Measuring financial systemic stress for Turkey: a search for the best composite indicator
Meltem Gulenay Chadwick, Huseyin Ozturk
| Year of publication: |
2019
|
|---|---|
| Authors: | Gülenay Chadwick, Meltem ; Ozturk, Huseyin |
| Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 43.2019, 1, p. 151-172
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| Subject: | Financial stress indicators | Composite indicator of systemic stress | Principal component analysis | Bayesian dynamic factor model | Portfolio theory | Aggregation methods | Türkei | Turkey | Systemrisiko | Systemic risk | Wirtschaftsindikator | Economic indicator | Portfolio-Management | Portfolio selection | Faktorenanalyse | Factor analysis | Finanzkrise | Financial crisis | Messung | Measurement | Indexberechnung | Index construction | Bayes-Statistik | Bayesian inference | Hauptkomponentenanalyse | Index | Index number | Finanzmarkt | Financial market | Frühwarnsystem | Early warning system | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ecosys.2018.09.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012314164