| Autor: |
Boduroğlu, İ. İlkay, Erenay, Zeynep |
| Předmět: |
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| Zdroj: |
International Journal of High Performance Computing Applications; Spring2007, Vol. 21 Issue 1, p5-20, 16p, 6 Charts, 5 Graphs |
| Abstrakt: |
The article reports on the design of a scalar composite leading indicator that predicts a financial crisis in Turkey, using the pattern recognition model Turkish Economy Stability Index (TESI). To distinguish between near-crisis months and safe months, logistic regression was employed. TESI was successfully tested using independent data from the 1994 crisis. There are attributes being integrated into TESI and they include the capital adequacy ratio of banks and the ratio of international reserves to short term outstanding external debt. |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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