Enrica Detragiache - Academia.edu (original) (raw)
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Papers by Enrica Detragiache
IMF Working Papers
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... 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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J Develop Econ, 1994
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Staff Papers - International Monetary Fund, 1998
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Policy Research Working Papers, 1999
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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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Bookmarks Related papers MentionsView impact
IMF Working Papers, 1998
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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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... 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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The World Bank Economic Review, 2000
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National Institute Economic Review, 2005
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Journal of Money, Credit and Banking, 2013
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Journal of Monetary Economics, 2002
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Journal of Financial Stability, 2011
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Journal of Development Economics, 1994
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The Arab Bank Review, 2003
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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: 358369. doi: 10.1111/j. 1465-7287.1999. tb00688. x
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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
Bookmarks Related papers MentionsView impact
IMF Working Papers
Bookmarks Related papers MentionsView impact
... 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
J Develop Econ, 1994
Bookmarks Related papers MentionsView impact
Staff Papers - International Monetary Fund, 1998
Bookmarks Related papers MentionsView impact
Policy Research Working Papers, 1999
Bookmarks Related papers MentionsView impact
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
Bookmarks Related papers MentionsView impact
IMF Working Papers, 1998
Bookmarks Related papers MentionsView impact
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
... 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
The World Bank Economic Review, 2000
Bookmarks Related papers MentionsView impact
National Institute Economic Review, 2005
Bookmarks Related papers MentionsView impact
Journal of Money, Credit and Banking, 2013
Bookmarks Related papers MentionsView impact
Journal of Monetary Economics, 2002
Bookmarks Related papers MentionsView impact
Journal of Financial Stability, 2011
Bookmarks Related papers MentionsView impact
Journal of Development Economics, 1994
Bookmarks Related papers MentionsView impact
The Arab Bank Review, 2003
Bookmarks Related papers MentionsView impact
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: 358369. doi: 10.1111/j. 1465-7287.1999. tb00688. x
Bookmarks Related papers MentionsView impact
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
Bookmarks Related papers MentionsView impact