Ishrakieh, Layal Mansour; Dagher, Leila; El Hariri, Sadika - In: Central Bank Review (CBR) 20 (2020) 2, pp. 43-52
The aim of this paper is to construct the first comprehensive Financial Stress Index for Lebanon, dubbed the IFEFSI (Institute of Financial Economics Financial Stress Index). This is a broad coincident composite index that includes three different market segments; the banking sector, the...