"Wavelet-based" early warning signals of financial stress : an application to IMF's AE-FSI
Marco Gallegati, Mauro Gallegati, James B. Ramsey, and Willi Semmler
| Year of publication: |
[2016]
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| Authors: | Gallegati, Marco ; Gallegati, Mauro ; Ramsey, James B. ; Semmler, Willi |
| Published in: |
Dynamic modeling, empirical macroeconomics, and finance : essays in honor of Willi Semmler. - Switzerland : Springer, ISBN 978-3-319-39885-3. - 2016, p. 195-220
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| Subject: | Finanzkrise | Financial crisis | Frühindikator | Leading indicator | Indexberechnung | Index construction | Fourier-Analyse | Fourier analysis | Industrieländer | Industrialized countries |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | AE-FSI = Advanced Economies Financial Stress Index |
| Other identifiers: | 10.1007/978-3-319-39887-7_9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011627984