Modèle d’alerte des crises bancaires basé sur une approche bayésienne
Banking crisis early warning model based on a bayesian model averaging approach
Taha Zaghdoudi ()
MPRA Paper from University Library of Munich, Germany
The succession of banking crises in which most have resulted in huge economic and financial losses, prompted several authors to study their determinants. These authors constructed early warning models to prevent their occurring. It is in this same vein as our study takes its inspiration. In particular, we have developed a warning model of banking crises based on a Bayesian approach. The results of this approach have allowed us to identify the involvement of the decline in bank profitability, deterioration of the competitiveness of the traditional intermediation, banking concentration and higher real interest rates in triggering bank crisis.
Keywords: Banking crisis; bayesian model averaging (search for similar items in EconPapers)
JEL-codes: C11 G01 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:69262
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