Results 21 to 30 of about 13,825,758 (295)
Review of Economic Analysis, 2023 We contribute to the literature on the international propagation of uncertainty shocks with a Global Vector Autoregressive (GVAR) model that quantifies the spillover effects of uncertainty shocks in the US on to real equity prices of 32 advanced and ...
Afees A. Salisu +2 more
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Heliyon, 2023 As financial conditions become more complex and variable, capturing economic patterns becomes harder. The Financial Conditions Index (FCI) has gained traction as a tool to assess the performance of financial markets in nations or regions.
Jiahui Li, Hongming Li, Yuanying Jiang
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Modeling the Dynamic Financial Condition Index (FCI) and Assessing Its Effectiveness in Predicting Iran’s Stock Returns [PDF]
Journal of Asset Management and Financing, 2022 This paper used a factor-augmented vector autoregressive model with time-varying coefficients to construct a financial conditions index. Time variation in the model’s parameters allowed the weights to be attached to each variable in the index to evolve ...
Seyed Aziz Arman +2 more
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Stress Test the financial health of the Vietnam commercial bank during the Covid-19 pandemic
Ho Chi Minh City Open University Journal of Science - Economics and Business Administration, 2022 The Covid-19 pandemic has had an impact on many aspects of the economy, including commercial banking. The effect of the pandemic on the bank’s operation through three main channels, when the pandemic happens, many enterprises have to stop production and ...
Nguyen Quoc Anh, Tang My Sang
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Financial Conditions Indexes for Asian Economies [PDF]
SSRN Electronic Journal, 2013 Financial conditions indexes (FCIs) are constructed for five Asian economies, namely, Hong Kong, China; Japan; the Republic of Korea; Malaysia; and Singapore, using a principal component analysis (PCA) methodology from Hatzius et al. (2010) and quarterly data.
Debuque-Gonzales , Margarita +1 more
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Social Interaction, Financial Literacy, and Household Financial Fragility [PDF]
SHS Web of Conferences, 2023 With the rapid development of digitalization, social interaction is becoming more and more frequent and complex, and the problem of household financial fragility is becoming more and more prominent, which brings challenges to macro financial stability ...
Dan Shi, Sheng-nan Yu
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IDENTIFYING FINANCIAL CONDITION INDEXES FOR VIETNAM
Journal of Southwest Jiaotong University, 2021 This research constructs a financial condition index (FCI) for Vietnam to explore the macro-financial linkages in the country. This index is constructed by applying the principal components analysis (PCA) method. The FCI is constructed using monthly data from 2000 to 2020 and is based on a set of financial variables, including variables that define the
Tran Thi Xuan Anh +3 more
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MONETARY POLICY AND FINANCIAL CONDITIONS IN INDONESIA
Buletin Ekonomi Moneter dan Perbankan, 2019 We develop a financial condition index (FCI) and examine the effects of monetary policy on financial conditions in Indonesia. We show that our FCI tracks financial conditions quite well because it captures key financial events (the Asian financial crisis
Bernard Njindan Iyke, Solikin M. Juhro
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A Financial Conditions Index for the CEE Economies [PDF]
SSRN Electronic Journal, 2017 Financial Conditions Indexes (FCIs) are analytical tools devised to synthesize the information contained in a set of financial variables in order to identify how financial conditions affect economic activity. In this paper, for each of the three main Central and Eastern EU member states outside the euro area (Hungary, Poland and the Czech Republic) an ...
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Green index and finiteness conditions for semigroups [PDF]
, 2008 Let S be a semigroup and let T be a subsemigroup of S. Then T acts on S by left and by right multiplication. If the complement S \ T has finitely many strong orbits by both these actions we say that T has finite Green index in S.
R. Gray +7 more
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