Measuring financial systemic stress for Turkey : a search for the best composite indicator
Year of publication: |
[2018]
|
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Authors: | Gülenay Chadwick, Meltem ; Öztürk, Hüseyin |
Institutions: | Türkiye Cumhuriyet Merkez Bankası (issuing body) |
Publisher: |
Ankara, Turkey : Central Bank of the Republic of Turkey, Head Office, Structural Economic Research Department |
Subject: | Financial stress indicators | Composite indicator of systemic stress | Principal component analysis | Bayesian dynamic factor model | Portfolio theory | Aggregation methods | Wirtschaftsindikator | Economic indicator | Türkei | Turkey | Systemrisiko | Systemic risk | Finanzkrise | Financial crisis | Bayes-Statistik | Bayesian inference | Faktorenanalyse | Factor analysis | Indexberechnung | Index construction | Finanzmarkt | Financial market | Portfolio-Management | Portfolio selection | Theorie | Theory |
Extent: | 1 Online-Ressource (circa 33 Seiten) Illustrationen |
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Series: | Working paper / Türkiye Cumhuriyet Merkez Bankası. - Ankara : [Verlag nicht ermittelbar], ZDB-ID 2842181-4. - Vol. no: 18, 16 (October 2018) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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