Early Warning Indicators of Banking Crisis in Asian Countries

Early Warning Indicators of Banking Crisis in Asian Countries

This paper aims to test the relevance of the advanced warning indicators in the prediction of systemic banking crises in 6 Asian emerging countries over the period 1973-2012. Based on multivariate panel logit model, our empirical results suggest that among 6 determinants of banking crises ranged int...

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Bibliographic Details
Main Authors: Raja HMILI, Taoufik BOURAOUI
Format: Article
Language:English
Published: Sprint Investify 2015-02-01
Series:Expert Journal of Finance
Subjects:
banking crises
early warning system
panel logit regression
Online Access:http://finance.expertjournals.com/23597712-302/
Description
Summary:This paper aims to test the relevance of the advanced warning indicators in the prediction of systemic banking crises in 6 Asian emerging countries over the period 1973-2012. Based on multivariate panel logit model, our empirical results suggest that among 6 determinants of banking crises ranged into macroeconomic, financial and external variables, inflation demonstrates the most significant predictive power on systemic banking crises.
ISSN:2359-7712

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