A methodology for constructing a financial systemic stress index : an application to Greece

Dimitrios P. Louzis; Angelos T. Vouldis

Year of publication:	2012
Authors:	Louzis, Dimitrios P. ; Vouldis, Angelos T.
Published in:	Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 4, p. 1228-1241
Subject:	Financial crisis \| Systemic stress \| Stress index \| Multivariate GARCH \| Finanzkrise \| Griechenland \| Greece \| Systemrisiko \| Systemic risk \| Indexberechnung \| Index construction \| Stress \| Work stress

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