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...

Полное описание

Библиографические подробности
Главный автор: Mendez Morales, Armando
Другие авторы: Schumacher, Liliana
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2003.
Серии:IMF Working Papers; Working Paper ; No. 2003/047
Online-ссылка:Full text available on IMF