Assessing Banking and Currency Crisis Risk in Small States : An application to the Eastern Caribbean Currency Union /

To complement the early warning signals literature, we study the determinants of banking and currency crises for small states and currency boards. Building on the crisis dataset by Laeven and Valencia (2020), we estimate a binominal logit model to identify the determinants of crises, and as a case s...

Täydet tiedot

Bibliografiset tiedot
Päätekijä:	Pizzinelli, Carlo
Muut tekijät:	Ishi, Kotaro, Khan, Tariq
Aineistotyyppi:	Aikakauslehti
Kieli:	English
Julkaistu:	Washington, D.C. : International Monetary Fund, 2021.
Sarja:	IMF Working Papers; Working Paper ; No. 2021/276
Aiheet:	Banking Crises, Currency Crises and Early Warning Signals Current Account Adjustment Financial Crises Forecasting and Other Model Applications Short-Term Capital Movements
Linkit:	Full text available on IMF

Tekijä Pizzinelli, Carlo
Julkaistu 2021

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Full text available on IMF

Aikakauslehti

Assessing Banking and Currency Crisis Risk in Small States : An application to the Eastern Caribbean Currency Union /

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