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Disentangling Diverse Measures: A Survey of Financial Stress Indexes

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Assessing the link between price and financial stability

62 cited

2015Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area61 cited

2016Measuring Market Liquidity in US Fixed Income Markets: A New Synthetic Indicator59 cited

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2015Financial sector and output dynamics in the euro area: Non-linearities reconsidered40 cited