Cosimo Izzo

University College London

Gower Street

London, WC1E 6BT

United Kingdom

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Anticipating the Bust: A New Cyclical Systemic Risk Indicator to Assess the Likelihood and Severity of Financial Crises

ECB Occasional Paper No. 219 (2019); ISBN 978-92-899-3683-5
Number of pages: 77 Posted: 15 Feb 2019
European Central Bank (ECB), University College London, European Central Bank and Universidad Carlos III de Madrid
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Citation 8

Abstract:

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systemic risk, financial crises, early warning models, quantile regressions, local projections, GDP at risk