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Macroeconomic variables and default risk : an application of the FAVAR model

Guo, Liang; Bruneau, Catherine - In: Revue d'économie politique 124 (2014) 5, pp. 817-857

Persistent link: https://www.econbiz.de/10010492060

Estimating financial conditions index for India

Khundrakpam, Jeevan Kumar; Kavediya, Rajesh; Anthony, … - In: Journal of emerging market finance 16 (2017) 1, pp. 61-89

Persistent link: https://www.econbiz.de/10011691185

Effects of stock indices of developed and emerging markets on economic activity in Colombia : a FAVAR approach

Mosquera, Stephanía - In: Lecturas de economía 85 (2016), pp. 155-178

Persistent link: https://www.econbiz.de/10011592588

The impact of credit supply shocks and a new Financial Conditions Index based on a FAVAR approach

Hosszú, Zsuzsanna - In: Economic systems 42 (2018) 1, pp. 32-44

Persistent link: https://www.econbiz.de/10012126042

Estimating a time-varying financial conditions index for South Africa

Kabundi, Alain; Mbelu, Asithandile - In: Empirical economics : a quarterly journal of the … 60 (2021) 4, pp. 1817-1844

Persistent link: https://www.econbiz.de/10012490676

Composing a High-Frequency Financial Conditions Index and the implications for economic activity

Kazdal, Abdullah; Korkmaz, Halil İbrahim; Yılmaz, … - In: Borsa Istanbul Review 22 (2022) 4, pp. 769-779

In this study, we construct an index using high-frequency data related to financial markets and intermediation services in Turkey, called the High-Frequency Financial Conditions Index, employing alternative statistical techniques for the period from 2006 to 2020. We also analyze the informative...

Persistent link: https://www.econbiz.de/10013334828