Procyclicality and the Search for Early Warning Indicators /

This paper compares three types of early warning indicators of financial instability - those based on financial market prices, those based on normalized measures of total credit and those based on liabilities of financial intermediaries. Prices perform well as concurrent indicators of market conditi...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Shin, Hyun
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2013.
سلاسل:IMF Working Papers; Working Paper ; No. 2013/258
الوصول للمادة أونلاين:Full text available on IMF