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Banking Crises and Crisis Dating.
Many empirical studies of banking crises have employed ""banking crisis"" (BC) indicators constructedusing primarily information on government actions undertaken in response to bank distress. Weformulate a simple theoretical model of a banking industry which we use to identify an...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Washington :
International Monetary Fund,
2009.
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| Colección: | IMF Working Papers.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- I. Introduction and Summary; II. Major Classifications of Banking Crises; III. BC Indicators an d Their Discrepancies; IV. A Simple Banking Model; V. Evidence from Cross-Country Data: Benchmark Specifications; A. Logit Regressions with BC Indicators as Dependent Variables; B. SBS indicators Predict BC indicators; C. Logit Regressions with SBS Indicators as Dependent Variables; VI. Market Structure and Deposit Insurance; A. Bank Market Structure and Competition; B. Deposit Insurance; VII. Currency and "Twin" Crises; A. BC and SBS Indicators as Dependent Variables.
- B. Currency Crises as Dependent VariablesVIII. Evidence from Bank-Level Data; A. Measures of Systemic Bank Shocks; B. SBS indicators Predict BC indicators; C. Market Structure, Deposit Insurance and External Shocks; VI. Conclusion; References; Tables; 1. BC Indicators; 2. Logit Regressions with Start Date BC Indicators (crisis dates after the first crisis year excluded); 3. Logit Regressions with BC Indicators (all observations with crisis dating); 4. Logit Regressions: Do SBS Lending Indicators Predict BC Indicators?; 5. Logit Regressions: Do SBS Deposit Indicators Predict BC Indicators?
- 6. Logit Regressions with SBS Indicators ad Dependent Variables7. Logit Regressions: BC Indicators and Bank Concentration Measures; 8. Logit Regressions: SBS Indicators and Bank Concentration Measures; 9. Logit Regressions: BC Indicators, SBS Indicators and Deposit Insurance; 10. Logit Regressions: BC Indicators, SBS Indicators, Deposit Insurance Features and Quality of Insitutions; 11. Logit Regressions: BC Indicators, Currency and Twin Crises; 12. Logit Regressions: SBS Indicators, Currency and Twin Crises; 13. Logit Regressions: Currency Crises and SBS Indicators.
- 14. Bank Level Data, Random Effect Logit Regressions: SBS Indicators Predict BC Indicators15. Bank Level Data, Random Effect Logit Regressions: Determinants of SBS and BC Indicators; A1. ""Systemic"" Banking Crises and Crisis Dating in Different Classifications.