Monitoring Banking Sector Fragility: A Multivariate Logit Approach
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| Originally published | 1999 |
| Authors | Asli Demirguc-Kunt |
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| ID | 1315956 |
About Monitoring Banking Sector Fragility: A Multivariate Logit Approach
This paper explores how a multivariate logit empirical model of banking crisis probabilities can be used to monitor banking sector fragility. The proposed approach relies on readily available data, and the fragility assessment has a clear interpretation based on in-sample statistics. . . .