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Financial stress indices: An introduction · Study

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ArticleFinancial stress indices: An introduction

Manfred Kremer2016

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Financial stress indices: An introduction

22 citations·0/0 files stored·The Spanish Review of Financial Economics

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Banking stability, regulation, efficiency Global Financial Crisis and Policies Financial Risk and Volatility Modeling

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References

2002Dynamic Conditional Correlation 2004Finance and Growth: Theory and Evidence 2014The VIX, the variance premium and stock market volatility 2013Large time-varying parameter VARs 2013The VIX, the Variance Premium and Stock Market Volatility 2009Volatility Derivatives 2012A methodology for constructing a financial systemic stress index: An application to Greece 2015Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area

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2020Nekatere pasti digitalizacije za Republiko Slovenijo

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Year2016

Typearticle

Published2016-01-01

VenueThe Spanish Review of Financial Economics

ISSN-L2173-1268

Languageen

Citations22

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.1016/j.srfe.2016.02.001

openalex_workW2331355873

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