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improvements. The present paper seeks to contribute to this evolution, focusing on the “Global Risk Appetite Index” (GRAI) class of …
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being integrated in a meaningful way - that of price equalization. A new index of de-facto financial integration is used to …
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because they prevent countries from being integrated in a meaningful way - that of price equalization. Using a new index of de …
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10 Jahre nach dem Lehman Crash stellt sich die Frage, ob ein solcher Zusammenbruch zeitnah erneut stattfinden kann und wird. Dieser Frage wird anhand der Ergebnisse des IMK Finanzmarktstressindikators nachgegangen, der auf einer dynamischen Hauptkomponentenanalyse basiert. Im Rahmen der Analyse...
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terms of foreign exchange market dynamics. An implementable financial stress index (FSI) is created and then used to … currencies) and we show that such an index has potential value in protecting a portfolio against loss during periods of stress …
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