Pearpilai Jutasompakorn

Monash University

PhD candidate

Building 11E

Clayton, Victoria 3800

Australia

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Scholarly Papers (1)

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Identifying Banking Crises Dates

Systemic Risk, Basel III, Financial Stability and Regulation, 2011
Number of pages: 31 Posted: 01 Mar 2011 Last Revised: 26 Oct 2011
Pearpilai Jutasompakorn, Sirimon Treepongkaruna and Robert D. Brooks
Monash University, The University of Western Australia and Monash University
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Abstract:

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Banking crisis, crisis dates, Markov switching, three regimes, Banking system stock return