Market Volatility As a Financial Soundness Indicator : An Application to Israel /

Financial decisions of economic agents are based on volatility considerations. However, no aggregate indicators have been used by policymakers and regulators to assess the market risk environment. This paper applies a market volatility indicator to analyze the Israeli's transition toward inflat...

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Bibliographic Details
Main Author: Mendez Morales, Armando
Other Authors: Schumacher, Liliana
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2003.
Series:IMF Working Papers; Working Paper ; No. 2003/047
Online Access:Full text available on IMF