Early warning systems for financial crises: applications to East Asia
Gespeichert in:
Format: | Buch |
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Sprache: | English |
Veröffentlicht: |
Houndmills [u.a.]
Palgrave Macmillan
2005
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Ausgabe: | 1. publ. |
Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | XIV, 151 S. graph. Darst. |
ISBN: | 1403949387 |
Internformat
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Datensatz im Suchindex
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adam_text | EARLY WARNING SYSTEMS FOR FINANCIAL CRISES APPLICATIONS TO EAST ASIA
EDITED BY ASIAN DEVELOPMENT BANK PALQRAVE MACMILTAN CONTENTS TABLES AND
FIGURES VIII FOREWORD X ACKNOWLEDGMENTS XI CONTRIBUTORS XII
ABBREVIATIONS XIII CHAPTER-. 1 OVERVIEW 1 BY JUZHONG ZHUANG AND PRADUMNA
B. RANA 1.1 INTRODUCTION 1 1.2 KEY FINDINGS 2 1.3 POLICY IMPLICATIONS 6
REFERENCES 7 CHAPTER 2 THEORIES OF CURRENCY AND BANKING CRISES: A
LITERATURE REVIEW 9 BY STIJN CLAESSENS 2.1 INTRODUCTION 9 2.2 THEORY OF
CURRENCY CRISES * 10 2.3 THEORY OF BANKING CRISES 14 2.4 HOW TO PREVENT
AND LIMIT FINANCIAL CRISES 17 REFERENCES 18 CHAPTER 3 PREDICTING
FINANCIAL CRISES: AN OVERVIEW 21 BY MORRIS GOLDSTEIN 3.1 INTRODUCTION 21
3.2 BROAD GUIDELINES FOR AN EARLY WARNING EXERCISE 24 3.3 KEY
METHODOLOGICAL ISSUES 26 VI/ EARLY WARNING SYSTEMS FOR FINANCIAL CRISES
3.4 REPRESENTATIVE FINDINGS FROM THE LITERATURE 30 3.5 EXTENSIONS OF AND
PROBLEMS WITH EARLY WARNING MODELING 33 3.6 CONCLUSIONS 35 REFERENCES 36
CHAPTER 4 NONPARAMETRIC EWS MODELS OF CURRENCY AND BANKING CRISES FOR
EAST ASIA 39 BY JUZHONG ZHUANG 4.1 INTRODUCTION 4.2 METHODOLOGY DATING
HISTORICAL CRISIS EPISODES BOX 1: DATING FINANCIAL CRISES SELECTING
LEADING INDICATORS BOX 2: IMF FINANCIAL SOUNDNESS INDICATORS SETTING
THRESHOLDS FOR LEADING INDICATORS SIGNALS, NOISES, AND CRISIS
PROBABILITIES CONSTRUCTING COMPOSITE INDEXES PREDICTING CRISES 4.3 A
CURRENCY CRISIS EWS MODEL CRISIS EPISODES SELECTED LEADING INDICATORS
COMPOSITE INDEXES AND CRISIS PROBABILITIES PREDICTING CURRENCY CRISES IN
SAMPLE 4.4 A BANKING CRISIS EWS MODEL CRISIS EPISODES SELECTED LEADING
INDICATORS COMPOSITE INDEXES AND CRISIS PROBABILITIES PREDICTING BANKING
CRISES IN SAMPLE 4.5 PREDICTING THE 1997 ASIAN FINANCIAL CRISIS*
OUT-OF-SAMPLE EVALUATIONS THE CURRENCY CRISIS EWS MODEL THE BANKING
CRISIS EWS MODEL 4.6 SUMMARY AND CONCLUSIONS THE CURRENCY CRISIS EWS
MODEL THE BANKING CRISIS EWS MODEL AREAS FOR FURTHER WORK REFERENCES
APPENDIX 4.1: CURRENCY CRISIS EPISODES AND PREDICTED CRISIS
PROBABILITIES*ALTERNATIVE MODELS APPENDIX 4.2: DATA SOURCES 39 40 40 42
44 46 50 52 53 54 55 56 59 66 70 72 72 74 79 83 83 86 96 108 108 109 110
113 116 120 VII CHAPTER 5 A PARAMETRIC EWS MODEL OF CURRENCY CRISES FOR
EAST ASIA 123 BY YOUNGHOON KOO, CHANG SEOK OH, HYUNSOO JOO, SEUNGJAE
LEE, AND JOSE ANTONIO TAN III 5.1 INTRODUCTION 123 5.2 A PARAMETRIC EWS
MODEL 125 DISCRETE CHOICE MODELS USING PANEL DATA 125 CONSTRUCTING THE
DEPENDENT VARIABLE 126 SELECTION OF EXPLANATORY VARIABLES 127
PERFORMANCE EVALUATION 127 5.3 ESTIMATION RESULTS 129 5.4 ASSESSING
IN-SAMPLE PREDICTIVE PERFORMANCE 130 5.5 COMPARISON WITH THE DCSD AND
DCSD-TYPE MODELS 133 COMPARISON WITH THE DCSD MODEL 134 COMPARISON WITH
THE DCSD-TYPE MODEL 134 5.6 PREDICTING THE 1997 ASIAN FINANCIAL CRISIS
139 5.7 SUMMARY AND CONCLUSIONS 141 REFERENCES 142 APPENDIX 5.1:
CURRENCY CRISIS EPISODES AND PREDICTED CRISIS PROBABILITIES 144
|
any_adam_object | 1 |
