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Measuring the instability of China's financial system : indices construction and an early warning system
Sun, Lixin; Huang, Yuqin - 2016
In this paper, employing several econometric techniques, the authors construct a financial stress index (CNFSI) and a … financial conditions index (CNFCI) to measure the instability of China's financial system. The indices are based on the monthly …
Persistent link: https://www.econbiz.de/10011502689
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Measuring the instability of China's financial system : indices construction and an early warning system
Sun, Lixin; Huang, Yuqin - 2016
In this paper, employing several econometric techniques, the authors construct a financial stress index (CNFSI) and a … financial conditions index (CNFCI) to measure the instability of China's financial system. The indices are based on the monthly …
Persistent link: https://www.econbiz.de/10011416485
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The information content of monetary statistics for the Great Recession : evidence from Germany
Chen, Wenjuan; Nautz, Dieter - 2015
This paper introduces a Divisia monetary aggregate for Germany and explores its information content for the Great Recession. Divisia money and the corresponding simple sum aggregate are highly correlated in normal times but begin to diverge before the crisis. Out of sample forecast analysis and...
Persistent link: https://www.econbiz.de/10010529338
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Global Liquidity : Credit and Funding Indicators
International Monetary Fund - 2013
This note reviews some concepts of global liquidity and discusses measurement approaches that have been used by various interlocutors, including at the BIS, by Fund staff, and in academia. Some measures that could be regularly monitored by policy makers are presented
Persistent link: https://www.econbiz.de/10014410545
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Global liquidity, market sentiment, and financial stability indices
Osina, Nataliia - In: Journal of multinational financial management 52/53 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012314798
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Lost in contagion? : building a liquidation index from covariance dynamics
Wagalath, Lakshithe - In: International journal of theoretical and applied finance 20 (2017) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10011686776
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Measuring financial systemic stress for Turkey : a search for the best composite indicator
Gülenay Chadwick, Meltem; Öztürk, Hüseyin - Türkiye Cumhuriyet Merkez Bankası - 2018
Persistent link: https://www.econbiz.de/10011957868
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Financial Stress Indices and Financial Crises
Vermeulen, Robert - 2015
This paper develops a Financial Stress Index (FSI) for 28 OECD countries and examines its relationship to crises using … a novel database for financial crises. A stress index measures the current state of stress in the financial system and …
Persistent link: https://www.econbiz.de/10013024705
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Measuring financial systemic stress for Turkey: a search for the best composite indicator
Gülenay Chadwick, Meltem; Ozturk, Huseyin - In: Economic systems 43 (2019) 1, pp. 151-172
Persistent link: https://www.econbiz.de/10012314164
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Determinants of Conventional and Islamic Banks' Efficiency Before and after Global Financial Crisis 2008
Muzdalifah, Muzdalifah - 2015
This study aims to compare the Islamic and conventional banks' efficiency before and after global financial crisis …. Furthermore, it also examines factors affecting the efficiency. Using Data Envelopment Analysis (DEA), this study finds that … that bank size, capitalization, and credit risk of Islamic banks are significantly influence Overall Technical Efficiency …
Persistent link: https://www.econbiz.de/10013019662