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Discussion Paper Details
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Full Details
Title: Staying Afloat When the Wind Shifts: External Factors and Emerging-Market Banking Crises
Author(s): Barry Eichengreen and Andrew K Rose
Publication Date: April 1998
Keyword(s): Country, Developing, Empirical, Interest, Northern, Panel and statistical
Programme Area(s): Financial Economics and International Macroeconomics
Abstract: We analyse banking crises using a panel of macroeconomic and financial data for more than 100 developing countries from 1975 through 1992. We find that banking crises in emerging markets are strongly associated with adverse external conditions. In particular, high Northern interest rates are strongly associated with the onset of banking crises in developing countries, even after taking into account a host of internal macroeconomic factors.
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Bibliographic Reference
Eichengreen, B and Rose, A. 1998. 'Staying Afloat When the Wind Shifts: External Factors and Emerging-Market Banking Crises'. London, Centre for Economic Policy Research. https://cepr.org/active/publications/discussion_papers/dp.php?dpno=1828