The book is currently out of stock
Parameters
More about the book
In this paper, we construct a single composite financial stress indicator (FSI) which aims to predict developments in the real economy in the euro area. Our FSI was shown to perform better than the Euro STOXX 50 volatility index for the recent banking crisis and the euro-area sovereign debt crisis and to be able to serve as an early warning indicator for negative impacts of financial stress on the real economy.
Book purchase
A single composite financial stress indicator and its real impact in the euro area, Mevlud Islami
- Language
- Released
- 2013
We’ll notify you via email once we track it down.
Payment methods
- Title
- A single composite financial stress indicator and its real impact in the euro area
- Language
- English
- Authors
- Mevlud Islami
- Released
- 2013
- ISBN10
- 3865589472
- ISBN13
- 9783865589477
- Category
- Business and Economics
- Description
- In this paper, we construct a single composite financial stress indicator (FSI) which aims to predict developments in the real economy in the euro area. Our FSI was shown to perform better than the Euro STOXX 50 volatility index for the recent banking crisis and the euro-area sovereign debt crisis and to be able to serve as an early warning indicator for negative impacts of financial stress on the real economy.