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Identifying an index of financial conditions for South Africa
16 references·1 citing·52 second hopsampled
Identifying an index of financial conditions for South Africa (2015)Identifying an index of financial conditi…A new index of financial conditions (2014)A new index of financial cond…A Financial Conditions Index for South Africa (2012)A Financial Conditions Index …Monitoring Financial Stability: A Financial Conditions Index Approach (2011)Monitoring Financial Stabilit…Financial Conditions Indexes: A Fresh Look after the Financial Crisis (2010)Financial Conditions Indexes:…Macro Factors in Bond Risk Premia (2009)Macro Factors in Bond Risk Pr…Financial Stress: What Is It, How Can It Be Measured, and Why Does It Matter? 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References

  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 2005Asset Prices, Financial and Monetary Stability: Exploring the Nexus1,287 cited
  • 2009Macro Factors in Bond Risk Premia1,043 cited
  • 2014A new index of financial conditions710 cited
  • 2009Financial Stress: What Is It, How Can It Be Measured, and Why Does It Matter?440 cited
  • 1999Exchange rates and monetary fundamentals: what do we learn from long-horizon regressions?429 cited
  • 2010Financial Conditions Indexes: A Fresh Look after the Financial Crisis395 cited
  • 2006Forecasting Time Series Subject to Multiple Structural Breaks341 cited
  • 2007Estimation and Forecasting in Models with Multiple Breaks220 cited
  • 2001Asset Prices, Financial Conditions, and the Transmission of Monetary Policy143 cited
  • 2011Monitoring Financial Stability: A Financial Conditions Index Approach138 cited
  • 2008A U.S. Financial Conditions Index128 cited
  • 2002Asset Prices and the Conduct of Monetary Policy116 cited
  • 2005Assessing the predictive power of measures of financial conditions for macroeconomic variables84 cited
  • 2012A Financial Conditions Index for South Africa

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46 cited
  • 2002Financial Conditions Indexes45 cited
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    • 2018Comparing the forecasting ability of financial conditions indices: The case of South Africa12 cited