Cross-Country Empirical Studies of Systemic Bank Distress : A Survey /

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 stu...

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Autore principale: Demirguc-Kunt, Asli
Altri autori: Detragiache, Enrica
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2005.
Serie:IMF Working Papers; Working Paper ; No. 2005/096
Accesso online:Full text available on IMF
Descrizione
Riassunto: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.
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Descrizione fisica:1 online resource (32 pages)
Natura:Mode of access: Internet
ISSN:1018-5941
Accesso:Electronic access restricted to authorized BRAC University faculty, staff and students