Detecting deposit stress in real time: Rate shock and early warning model performance

Nilufer Ozdemir

doi:10.1016/j.frl.2026.110497

Detecting deposit stress in real time: Rate shock and early warning model performance

Nilufer Ozdemir

Producción científica: Article › revisión exhaustiva

Idioma original	English
Número de artículo	110497
Publicación	Finance Research Letters
Volumen	108
DOI	https://doi.org/10.1016/j.frl.2026.110497
Estado	Published - oct 1 2026
Publicado de forma externa	Sí

ASJC Scopus Subject Areas

Finance

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10.1016/j.frl.2026.110497

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title = "Detecting deposit stress in real time: Rate shock and early warning model performance",

keywords = "Camels, Deposit stress, Early warning, Markov-switching, Rate shock, Regime conditioning, Uninsured deposits",

author = "Nilufer Ozdemir",

note = "Publisher Copyright: {\textcopyright} 2026 Elsevier Inc.",

year = "2026",

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language = "English",

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KW - Deposit stress

KW - Early warning

KW - Markov-switching

KW - Rate shock

KW - Regime conditioning

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VL - 108

JO - Finance Research Letters

JF - Finance Research Letters

M1 - 110497

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Detecting deposit stress in real time: Rate shock and early warning model performance

ASJC Scopus Subject Areas

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