Coverart for item
The Resource Banking Crises and Crisis Dating : Theory and Evidence

Banking Crises and Crisis Dating : Theory and Evidence

Label
Banking Crises and Crisis Dating : Theory and Evidence
Title
Banking Crises and Crisis Dating
Title remainder
Theory and Evidence
Creator
Contributor
Subject
Genre
Language
eng
Summary
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 and constructtheory-based measures of systemic bank shocks (SBS). Using both country-level and firm-level samples, we show that SBS indicators consistently predict BC indicators based on four major BCseries that have appeared in the literature. Therefore, BC indicatorsactually measure lagged government responses to systemic bank shocks, rather than the occurrence of crises per se. We re-examine the separate impact of macroeconomic factors, bank market structure, deposit insurance, andexternal shocks on the probability of a systemic bank shocks and on the probability of governmentresponses to bank distress. The impact of these variables on the likelihood of a government responseto bank distress is totally different from that on the likelihood of a systemic bank shock.Disentangling the effects of systemic bank shocks and government responses turns out to be crucial inunderstanding the roots of bank fragility. Many findings of a large empirical literature need to be re-assessed and/or re-interpreted
Member of
Cataloging source
MiAaPQ
LC call number
HG1573 -- B693 2009eb
Literary form
non fiction
Nature of contents
dictionaries
Series statement
IMF Working Papers
Label
Banking Crises and Crisis Dating : Theory and Evidence
Link
http://ebookcentral.proquest.com/lib/multco/detail.action?docID=1608346
Instantiates
Publication
Copyright
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
  • Contents -- 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 Variables -- VIII. 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 Variables -- 7. 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 Indicators -- 15. Bank Level Data, Random Effect Logit Regressions: Determinants of SBS and BC Indicators -- A1. "Systemic" Banking Crises and Crisis Dating in Different Classifications
Control code
EBC1608346
Dimensions
unknown
Extent
1 online resource (52 pages)
Form of item
online
Isbn
9781451917178
Media category
computer
Media MARC source
rdamedia
Media type code
c
Note
Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2017. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
Sound
unknown sound
Specific material designation
remote
System control number
  • (MiAaPQ)EBC1608346
  • (Au-PeEL)EBL1608346
  • (CaPaEBR)ebr10368890
  • (CaONFJC)MIL284355
  • (OCoLC)870245366
Label
Banking Crises and Crisis Dating : Theory and Evidence
Link
http://ebookcentral.proquest.com/lib/multco/detail.action?docID=1608346
Publication
Copyright
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
  • Contents -- 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 Variables -- VIII. 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 Variables -- 7. 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 Indicators -- 15. Bank Level Data, Random Effect Logit Regressions: Determinants of SBS and BC Indicators -- A1. "Systemic" Banking Crises and Crisis Dating in Different Classifications
Control code
EBC1608346
Dimensions
unknown
Extent
1 online resource (52 pages)
Form of item
online
Isbn
9781451917178
Media category
computer
Media MARC source
rdamedia
Media type code
c
Note
Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2017. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
Sound
unknown sound
Specific material designation
remote
System control number
  • (MiAaPQ)EBC1608346
  • (Au-PeEL)EBL1608346
  • (CaPaEBR)ebr10368890
  • (CaONFJC)MIL284355
  • (OCoLC)870245366

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