- Adrian et al. (2019). Vulnerable Growth. American Economic Review. doi:10.1257/aer.20161923
- Alessi & Detken (2011). Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity. European Journal of Political Economy. doi:10.1016/j.ejpoleco.2011.01.003
- Alessi & Detken (2018). Identifying excessive credit growth and leverage. Journal of Financial Stability. doi:10.1016/j.jfs.2017.06.005
- Baker et al. (2016). Measuring Economic Policy Uncertainty*. The Quarterly Journal of Economics. doi:10.1093/qje/qjw024
- Basel Committee on Banking Supervision (2010). Guidance for national authorities operating the countercyclical capital buffer. Bank for International Settlements. link
- Baur & Lucey (2010). Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold. Financial Review. doi:10.1111/j.1540-6288.2010.00244.x
- Bhattacharya (2014). Inflation dynamics and monetary policy transmission in Vietnam and emerging Asia. Journal of Asian Economics. doi:10.1016/j.asieco.2014.05.001
- Borio & Drehmann (2009). Assessing the risk of banking crises -- revisited. BIS Quarterly Review. link
- Borio & Lowe (2002). Asset prices, financial and monetary stability: exploring the nexus. Bank for International Settlements. link
- Bussiere & Fratzscher (2006). Towards a new early warning system of financial crises. Journal of International Money and Finance. doi:10.1016/j.jimonfin.2006.07.007
- CHOI & VARIAN (2012). Predicting the Present with Google Trends. Economic Record. doi:10.1111/j.1475-4932.2012.00809.x
- Caldara & Iacoviello (2022). Measuring Geopolitical Risk. American Economic Review. doi:10.1257/aer.20191823
- Calvo (1998). CAPITAL FLOWS AND CAPITAL-MARKET CRISES: The Simple Economics of Sudden Stops. Journal of Applied Economics. doi:10.1080/15140326.1998.12040516
- Drehmann & Juselius (2014). Evaluating early warning indicators of banking crises: Satisfying policy requirements. International Journal of Forecasting. doi:10.1016/j.ijforecast.2013.10.002
- Duprey et al. (2017). Dating systemic financial stress episodes in the EU countries. Journal of Financial Stability. doi:10.1016/j.jfs.2017.07.004
- ESTRELLA & HARDOUVELIS (1991). The Term Structure as a Predictor of Real Economic Activity. The Journal of Finance. doi:10.1111/j.1540-6261.1991.tb02674.x
- Eichengreen et al. (1996). Contagious Currency Crises: First Tests. The Scandinavian Journal of Economics. doi:10.2307/3440879
- Estrella & Mishkin (1998). Predicting U.S. Recessions: Financial Variables as Leading Indicators. Review of Economics and Statistics. doi:10.1162/003465398557320
- Forbes & Warnock (2012). Capital flow waves: Surges, stops, flight, and retrenchment. Journal of International Economics. doi:10.1016/j.jinteco.2012.03.006
- Frankel & Rose (1996). Currency crashes in emerging markets: An empirical treatment. Journal of International Economics. doi:10.1016/s0022-1996(96)01441-9
- GREENWOOD et al. (2022). Predictable Financial Crises. The Journal of Finance. doi:10.1111/jofi.13105
- Gilchrist & Zakrajšek (2012). Credit Spreads and Business Cycle Fluctuations. American Economic Review. doi:10.1257/aer.102.4.1692
- Girton & Roper (1976). A Monetary Model of Exchange Market Pressure Applied to the Post-War Canadian Experience. International Finance Discussion Papers. doi:10.17016/ifdp.1976.92
- Hamilton (1983). Oil and the Macroeconomy since World War II. Journal of Political Economy. doi:10.1086/261140
- Hamilton (2009). Causes and Consequences of the Oil Shock of 2007–08. Brookings Papers on Economic Activity. doi:10.1353/eca.0.0047
- Headey & Fan (2008). Anatomy of a crisis: the causes and consequences of surging food prices. Agricultural Economics. doi:10.1111/j.1574-0862.2008.00345.x
- Holl\'o (2012). CISS -- A Composite Indicator of Systemic Stress in the Financial System. European Central Bank. doi:10.2139/ssrn.2018792
- Holopainen & Sarlin (2017). Toward robust early-warning models: a horse race, ensembles and model uncertainty. Quantitative Finance. doi:10.1080/14697688.2017.1357972
- Illing & Liu (2006). Measuring financial stress in a developed country: An application to Canada. Journal of Financial Stability. doi:10.1016/j.jfs.2006.06.002
- Iyer (). Cryptic Connections: Spillovers between Crypto and Equity Markets. . doi:10.5089/9781616358068.065.a001
- Jordà et al. (2017). Macrofinancial History and the New Business Cycle Facts. NBER Macroeconomics Annual. doi:10.1086/690241
- Kaminsky & Reinhart (1999). The Twin Crises: The Causes of Banking and Balance-of-Payments Problems. American Economic Review. doi:10.1257/aer.89.3.473
- Kaminsky et al. (1998). Leading Indicators of Currency Crises. Staff Papers - International Monetary Fund. doi:10.2307/3867328
- Keane & Neal (2021). Consumer panic in the COVID-19 pandemic. Journal of Econometrics. doi:10.1016/j.jeconom.2020.07.045
- Kilian (2009). Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market. American Economic Review. doi:10.1257/aer.99.3.1053
- Laeven & Valencia (2018). Systemic Banking Crises Revisited. IMF Working Papers. doi:10.5089/9781484376379.001
- Laeven & Valencia (2026). Systemic Banking Crises Database: 1970-2025. IMF Working Papers. doi:10.5089/9798229045971.001
- Martin & Anderson (2011). Export Restrictions and Price Insulation During Commodity Price Booms. American Journal of Agricultural Economics. doi:10.1093/ajae/aar105
- Mian et al. (2017). Household Debt and Business Cycles Worldwide*. The Quarterly Journal of Economics. doi:10.1093/qje/qjx017
- Miranda-Agrippino & Rey (2020). U.S. Monetary Policy and the Global Financial Cycle. The Review of Economic Studies. doi:10.1093/restud/rdaa019
- Mishkin & White (2002). U.S. Stock Market Crashes and Their Aftermath: Implications for Monetary Policy. National Bureau of Economic Research. doi:10.3386/w8992
- NBER Business Cycle Dating Committee (). US Business Cycle Expansions and Contractions. National Bureau of Economic Research. link
- Nguyen et al. (2022). A new comprehensive database of financial crises: Identification, frequency, and duration. Economic Modelling. doi:10.1016/j.econmod.2022.105770
- Reinhart & Rogoff (2009). This Time Is Different: Eight Centuries of Financial Folly. . doi:10.1515/9781400831722
- Reinhart & Rogoff (2011). From Financial Crash to Debt Crisis. American Economic Review. doi:10.1257/aer.101.5.1676
- Rey (2015). Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence. National Bureau of Economic Research. doi:10.3386/w21162
- Sarlin (2013). On policymakers’ loss functions and the evaluation of early warning systems. Economics Letters. doi:10.1016/j.econlet.2012.12.030
- Schularick & Taylor (2012). Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008. American Economic Review. doi:10.1257/aer.102.2.1029