A financial market stress indicator for Austria
Year of publication: |
2014
|
---|---|
Authors: | Glocker, Christian ; Kaniovski, Serguei |
Published in: |
Empirica. - Springer, ISSN 0340-8744. - Vol. 41.2014, 3, p. 481-504
|
Publisher: |
Springer |
Subject: | Financial market stress indicator | Macrofinancial linkages | Threshold effects |
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