Near-Coincident Indicators of Systemic Stress /
The G-20 Data Gaps Initiative has called for the IMF to develop standard measures of tail risk, which we identify in this paper with systemic risk. To understand the conditions under which tail risk is present, it is first necessary to develop a measure of what constitutes a systemic stress, or tail...
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| Autres auteurs: | , , |
| Format: | Revue |
| Langue: | English |
| Publié: |
Washington, D.C. :
International Monetary Fund,
2013.
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| Collection: | IMF Working Papers; Working Paper ;
No. 2013/115 |
| Accès en ligne: | Full text available on IMF |