Monitoring Banking Sector Fragility: A Multivariate Logit Approach
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- Demirguc, Asli & Detragiache, Enrica, 2000. "Monitoring Banking Sector Fragility: A Multivariate Logit Approach," The World Bank Economic Review, World Bank, vol. 14(2), pages 287-307, May.
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Keywords
WP; crisis probability; banking crisis; banking crises probability; forecasted probability; type I error; Banking crises; bank fragility; monitoring; out-of-sample probability forecast; sample estimation result; Commercial banks; Real interest rates; Systemic crises; East Asia;All these keywords.
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