A Financial Stress Index to Identify Banking Crises

CDU:

330

Autor:

Támola, Alejandro

Autor secundario/Colaboradores:

Bebczuk, Ricardo Néstor (Director de Tesis) 

Título:

A Financial Stress Index to Identify Banking Crises

Nota general:

Motivated by discrepancies among widely used chronologies of banking crises in empirical studies, this work develops a financial stress index (FSI) and proposes its use as an alternative way to identify the presence of banking problems. This FSI differentiates from similar indexes, particularly because it is based on series available for a large set of countries and over extended periods. This work finds that this FSI permits deriving a chronology of banking crises in line with those provided in previous studies while, in turn, allows the identification of some usually unidentified episodes. Additionally, as an unexpected result, for countries with history of twin-crises, this work also detects a strong association between the FSI and the real exchange rate. This result is considered as providing additional support to the FSI ability to identify banking problems.

Temas:

 - TESIS  - BANCOS  - ARGENTINA  - CRISIS FINANCIERA  - ECONOMÍA 

Acceso en línea:

-  ;

Idioma:

Español

País:

Argentina

Lugar, editor y fecha:

La Plata : [s.n.], 2004

Páginas:

38 p.

Nota de tesis:

(Maestría en Economía)- Universidad Nacional de La Plata. Facultad de Ciencias Económicas. Departamento de Economía. 2004

Nivel Bibliográfico:

Monográfico

Tipo de documento:

Tesis

Puede solicitar más fácilmente el ejemplar con: T 330 TAM

Ver estantes