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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Détails bibliographiques
Auteur principal: Mendez Morales, Armando
Autres auteurs: Schumacher, Liliana
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2003.
Collection:IMF Working Papers; Working Paper ; No. 2003/047
Accès en ligne:Full text available on IMF