Results 11 to 20 of about 877,424 (298)
Stress Index in the Negotiable Financial Instruments Market in Poland
Problemy Zarządzania, 2017 The aim of the study is to verify the turbulence in the negotiable financial instruments market in Poland, by evaluating the composite stress index, which includes indicators concerning the stock market (volatility, liquidity, CMAX based on stock index
Igor Kravchuk
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An analysis of the linkages among fiscal vulnerability, financial stress and macroeconomic policies: an econometric study [PDF]
Fulbright Review of Economics and Policy, 2022 Purpose – This study aims to analyze the imbalances in the public finance structure of Pakistan’s economy and highlight the need for comprehensive reforms.
Khurram Ejaz Chandia +2 more
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Estimating Financial Stress in Iran's Economy: Emphasizing Its Consequences for Managing Business and Family Assets [PDF]
Journal of Asset Management and Financing, 2021 Introduction:Financial markets promote savings, capital accumulation, and economic growth by reducing transaction costs and information asymmetries in the economy. The growth of efficient financial markets plays a decisive role in economic growth, but it
farzam emadifar +3 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
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A New Financial Stress Index for Ukraine [PDF]
Visnyk of the National Bank of Ukraine, 2021 This study improves on the methodology for calculating the financial stress index (FSI) for Ukraine by introducing a time-varying correlation into the aggregation of five subindices (representing the banking sector, households, the corporate sector, government securities, and the foreign exchange (FX) market).
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Do Oil Shocks Affect Financial Stress? Evidence from Oil-Exporting and -Importing Countries
American Business Review, 2023 In recent years, there is increasing attention to examining the relationship between oil prices, financial markets, and the economy. Relatively little is known about the dynamic relationship between structural oil shocks and financial market stress of ...
Anirban Sengupta +3 more
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Do Mutual Funds’ Exposure to Financial Stress Predict Their Future Returns? Evidence From China
SAGE Open, 2021 How macroeconomic risk affects asset prices is an important issue in the academic and industrial fields. This paper measures Chinese financial stress (CFSI) by constructing a new index, and empirically verifies the pricing relationship between financial ...
Sha Zhu, Fujun Lai, Jie Deng, Qian Wang
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Financial Security Assessment in the European Union Countries
Vilnius University Open Series, 2021 Financial security of the country means the absence of threats to the financial system, ensuring the stability and development of the financial system and the ability to maintain the financial sovereignty of the state.
Jurga Grikietytė-Čebatavičienė
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Volatility Spillover Between Bitcoin And Financial Stress Index
Journal of Corporate Governance, Insurance, and Risk Management, 2022 Purpose: This paper aims to test the volatility models for Bitcoin (BTC) and the financial stress index (FSI) and examine the volatility spillover among them. This aim was reached by obtaining weekly data from the 7th of January 2011 and the 24th of December 2021. Methodology: First, volatility modelling for the series is provided, and GARCH (1,1) for
Nur, Tuğba, Korkmaz, Turhan
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Stability of financial markets in Iran [PDF]
فصلنامه بورس اوراق بهادار, 2020 The emergence of financial crises and their long-term consequences on the real sectors of economies has further highlighted the importance of examining financial stability in financial markets.
Hassan Ghalibaf +2 more
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