Constructing a financial fragility index for emerging countries
Year of publication: |
2014
|
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Authors: | Sensoy, Ahmet ; Ozturk, Kevser ; Hacihasanoglu, Erk |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 11.2014, 4, p. 410-419
|
Subject: | Financial fragility | Emerging markets | Dynamic conditional correlation | Principal component analysis | MIDAS regression | Schwellenländer | Emerging economies | Korrelation | Correlation | Regressionsanalyse | Regression analysis | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Hauptkomponentenanalyse |
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