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Costa, Nicola (2016) Early Warning Systems for systemic banking crises: an empirical analysis. [Magistrali biennali]

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Abstract

The paper is aimed at refining the empirical understanding over the forces that set the stage for an oncoming systemic banking default and the ability of the logistic binomial model to correctly predict these events. This goal is achieved though several exercises that have the merit of corroborating the existence of a specific post-crisis bias, wich if not treated is due to undermine the efficaci of the model, and to shed a brighter light on the relationship that binds the quality of the binomial logit framework, as EWS, and the duration of the crises included in the tested sample

Tipologia del documento:Magistrali biennali
Parole chiave:banking
Settori scientifico-disciplinari del MIUR:Area 13 - Scienze economiche e statistiche > SECS-P/01 Economia politica
Codice ID:51588
Relatore:Caggiano, Giovanni
Data della tesi:2016
Biblioteca:Polo di Scienze Sociali > Biblioteca del Dipartimento di Scienze Economiche"Marco Fanno"
Tipo di fruizione per il documento:on-line per i full-text
Tesi sperimentale (Si) o compilativa (No)?:

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