Search Results - subject:"stress indicator"

The European Financial Market Stress Index

Corbet, Shaen - In: International Journal of Economics and Financial Issues 4 (2014) 1, pp. 217-230

This research constructs and develops a financial stress index based on European financial markets. The integration of numerous sovereign states has created difficulty identifying stress in any one single financial component, but incorporating twenty-three headline European stress indicators...

Persistent link: https://www.econbiz.de/10010734375

Financial Stress Indicator Variables and Monetary Policy in South Africa

Raputsoane, Leroi - Economic Research Southern Africa (ERSA) - 2014

This paper analyses the relationship between financial stress indicator variables and monetary policy in South Africa … that the set of financial stress indicator variables from the bond and equity securities markets as well as those from … financial stress indicator variables from commodities markets and the foreign exchange rate market are weakly associated with …

Persistent link: https://www.econbiz.de/10010888681

The European financial market stress index

Corbet, Shaen - In: International journal of economics and financial issues … 4 (2014) 1, pp. 217-230

Persistent link: https://www.econbiz.de/10010520103

International Reserves versus External Debts : Can International reserves avoid future Financial Crisis in indebted Countries ?

Mansour, Layal - HAL - 2013

severe financial crisis due to their excessive internal and/or external public debt. Using the Financial Stress Indicator …

Persistent link: https://www.econbiz.de/10010899523

A single composite financial stress indicator and its real impact in the euro area

Islami, Mevlud; Kurz-Kim, Jeong-Ryeol - Deutsche Bundesbank - 2013

In this paper, we construct a single composite financial stress indicator (FSI) which aims to predict developments in …

Persistent link: https://www.econbiz.de/10010957158

International Reserves versus External Debts : Can International reserves avoid future Financial Crisis in indebted Countries ?

Mansour, Layal - Groupe d'Analyse et de Théorie Économique Lyon … - 2013

severe financial crisis due to their excessive internal and/or external public debt. Using the Financial Stress Indicator …

Persistent link: https://www.econbiz.de/10011031535

A single composite financial stress indicator and its real impact in the euro area

Islami, Mevlud; Kurz-Kim, Jeong-Ryeol - 2013

In this paper, we construct a single composite financial stress indicator (FSI) which aims to predict developments in …

Persistent link: https://www.econbiz.de/10010321483

A single composite financial stress indicator and its real impact in the euro area

Islami, Mevlud; Kurz-Kim, Jeong-Ryeol - 2013

In this paper, we construct a single composite financial stress indicator (FSI) which aims to predict developments in …

Persistent link: https://www.econbiz.de/10009792981

Financial stress and economic activity in Germany and the Euro Area

van Roye, Björn - 2011

variables. Therefore, I derive a financial market stress indicator (FMSI) for Germany and the Euro Area using a dynamic …

Persistent link: https://www.econbiz.de/10010286071

Does the Euro-zone diverge? A stress indicator for analyzing trends and cycles in real GDP and inflation

Flaig, Gebhard; Wollmershäuser, Timo - 2007

This paper presents a stress indicator for the Euro-zone that summarizes developments of trends and cycles in real GDP …

Persistent link: https://www.econbiz.de/10010276206