Early warning system for risk of external liquidity shock in BRICS countries
Hui An, Hao Wang, Sarath Delpachitra, Simon Cottrell, Xiao Yu
| Year of publication: |
2022
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|---|---|
| Authors: | An, Hui ; Wang, Hao ; Delpachitra, Sarath B. ; Cottrell, Simon ; Yu, Xiao |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 51.2022, 1, p. 1-18
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| Subject: | ARMA-GARCH model | BRICS | Early warning system | External liquidity shock | Financial stress index | Frühwarnsystem | BRICS-Staaten | BRICS countries | Schock | Shock | Liquidität | Liquidity | Finanzkrise | Financial crisis | Schwellenländer | Emerging economies | Bankenliquidität | Bank liquidity | Bankenkrise | Banking crisis | Wirtschaftsindikator | Economic indicator | Währungskrise | Currency crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2021.100878 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013417315