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Papers by Enrica Detragiache

Research paper thumbnail of Where Have All the Profits Gone? European Bank Profitability Over the Financial Cycle

IMF Working Papers

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Research paper thumbnail of Deposit insurance and moral hazard

... that large bank 17Calculated as (100+average ROE/SDROE) where ROE and the standard deviation ... more ... that large bank 17Calculated as (100+average ROE/SDROE) where ROE and the standard deviation of ROE are expressed in percentage. The higher the Z-score, the lower probability of failure 13 Page 14. holding companies ...

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Research paper thumbnail of Interest rates, official lending, and the debt crisis: A reassessment

J Develop Econ, 1994

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Research paper thumbnail of The Determinants of Banking Crises in Developing and Developed Countries

Staff Papers - International Monetary Fund, 1998

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Research paper thumbnail of The Determinants of Banking Crises: Evidence from Industrial and Developing Countries

Policy Research Working Papers, 1999

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Research paper thumbnail of The Determinants of Banking Crises: Evidence From Developing and Developed Countries

IMF Working Papers, 1997

ABSTRACT The paper studies the factors associated with the emergence of systemic banking crises i... more ABSTRACT The paper studies the factors associated with the emergence of systemic banking crises in a large sample of developed and developing countries in 1980-94, using a multivariate logit econometric model. The results suggest that crises tend to erupt when the macroeconomic environment is weak, particularly when growth is low and inflation is high. Also, high real interest rates are clearly associated with systemic banking sector problems, and there is some evidence that vulnerability to balance of payments crises has played a role. Countries with an explicit deposit insurance scheme were particularly at risk, as were countries with weak law enforcement.

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Research paper thumbnail of Bank capital and stock returns during the financial crisis

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Research paper thumbnail of Financial Liberalization and Financial Fragility

IMF Working Papers, 1998

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Research paper thumbnail of Monitoring Banking Sector FragilityA Multivariate Logit Approach

This paper explores how a multivariate logit empirical model of banking crisis probabilities can ... more This paper explores how a multivariate logit empirical model of banking crisis probabilities can be used to monitor banking sector fragility. The proposed approach relies on readily available data, and the fragility assessment has a clear interpretation based on in-sample statistics. The model has better in-sample performance than currently available alternatives, and the monitoring system can be tailored to fit

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Research paper thumbnail of Deposit Insurance and Moral Hazard

... that large bank 17Calculated as (100+average ROE/SDROE) where ROE and the standard deviation ... more ... that large bank 17Calculated as (100+average ROE/SDROE) where ROE and the standard deviation of ROE are expressed in percentage. The higher the Z-score, the lower probability of failure 13 Page 14. holding companies ...

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Research paper thumbnail of Monitoring Banking Sector Fragility: A Multivariate Logit Approach

The World Bank Economic Review, 2000

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

National Institute Economic Review, 2005

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Research paper thumbnail of Bank Capital: Lessons from the Financial Crisis

Journal of Money, Credit and Banking, 2013

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Research paper thumbnail of Does deposit insurance increase banking system stability? An empirical investigation

Journal of Monetary Economics, 2002

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Research paper thumbnail of Basel Core Principles and bank soundness: Does compliance matter?

Journal of Financial Stability, 2011

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Research paper thumbnail of Interest rates, official lending, and the debt crisis: A reassessment

Journal of Development Economics, 1994

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Research paper thumbnail of Monitoring banking sector fragility

The Arab Bank Review, 2003

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Research paper thumbnail of Exchange Rate-Based Stabilization in Western Europe - Greece, Ireland, Italy and Portugal

DETRAGIACHE, E. and HAMANN, AJ (1999), EXCHANGE RATE-BASED STABILIZATION IN WESTERN EUROPE: GREEC... more DETRAGIACHE, E. and HAMANN, AJ (1999), EXCHANGE RATE-BASED STABILIZATION IN WESTERN EUROPE: GREECE, IRELAND, ITALY, AND PORTUGAL. Contemporary Economic Policy, 17: 358–369. doi: 10.1111/j. 1465-7287.1999. tb00688. x

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Research paper thumbnail of Migration with Endogenous Moving Costs

American Economic Review, 1996

We study a dynamic model of labor migration in which moving costs decrease with the number of mig... more We study a dynamic model of labor migration in which moving costs decrease with the number of migrants already settled in the destination. This assumption is supported by sociological studies of migrant networks. With endogenous mov-ing costs migration occurs gradually over ...

