Early warning indicators of asset price boom

Collection:
Mokslo publikacijos / Scientific publications
Document Type:
Straipsnis / Article
Language:
Anglų kalba / English
Title:
Early warning indicators of asset price boom/bust cycles in emerging markets
In the Journal:
Emerging markets review. 2013, 15, p. 92-106
Summary / Abstract:

LTReikšminiai žodžiai: Besiformuojančios rinkos; Išankstinio perspėjimo rodikliai; Kylančios rinkos; Turto kainos; Asset prices; Early warning indicators; Emerging markets.

ENWe apply recently developed early warning indicator systems to a cross-section of emerging markets. We find that, with little or no modification, models designed to predict asset price booms/busts in advanced countries may be useful for emerging markets. The concept of monitoring a set of asset prices, real activity and financial indicators is generally found to be efficacious.Wealso find that, in addition to this set of variables, early warning indicator systems for emerging countries may be augmented with capital flow indicators. [From the publication]

DOI:
10.1016/j.ememar.2013.02.006
ISSN:
1566-0141
Related Publications:
From boom to bust: lessons from Lithuania / Raimondas Kuodis, Tomas Ramanauskas. Pinigų studijos. 2009, Nr. 1, p. 96-104.
Permalink:
https://www.lituanistika.lt/content/89027
Updated:
2021-02-02 19:07:23
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