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Financial stress indices and financial crises

Vermeulen, Robert; Hoeberichts, Marco; Vašíček, Bořek; … - In: Open economies review 26 (2015) 3, pp. 383-406

Persistent link: https://www.econbiz.de/10011481369

Financial stress indices and financial crises

Vermeulen, Robert; Hoeberichts, Marco; Vašíček, Bořek; … - 2015

Persistent link: https://www.econbiz.de/10010503366

Financial stress spillovers in advanced economies

Apostolakis, George; Papadopoulos, Athanasios P. - In: Journal of international financial markets, … 32 (2014), pp. 128-149

Persistent link: https://www.econbiz.de/10011299800

The Latvian financial stress index as an important element of the financial system stability monitoring framework

Siņenko, Nadežda; Titarenko, Deniss; Āriņš, Mikus - In: Baltic journal of economics 13 (2013) 2, pp. 85-110

Persistent link: https://www.econbiz.de/10010241898

The OFR financial stress index

Monin, Phillip J. - In: Risks : open access journal 7 (2019) 1/25, pp. 1-21

We introduce a financial stress index that was developed by the Office of Financial Research (OFR FSI) and detail its … purpose, construction, interpretation, and use in financial market monitoring. The index employs a novel and flexible … Fed National Activity Index in a Granger causality analysis, suggesting that increases in financial stress help predict …

Persistent link: https://www.econbiz.de/10012015941

Financial vulnerability and economic dynamics in Malaysia

Kuek, Tai-Hock; Puah, Chin-Hong; M. Affendy Arip - In: Journal of central banking theory and practice 9 (2020), pp. 55-73

This study attempts to develop a financial vulnerability indicator serving as a composite indicator for the state of financial vulnerability. The indicator was constructed from 10 variables of macroeconomic, financial and property market by extracting a common vulnerability component through the...

Persistent link: https://www.econbiz.de/10012306680