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Systemic banking crisis early warning systems using dynamic bayesian networks

Author: Dabrowski, JJ ; Beyers, C ; De Villiers, Johan P Date: Nov 2016 For decades, the literature on banking crisis early-warning systems has been dominated by two methods, namely, the signal extraction and the logit model methods. However, these methods, do not model the dynamics of the systemic banking system. ... Read more c b

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Browsing by Subject "Regime"

Browsing by Subject "Regime"

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