دورية أكاديمية

Discovering Significant Factors on African Systemic Financial Crises during and post Bretton Woods system

التفاصيل البيبلوغرافية
العنوان: Discovering Significant Factors on African Systemic Financial Crises during and post Bretton Woods system
المؤلفون: Tianyi Zheng
سنة النشر: 2019
المجموعة: Zenodo
مصطلحات موضوعية: Financial stability, System Crisis, African Economics, Bretton Woods system
الوصف: This report studies the Global Financial Stability dataset collected by the Behavioral Finance & Financial Stability project at Harvard Business School. The objective is to understand the dynamics of financial stability. The dataset specifically focuses on the Banking, Debt, Financial, Inflation and Systemic Crises that occurred, from 1860 to 2014, in 80 countries across the world. The global financial crisis brought to the forefront of academic and policy discussion on the question of how to ensure the stability of the financial system. As a prerequisite for that, we would need to understand what are the significant factors that associated to Systemic Crises. A systemic crisis is a domino effect in which a financial trouble spreads between institutions and markets until it affects the whole monetary/financial system with dire global economic consequences. This report focuses on a subset of the dataset that contains the information on African countries from 1944 - 2014 (during and post Bretton Woods system). This report starts with an introduction on the dataset as well as the background information for the knowledge domino, followed by an Exploratory Data Analysis in order to derive a Preliminary Conclusion with no assumptions. In the Confirmatory Data Analysis section, Generalized Linear Model (GLM), Generalized Linear Mixed Model (GLMM) and Generalized Estimating Equation Model (GEE) are performed in order to validate the relationships between financial factors and Systemic Crises. The Conclusion and Discussion section will summarize and compare the results from Exploratory Data Analysis and Confirmatory Data Analysis, as well as discussing the limitations on the approach.
نوع الوثيقة: article in journal/newspaper
اللغة: English
العلاقة: https://zenodo.org/record/4097232Test; https://doi.org/10.5281/zenodo.4097232Test; oai:zenodo.org:4097232
DOI: 10.5281/zenodo.4097232
الإتاحة: https://doi.org/10.5281/zenodo.4097232Test
https://doi.org/10.5281/zenodo.4097231Test
https://zenodo.org/record/4097232Test
حقوق: info:eu-repo/semantics/openAccess ; https://creativecommons.org/licenses/by/4.0/legalcodeTest
رقم الانضمام: edsbas.D29B984F
قاعدة البيانات: BASE