FINANCIAL INSTABILITY IN THE 1990S""; ""III. TWO ECONOMETRIC APPROACHES TO IDENTIFYING THE DETERMINANTS OF BANKING CRISES""; ""IV. USING ECONOMETRIC MODELS OF BANKING CRISES AS EARLY WARNING SYSTEMS""; ""V. STUDIES OF THE DETERMINANTS OF BANKING CRISES""; ""VI. THE EFFECTS OF BANKING CRISES""; ""VII. CONCLUSIONS""; ""Data Appendix ""; ""REFERENCES""
Language
eng
Literary Form
non fiction
Note
Description based upon print version of record
Physical Description
1 online resource (33 p.)
Specific Material Designation
remote
Form Of Item
online
Isbn
9786613825223

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