building | Verbundindex |
bvnumber | BV025359660 |
classification_rvk | QK 010 |
ctrlnum | (OCoLC)634636993 (DE-599)BVBBV025359660 |
dewey-full | 338.542 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 338 - Production |
dewey-raw | 338.542 |
dewey-search | 338.542 |
dewey-sort | 3338.542 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
edition | 1. publ. |
format | Book |
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geographic_facet | Asiatisch-Pazifischer Raum |
id | DE-604.BV025359660 |
illustrated | Illustrated |
indexdate | 2024-07-09T22:31:49Z |
institution | BVB |
institution_GND | (DE-588)1019880-5 |
isbn | 1403949387 |
language | English |
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owner | DE-11 DE-188 |
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physical | XIV, 151 S. graph. Darst. |
publishDate | 2005 |
publishDateSearch | 2005 |
publishDateSort | 2005 |
publisher | Palgrave Macmillan |
record_format | marc |
spelling | Early warning systems for financial crises applications to East Asia ed. by Asian Development Bank 1. publ. Houndmills [u.a.] Palgrave Macmillan 2005 XIV, 151 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Bankenkrise (DE-588)4209657-1 gnd rswk-swf Währungskrise (DE-588)4396352-3 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Frühwarnsystem (DE-588)4123236-7 gnd rswk-swf Asiatisch-Pazifischer Raum (DE-588)4341196-4 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Asiatisch-Pazifischer Raum (DE-588)4341196-4 g Währungskrise (DE-588)4396352-3 s Bankenkrise (DE-588)4209657-1 s Frühwarnsystem (DE-588)4123236-7 s Ökonometrisches Modell (DE-588)4043212-9 s DE-188 Asian Development Bank Sonstige (DE-588)1019880-5 oth GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=019986421&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Early warning systems for financial crises applications to East Asia Bankenkrise (DE-588)4209657-1 gnd Währungskrise (DE-588)4396352-3 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Frühwarnsystem (DE-588)4123236-7 gnd |
subject_GND | (DE-588)4209657-1 (DE-588)4396352-3 (DE-588)4043212-9 (DE-588)4123236-7 (DE-588)4341196-4 (DE-588)4143413-4 |
title | Early warning systems for financial crises applications to East Asia |
title_auth | Early warning systems for financial crises applications to East Asia |
title_exact_search | Early warning systems for financial crises applications to East Asia |
title_full | Early warning systems for financial crises applications to East Asia ed. by Asian Development Bank |
title_fullStr | Early warning systems for financial crises applications to East Asia ed. by Asian Development Bank |
title_full_unstemmed | Early warning systems for financial crises applications to East Asia ed. by Asian Development Bank |
title_short | Early warning systems for financial crises |
title_sort | early warning systems for financial crises applications to east asia |
title_sub | applications to East Asia |
topic | Bankenkrise (DE-588)4209657-1 gnd Währungskrise (DE-588)4396352-3 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Frühwarnsystem (DE-588)4123236-7 gnd |
topic_facet | Bankenkrise Währungskrise Ökonometrisches Modell Frühwarnsystem Asiatisch-Pazifischer Raum Aufsatzsammlung |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=019986421&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
work_keys_str_mv | AT asiandevelopmentbank earlywarningsystemsforfinancialcrisesapplicationstoeastasia |