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Research paper thumbnail of Foreign Banks in Emerging Market CrisesEvidence from Malaysia

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Research paper thumbnail of Where Have All the Profits Gone? European Bank Profitability Over the Financial Cycle

IMF Working Papers

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Deposit insurance and moral hazard

... that large bank 17Calculated as (100+average ROE/SDROE) where ROE and the standard deviation ... more ... that large bank 17Calculated as (100+average ROE/SDROE) where ROE and the standard deviation of ROE are expressed in percentage. The higher the Z-score, the lower probability of failure 13 Page 14. holding companies ...

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Interest rates, official lending, and the debt crisis: A reassessment

J Develop Econ, 1994

Bookmarks Related papers MentionsView impact

Research paper thumbnail of The Determinants of Banking Crises in Developing and Developed Countries

Staff Papers - International Monetary Fund, 1998

Bookmarks Related papers MentionsView impact

Research paper thumbnail of The Determinants of Banking Crises: Evidence from Industrial and Developing Countries

Policy Research Working Papers, 1999

Bookmarks Related papers MentionsView impact

Research paper thumbnail of The Determinants of Banking Crises: Evidence From Developing and Developed Countries

IMF Working Papers, 1997

ABSTRACT The paper studies the factors associated with the emergence of systemic banking crises i... more ABSTRACT The paper studies the factors associated with the emergence of systemic banking crises in a large sample of developed and developing countries in 1980-94, using a multivariate logit econometric model. The results suggest that crises tend to erupt when the macroeconomic environment is weak, particularly when growth is low and inflation is high. Also, high real interest rates are clearly associated with systemic banking sector problems, and there is some evidence that vulnerability to balance of payments crises has played a role. Countries with an explicit deposit insurance scheme were particularly at risk, as were countries with weak law enforcement.

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Bank capital and stock returns during the financial crisis

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Financial Liberalization and Financial Fragility

IMF Working Papers, 1998

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Monitoring Banking Sector FragilityA Multivariate Logit Approach

This paper explores how a multivariate logit empirical model of banking crisis probabilities can ... more This paper explores how a multivariate logit empirical model of banking crisis probabilities can be used to monitor banking sector fragility. The proposed approach relies on readily available data, and the fragility assessment has a clear interpretation based on in-sample statistics. The model has better in-sample performance than currently available alternatives, and the monitoring system can be tailored to fit

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Deposit Insurance and Moral Hazard

... that large bank 17Calculated as (100+average ROE/SDROE) where ROE and the standard deviation ... more ... that large bank 17Calculated as (100+average ROE/SDROE) where ROE and the standard deviation of ROE are expressed in percentage. The higher the Z-score, the lower probability of failure 13 Page 14. holding companies ...

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Monitoring Banking Sector Fragility: A Multivariate Logit Approach

The World Bank Economic Review, 2000

Bookmarks Related papers MentionsView impact

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

National Institute Economic Review, 2005

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Bank Capital: Lessons from the Financial Crisis

Journal of Money, Credit and Banking, 2013

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Does deposit insurance increase banking system stability? An empirical investigation

Journal of Monetary Economics, 2002

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Basel Core Principles and bank soundness: Does compliance matter?

Journal of Financial Stability, 2011

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Interest rates, official lending, and the debt crisis: A reassessment

Journal of Development Economics, 1994

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Monitoring banking sector fragility

The Arab Bank Review, 2003

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Exchange Rate-Based Stabilization in Western Europe - Greece, Ireland, Italy and Portugal

DETRAGIACHE, E. and HAMANN, AJ (1999), EXCHANGE RATE-BASED STABILIZATION IN WESTERN EUROPE: GREEC... more DETRAGIACHE, E. and HAMANN, AJ (1999), EXCHANGE RATE-BASED STABILIZATION IN WESTERN EUROPE: GREECE, IRELAND, ITALY, AND PORTUGAL. Contemporary Economic Policy, 17: 358–369. doi: 10.1111/j. 1465-7287.1999. tb00688. x

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Migration with Endogenous Moving Costs

American Economic Review, 1996

We study a dynamic model of labor migration in which moving costs decrease with the number of mig... more We study a dynamic model of labor migration in which moving costs decrease with the number of migrants already settled in the destination. This assumption is supported by sociological studies of migrant networks. With endogenous mov-ing costs migration occurs gradually over ...

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Foreign Banks in Emerging Market CrisesEvidence from Malaysia

Bookmarks Related papers MentionsView impact