Chapter

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: http://dx.doi.org/10.1093/0199267758.003.0007
Spotting Financial Crises

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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

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