Results 11 to 20 of about 13,825,758 (295)
A Tourism Financial Conditions Index [PDF]
, 2014 The paper uses monthly data on financial stock index returns, tourism stock sub-index returns, effective exchange rate returns and interest rate differences from April 2005 – August 2013 for Taiwan that applies Chang’s (2014) novel approach for constructing a tourism financial indicator, namely the Tourism Financial Conditions Index (TFCI). The TFCI is
Chang, C-L., Hsu, H-K., McAleer, M.
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Financial conditions index (FCI), inflation and growth: Some evidence [PDF]
Theoretical and Applied Economics, 2017 This paper first estimate financial conditions index (FCI) for India and then examines the empirical performance of the financial conditions index (FCI) to predict inflation and GDP growth. For optimal coverage of all major set of indicators, those which
Manamani SAHOO
doaj +1 more source
A high-frequency financial conditions index for Norway [PDF]
, 2023 We have constructed a financial conditions index for Norway (FCIN). The FCIN offers a daily update on Norwegian financial conditions based on data from January 2003 on bank lending rates, bond spreads, the foreign exchange market, the stock market and the housing market.
Bowe, Frida +3 more
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Composing a High-Frequency Financial Conditions Index and The Implications for Economic Activity
Borsa Istanbul Review, 2022 In this study, we construct an index using high-frequency data related to financial markets and intermediation services in Turkey, called the High-Frequency Financial Conditions Index, employing alternative statistical techniques for the period from 2006
Abdullah Kazdal +2 more
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Forecasting the Trend of Macroeconomic Variables in Terms of Financial Conditions Index in Iran: TVP-FAVAR Approach [PDF]
برنامهریزی و بودجه, 2023 Due to the forward-looking nature of economic decisions, forecasting the trend of macroeconomic variables has a fundamental role in economic planning and policies. For this purpose, the present study attempts to extract the financial conditions index for
Atefe Alahverdi +2 more
doaj
Assessing and Combining Financial Conditions Indexes [PDF]
Finance and Economics Discussion Series, 2013 We evaluate the short horizon predictive ability of financial conditions indexes for stock returns and macroeconomic variables. We find reliable predictability only when the sample includes the 2008 financial crisis, and we argue that this result is driven by tailoring the indexes to the crisis and by non-synchronous trading.
Sirio Aramonte +2 more
openaire +2 more sources
On the Issue of Predicting Global Financial and Economic Crises
Финансы: теория и практика, 2020 Assumptions about the impending new global crisis, which are increasingly found in expert discussions, have intensified the search for reliable crisis predictors, despite the existing theoretical consensus on the fundamental impossibility of forecasting ...
Yu. A. Danilov +2 more
doaj +1 more source
Financial Conditions Indexes [PDF]
, 2002 This paper provides an exposition of the nature, means of estimation and uses of Financial Conditions Indexes (FCIs) and their relationship to the more common Monetary Conditions Indexes (MCIs) that are used by market analysts, international organisations and central banks.
Mayes, David, Virén, Matti
openaire +3 more sources
Financial Development Trajectories of the Russian Arctic Regions
Арктика и Север, 2022 Priority development of the Arctic territories is particularly relevant in conditions of unstable en-vironmental balance, significant climate change, and territorial vulnerability.
Natalya V. Dyadik +1 more
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Heliyon, 2023 The flow of information between markets is important to guide investors and policymakers in the effective allocation of assets and proactive market regulation, respectively.
Mohammed Armah +2 more
doaj +1 more source