An Emerging Market Financial Conditions Index: A VAR Approach.
Year of publication: |
2014-10
|
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Authors: | Charleroy, Rémy ; Stemmer, Michael A. |
Institutions: | Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) |
Subject: | Emerging Markets | financial conditions index | VAR | leading indicator |
Extent: | application/pdf |
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Series: | Documents de travail du Centre d'Economie de la Sorbonne. - ISSN 1955-611X. |
Type of publication: | Book / Working Paper |
Notes: | 26 pages |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; E44 - Financial Markets and the Macroeconomy ; F42 - International Policy Coordination and Transmission |
Source: |
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