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[null,"1.","Record Nr.",null,"UNINA9910463989903321"]
[null,null,"Autore",null,"Boyd John H"]
[null,null,"Titolo",null,"Banking crises and crisis dating [[electronic resource] ] : theory and evidence / / John H. Boyd, Gianni De Nicoló and Elena Loukoianova"]
[null,null,"Pubbl/distr/stampa",null,"[Washington, D.C.], : International Monetary Fund, Research Dept., 2009"]
[null,null,"ISBN",null,"1-4623-9007-2"]
[{"$nulls":4},"1-4527-2282-X"]
[{"$nulls":4},"9786612843556"]
[{"$nulls":4},"1-4518-7288-7"]
[{"$nulls":4},"1-282-84355-9"]
[null,null,"Descrizione fisica",null,"1 online resource (52 p.)"]
[null,null,"Collana",null,"IMF working paper ; ; WP/09/141"]
[null,null,"Soggetti",null,"Bank failures - Econometric models"]
[{"$nulls":4},"Banks and banking - Econometric models"]
[{"$nulls":4},"Economic indicators"]
[{"$nulls":4},"Electronic books."]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","\"July 2009.\""]
[null,null,"Nota di contenuto",null,"Contents; I. Introduction and Summary; II. Major Classifications of Banking Crises; III. BC Indicators an d Their Discrepancies; IV. A Simple Banking Model; V. Evidence from Cross-Country Data: Benchmark Specifications; A. Logit Regressions with BC Indicators as Dependent Variables; B. SBS indicators Predict BC indicators; C. Logit Regressions with SBS Indicators as Dependent Variables; VI. Market Structure and Deposit Insurance; A. Bank Market Structure and Competition; B. Deposit Insurance; VII. Currency and \"Twin\" Crises; A. BC and SBS Indicators as Dependent Variables"]
[{"$nulls":4},"B. Currency Crises as Dependent VariablesVIII. Evidence from Bank-Level Data; A. Measures of Systemic Bank Shocks; B. SBS indicators Predict BC indicators; C. Market Structure, Deposit Insurance and External Shocks; VI. Conclusion; References; Tables; 1. BC Indicators; 2. Logit Regressions with Start Date BC Indicators (crisis dates after the first crisis year excluded); 3. Logit Regressions with BC Indicators (all observations with crisis dating); 4. Logit Regressions: Do SBS Lending Indicators Predict BC Indicators?; 5. Logit Regressions: Do SBS Deposit Indicators Predict BC Indicators?"]
[{"$nulls":4},"6. Logit Regressions with SBS Indicators ad Dependent Variables7. Logit Regressions: BC Indicators and Bank Concentration Measures; 8. Logit Regressions: SBS Indicators and Bank Concentration Measures; 9. Logit Regressions: BC Indicators, SBS Indicators and Deposit Insurance; 10. Logit Regressions: BC Indicators, SBS Indicators, Deposit Insurance Features and Quality of Institutions; 11. Logit Regressions: BC Indicators, Currency and Twin Crises; 12. Logit Regressions: SBS Indicators, Currency and Twin Crises; 13. Logit Regressions: Currency Crises and SBS Indicators"]
[{"$nulls":4},"14. Bank Level Data, Random Effect Logit Regressions: SBS Indicators Predict BC Indicators15. Bank Level Data, Random Effect Logit Regressions: Determinants of SBS and BC Indicators; A1. \"\"Systemic\"\" Banking Crises and Crisis Dating in Different Classifications"]
[null,null,null,"Sommario/riassunto","Many empirical studies of banking crises have employed \"\"banking crisis\"\" (BC) indicators constructed using primarily information on government actions undertaken in response to bank distress. We formulate a simple theoretical model of a banking industry which we use to identify and construct theory-based measures of systemic bank shocks (SBS). Using both country-level and firm-level samples, we show that SBS indicators consistently predict BC indicators based on four major BC series that have appeared in the literature. Therefore, BC indicators actually measure lagged government responses to system"]