Contributions

  • Rose, Andrew, 1959- - Contributor
  • National Bureau of Economic Research. - Contributor

Publication

1998 - National Bureau of Economic Research, Cambridge, MA, Massachusetts

Language

English

Word Count

11,250 words, Guess

Page Count

45 pages

Identifiers

Classifications

  • LCCHB1 .W654 no. 6370

Alternate Titles

  • Emerging-market banking crises

Description

We analyze banking crises using a panel of macroeconomic and financial data for more than one hundred developing countries from 1975 through 1992. We find that banking crises in emerging markets are strongly associated with adverse external conditions. In particular 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. A one percent increase in Northern interest rates is associated with an increase in the probability of Southern banking crises of around three percent. Our results also seem insensitive to the effects of differing exchange rate regimes, external debt burdens and domestic financial structures.

Subjects

Series Statement

  • NBER working paper series -- working paper 6370
  • Working paper series (National Bureau of Economic Research) -- working paper no. 6370.

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