Early warning indicators of banking crisis and bank related stock returns
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DOI: 10.1016/j.frl.2016.04.016
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Cited by:
- Kurowski, Łukasz Kamil & Rogowicz, Karol, 2017. "Negative interest rates as systemic risk event," Finance Research Letters, Elsevier, vol. 22(C), pages 153-157.
- Wilson, Linus, 2023. "Profitable timing of the stock market with the senior loan officer survey," Finance Research Letters, Elsevier, vol. 54(C).
- repec:bny:wpaper:0085 is not listed on IDEAS
- Krzysztof Biegun & Jacek Karwowski & Piotr Luty, 2021. "How Effective is Macroeconomic Imbalance Procedure (MIP) in Predicting Negative Macroeconomic Phenomena?," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 3), pages 822-837.
- Berlinger, Edina, 2017.
"Implicit rating: A potential new method to alert crisis on the interbank lending market,"
Finance Research Letters, Elsevier, vol. 21(C), pages 277-283.
- Berlinger, Edina, 2016. "Implicit rating: A potential new method to alert crisis on the interbank lending market," Corvinus Economics Working Papers (CEWP) 2016/04, Corvinus University of Budapest.
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More about this item
Keywords
Credit cycles; Banks; Bank dependent firms; Stock return predictability;All these keywords.
JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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