Forecasting financial crises using indicators: Features of developing countries

Voprosy Ekonomiki

Volumn 2011, Issue 12, 2011, Pages 35-45

  Fedorova, E ^a   Lukasevich, I ^b  

^a NEFU   (Russian Federation)

^b Department of Financial Management   (Russian Federation)

Author keywords

Crisis indicators; Developing countries; Econometric modeling; Financial crises

Indexed keywords

EID: 84875978592     PISSN: 00428736     EISSN: None     Source Type: Journal    
DOI: 10.32609/0042-8736-2011-12-35-45     Document Type: Article

References (17)

1. The global financial crisis: Security of the financial sector of Russia/Ed. V.K. Senchagova. M.: Institute of Economics, RAS, 2010.
2. Trunin, P., Inozemtsev, E. Monitoring financial stability, 2011/Institute of Economic Policy named after E. T. Gaidar. http://www.iep.ru/index.php?option=com_bibiet&Itemid=50&catid=124&lang=en&task=showallbib.
3. Fedorova, E. A. Indicators of the financial crisis of the Russian stock market. Finance. 2009 No 6.
4. Fedorova, E. A., Nazarova Yu, N. Analysis and forecasting of financial crises and factors influencing them// Finance and Business. 2008 No. 4.
5. Fedorova, E. A., Nazarova Yu, N. Using econometric modeling to predict financial crises// Audit and financial analysis. 2008 No. 6.
6. Alvarez-Plata, P., Schrooten, M. Misleading Indicators? The Argentinean Currency Crisis// Journal of Policy Modeling. 2004 Vol. 26, No 5. P. 587-603.
7. Asici, A.A Exchange Rate Regime Choice and Currency Crises. Economic Systems. 2011 Vol. 35, No 3.
8. Bunda, I., Ca 'Zorzi, M. Signals from Housing and Lending Booms. Emerging Markets Review. 2010 Vol. 11, No 1. P. 1-20.
9. Caprio, G., Klingebiel, D. Bank Insolvencies: Cross-Country Experience. World Bank Policy Research Paper. 1996.No 1620.
10. Demirgüc-Kunt, A., Detragiache, E. The Determinants of Banking Crises in Developed and Developing Countries. IMF Staff Papers. 1998 Vol. 45, No 1.
11. Gavin, M., Hausman, R. The Roots of Banking Crises: The Macroeconomic Context. Unpublishedmanuscript. 1996.
12. Kaminsky, GL Currency and Banking Crises: The Early Warnings of Distress/Board of Governors of the Federal Reserve System. International Finance Discussion Papers. 1998.No 629.
13. Kaminsky, GL. Currency Crises: Are They All the Same?. Journal of International Money and Finance. 2006 Vol. 25, No 3. P. 503-527.
14. Kaminsky, G.L, Reinhart C.M. The Twin Crises: The Causes of Banking and Balance-of-Payments Problems. American Economic Review. 1999 Vol. 89, No 3.
15. Kaminsky, G., Lizondo, S., Reinhart, C. Leading In dicatorsof Currency Crises. IMF Staff Papers. 1998 Vol. 45, No 1.
16. Komulainen, T., Lukkarila, J. What Drives Financial Crises in Emerging Markets?. Emerging Markets Review. 2003 Vol. 4, No 3. P. 248-272.
17. Rossi, M. Financial Fragility and Economic Performance in Developing Countries: Do Capital Controls, Prudential Regulation and Supervision Matter?. IMF Working Paper. 1999.No 99/66.