A financial systemic stress index for Greece
Year of publication: |
2013
|
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Authors: | Louzis, Dimitrios ; Vouldis, Angelos |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | financial crisis | multivariate GARCH | stress index | systemic stress |
Series: | ECB Working Paper ; 1563 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 752240838 [GVK] hdl:10419/153996 [Handle] RePEc:ecb:ecbwps:20131563 [RePEc] |
Classification: | G01 - Financial Crises ; G10 - General Financial Markets. General ; G20 - Financial Institutions and Services. General ; E44 - Financial Markets and the Macroeconomy |
Source: |
-
A financial systemic stress index for Greece
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