Series: IMF Working Papers
Author(s): Hyun Shin
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 20 December 2013
Keywords: Non-core liabilities, credit cycles, discount rates, monetary fund, international capital markets, Financial Markets and the Macroeconomy, International Lending and Debt Problems,
This paper compares three types of early warning indicators of financial instability - those based on financial market prices, those based on normalized measures of total credit and those based on liabilities of fi...