Early warning indicators for systemic banking crises: household debt and property prices

The 2008 financial crisis was the result of escalating house prices and a hasty increase in household debt. In a sample of 41 advanced and emerging countries, this paper employs a logit estimation model to examine the role of household debt and house price as indicators of systemic banking for the...

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Bibliographic Details
Main Authors: Khairunnisa Abd Samad, Siti Nurazira Mohd Daud, Nuradli Ridzwan Shah Mohd Dali
Format: Article
Language:English
Published: Penerbit Universiti Kebangsaan Malaysia 2020
Online Access:http://journalarticle.ukm.my/15594/
http://journalarticle.ukm.my/15594/1/jeko_54%281%29-9.pdf