EconPapers    
Economics at your fingertips  
 

An Analysis of the Determinants of Systemic Banking Crises in Southeast European Countries

Željka Asanović

Journal of Central Banking Theory and Practice, 2018, vol. 7, issue 2, 165-186

Abstract: The purpose of this paper is to determine potential indicators of systemic banking crises in five Southeast European countries. Although signal horizon in the literature usually implies a period of 12 months before and 12 months after a crisis outbreak, models in this paper imply a 24-month pre-crisis period. Probability of a banking crisis occurrence is calculated using logit regression. Results have shown that banking system indicators have higher impact on probability of systemic banking crisis occurrence compared to macroeconomic indicators, and that the banking systems of these countries are significantly exposed to global trends.

Keywords: determinants of systemic banking crises; logit regression; Southeast European countries (search for similar items in EconPapers)
JEL-codes: C23 C25 G01 (search for similar items in EconPapers)
Date: 2018
References: Add references at CitEc
Citations: View citations in EconPapers (3) Track citations by RSS feed

Downloads: (external link)
http://www.cbcg.me/repec/cbk/journl/vol7no2-8.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cbk:journl:v:7:y:2018:i:2:p:165-186

Access Statistics for this article

More articles in Journal of Central Banking Theory and Practice from Central bank of Montenegro Contact information at EDIRC.
Bibliographic data for series maintained by ().

 
Page updated 2022-06-16
Handle: RePEc:cbk:journl:v:7:y:2018:i:2:p:165-186