The study empirically assesses how macroprudential policy interacts with systemic risk, industrial production, and monetary intervention on a global level from January 2006 to December 2018. We adopt the aggregate proxies of these variables, capturing their global effects, and use a novel...

This is the conference presentation for the working paper proposing a novel sentiment-based index of global financial stress presented at the 4th International Workshop "Systemic risks in the financial sector" (National Research University Higher School of Economics, Moscow, November 26th, 2021)

The paper empirically assesses how macroprudential policy interacts with systemic risk, industrial production and monetary intervention on the worldwide level during January 2006-December 2016. We adopt the aggregate proxies of these variables, capturing their global effects, and use a novel...