Optimal Weights and Stress Banking Indexes
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- Dairo Estrada & Miguel Ángel Morales Mosquera, 2009. "Indice de Estabilidad Financiera para Colombia," Temas de Estabilidad Financiera 038, Banco de la Republica de Colombia.
- Jahn, Nadya & Kick, Thomas, 2012. "Early warning indicators for the German banking system: A macroprudential analysis," Discussion Papers 27/2012, Deutsche Bundesbank.
- Miguel Morales & Dairo Estrada, 2010. "A financial stability index for Colombia," Annals of Finance, Springer, vol. 6(4), pages 555-581, October.
- Maria Teresa Medeiros Garcia & Simão Rodrigues Abreu, 2024. "Banking stability determinants: evidence from Portugal," Journal of Banking Regulation, Palgrave Macmillan, vol. 25(2), pages 160-178, June.
- MacDonald, Ronald & Sogiakas, Vasilios & Tsopanakis, Andreas, 2015. "An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries," Economic Modelling, Elsevier, vol. 48(C), pages 52-69.
- Sadia Babar & Rashid Latief & Sumaira Ashraf & Sania Nawaz, 2019. "Financial Stability Index for the Financial Sector of Pakistan," Economies, MDPI, vol. 7(3), pages 1-24, August.
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- Mirna Dumicic, 2015. "Financial stress indicators for small, open, highly euroized countries: the case of Croatia," Financial Theory and Practice, Institute of Public Finance, vol. 39(2), pages 171-203.
- repec:ipf:finteo:v:39:y:2015:i:3:p:171-203 is not listed on IDEAS
- Kiemo, Samuel & Talam, Camilla & Rugiri, Irene W., 2022. "Bank capital, credit risk and financial stability in Kenya," KBA Centre for Research on Financial Markets and Policy Working Paper Series 57, Kenya Bankers Association (KBA).
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More about this item
Keywords
Stress-banking indexes; Signalling approach; Limited dependent variable methods;All these keywords.
JEL classification:
- C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
- G34 - Financial Economics - - Corporate Finance and Governance - - - Mergers; Acquisitions; Restructuring; Corporate Governance
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ACC-2013-02-03 (Accounting and Auditing)
- NEP-BAN-2013-02-03 (Banking)
- NEP-CBA-2013-02-03 (Central Banking)
- NEP-FOR-2013-02-03 (Forecasting)
- NEP-ORE-2013-02-03 (Operations Research)
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