Spotting Financial Crises

Michael Chui and Prasanna Gai

in Private Sector Involvement and International Financial Crises

Published in print January 2005 | ISBN: 9780199267750
Published online July 2005 | e-ISBN: 9780191602504 | DOI:
Spotting Financial Crises

Show Summary Details


Presents a critical overview of the literature on early warning systems and leading indicators of crisis. Examines the signalling method, the discrete choice approach, and structural models. Concludes with a critical evaluation of the econometric methodology used in this literature and an assessment of the empirical literature on contagion.

Keywords: contagion; early warning systems; leading indicators of crisis; signalling method in leading indicator models

Chapter.  10727 words.  Illustrated.

Subjects: Financial Markets

Full text: subscription required

How to subscribe Recommend to my Librarian

Buy this work at Oxford University Press »

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.