Does risk aversion drive financial crises? Testing the predictive power of empirical indicators

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How Does Investor Sentiment Affect Stock Market Crises? Evidence from Panel Data (2011, background): “As suggested by Berg and Patillo (1998), Boucher (2004) and Coudert and Gex (2008), we decided to present the results for alert thresholds set at 25% and 50%.”
Risk, Uncertainty and Monetary Policy (2013, unknown): “The Federal Reserve’s pattern of providing liquidity to financial markets following market tensions, which became known as the “Greenspan put”, has been cited as one of the contributing factors to the build up of a speculative bubble prior to the 2007-09 financial crisis.(1) Whereas some rather info”
The Time Variation in Risk Appetite and Uncertainty (2019, unknown): “The measure should be a useful model-based complement to sentiment indices developed in the behavioral ﬁ nance literature (Baker and Wurgler 2006, Lemmon and Portniaguina 2006) or practitioner indices developed by ﬁ nancial institutions (see Coudert and Gex 2008 for a survey).”
Financial Spillovers to Emerging Markets During the Global Financial Crisis (2009, unknown): “Gonzalez-Hermosillo (2008) and Coudert and Gex (2007) are examples of papers that study the importance”