Cross-Country Empirical Studies of Systemic Bank Distress: A Survey

Asli Demirgüç-Kunt and Enrica Detragiache ()
Authors registered in the RePEc Author Service: Asli Demirguc-Kunt

National Institute Economic Review, 2005, vol. 192, issue 1, 68-83

Abstract: A rapidly growing empirical literature is studying the causes and consequences of bank fragility in contemporary economies. The paper reviews the two basic methodologies adopted in cross-country empirical studies, the signals approach and the multivariate probability model, and their application to study the determinants of banking crises. The use of these models to provide early warnings for crises is also reviewed, as are studies of the economic effects of banking crises and of the policies to forestall them. The paper concludes by identifying directions for future research.

Keywords: Banking crises; financial fragility (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (339)

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Related works:
Journal Article: Cross-Country Empirical Studies of Systemic Bank Distress: A Survey (2005)
Working Paper: Cross-Country Empirical Studies of Systemic Bank Distress: A Survey (2005)
Working Paper: Cross-country empirical studies of systemic bank distress: a survey (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:sae:niesru:v:192:y:2005:i:1:p:68-83

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