Results 1 to 10 of about 596,627 (164)
The Financial Stress Index: Identification of Systemic Risk Conditions [PDF]
Risks, 2015 This paper develops a financial stress measure for the United States, the Cleveland Financial Stress Index (CFSI). The index is based on publicly available data describing a six-market partition of the financial system comprising credit, funding, real ...
Mikhail V. Oet +2 more
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A Tourism Financial Conditions Index for Tourism Finance [PDF]
Challenges, 2017 The paper uses monthly data on tourism related factors from April 2005–June 2016 for Taiwan that applies factor analysis and Chang’s (2015) novel approach for constructing a tourism financial indicator, namely the Tourism Financial Conditions Index (TFCI)
Chia-Lin Chang +2 more
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The financial stability index – An insight into the financial and economic conditions of Romania
Theoretical and Applied Economics, 2017 The goal of this paper is to quantify the index of financial stability linking it with macroeconomic indicators for Romanian economy. The index is intended to analyze the relationships between the main indicators of the banking sector and the most ...
Claudiu Mihail MANOLESCU +1 more
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Extraction of dynamic financial condition index in Iran by time-varying parameters approach [PDF]
مدلسازی اقتصادسنجی, 2022 Structural changes and economic and financial condition change the nature of economic models, and this shows the importance of using models that consider the dynamics of model parameters over time.In this paper, we use factor augmented vector ...
Atefe Alahverdi +2 more
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A new index of financial conditions [PDF]
European Economic Review, 2013 We use factor augmented vector autoregressive models with time-varying coefficients and stochastic volatility to construct a financial conditions index that can accurately track expectations about growth in key US macroeconomic variables. Time-variation in the models׳ parameters allows for the weights attached to each financial variable in the index to
Koop, Gary, Korobilis, Dimitris
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Designing a Financial Condition Index to Predict Macroeconomic Variables Using Dynamic Time-varying Models [PDF]
تحقیقات مالی, 2023 Objective: Since financial developments that are not driven by fundamental factors of monetary policy may have a large impact on the economy, policymakers have placed significant emphasis on the financial conditions index over the past recent years ...
Paria Karimi +3 more
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Dynamic relationships between financial conditions index and stock returns [PDF]
Iranian Journal of Finance, 2020 Stock return predictability has been extensively considered as a stylized reality. Theories indicate that returns should change along the time, and various studies have presented evidence on this point. On the other hand, there is an optimal portfolio in
Amin Sadat +2 more
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Financial Stress Index as an Indicator of Financial Stability of Ukraine in War Conditions
Статистика України, 2022 The importance of proper statistical support of the financial and banking system of the country is substantiated. It was noted that the statistics of the financial sector forms indicators of monetary and credit statistics, statistics of financial markets,
H. V. Holubova
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An empirical analysis of the impact of China’s financial development on current account [PDF]
E3S Web of Conferences, 2020 The global economy presents a situation of unbalanced development, and the imbalance of current account is the important aspect of global economic imbalance.
Li Wei, Dai Yuzan
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Financial fairness and conditional indexation [PDF]
Scandinavian Actuarial Journal, 2016 Collective pension contracts can generate advantages for their participants by implementing forms of risk sharing. To ensure the continuity of a collective scheme, it has to be monitored whether the contracts offered to participants are financially fair in terms of their market value.
Torsten Kleinow, Johannes M. Schumacher
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