Search Results - subject:"financial stress indicator"

Pricing risks across currency denominations

Maurer, Thomas; Tô, Thuy-Duong; Tran, Ngoc-Khanh - In: Management science : journal of the Institute for … 65 (2019) 11, pp. 5308-5336

Persistent link: https://www.econbiz.de/10012125966

Financial Stress Indicator Variables and Monetary Policy in South Africa

Raputsoane, Leroi - Economic Research Southern Africa (ERSA) - 2014

This paper analyses the relationship between financial stress indicator variables and monetary policy in South Africa … that the set of financial stress indicator variables from the bond and equity securities markets as well as those from … financial stress indicator variables from commodities markets and the foreign exchange rate market are weakly associated with …

Persistent link: https://www.econbiz.de/10010888681

A single composite financial stress indicator and its real impact in the euro area

Islami, Mevlud; Kurz-Kim, Jeong-Ryeol - 2013

In this paper, we construct a single composite financial stress indicator (FSI) which aims to predict developments in …

Persistent link: https://www.econbiz.de/10010321483

A single composite financial stress indicator and its real impact in the euro area

Islami, Mevlud; Kurz-Kim, Jeong-Ryeol - 2013

In this paper, we construct a single composite financial stress indicator (FSI) which aims to predict developments in …

Persistent link: https://www.econbiz.de/10009792981

A single composite financial stress indicator and its real impact in the euro area

Islami, Mevlud; Kurz-Kim, Jeong-Ryeol - Deutsche Bundesbank - 2013

In this paper, we construct a single composite financial stress indicator (FSI) which aims to predict developments in …

Persistent link: https://www.econbiz.de/10010957158

International Reserves versus External Debts : Can International reserves avoid future Financial Crisis in indebted Countries ?

Mansour, Layal - HAL - 2013

severe financial crisis due to their excessive internal and/or external public debt. Using the Financial Stress Indicator …

Persistent link: https://www.econbiz.de/10010899523

International Reserves versus External Debts : Can International reserves avoid future Financial Crisis in indebted Countries ?

Mansour, Layal - Groupe d'Analyse et de Théorie Économique Lyon … - 2013

severe financial crisis due to their excessive internal and/or external public debt. Using the Financial Stress Indicator …

Persistent link: https://www.econbiz.de/10011031535

Financial stress in the Czech Republic : measurement and effects on the real economy

Malega, Ján; Horváth, Roman - In: Prague economic papers : a bimonthly journal of … 26 (2017) 3, pp. 257-268

Persistent link: https://www.econbiz.de/10011723911

Financial stress and economic activity in Germany and the Euro Area

van Roye, Björn - 2011

The financial crisis 2008-2009 and the European sovereign debt crisis have shown that stress on financial markets is important for analyzing and forecasting economic activity. Since financial stress is not directly observable but is presumably reflected in many financial market variables, it is...

Persistent link: https://www.econbiz.de/10010286071

A single composite financial stress indicator and its real impact in the euro area

Islami, Mevlud; Kurz-Kim, Jeong-Ryeol - In: International journal of finance & economics : IJFE 19 (2014) 3, pp. 204-211

Persistent link: https://www.econbiz.de/10010471952