A Financial Conditions Index for Greece /

We construct a Financial Conditions Index (FCI) for Greece as a surveillance tool to quantify the degree of the stress in the financial sector. We use principal component analysis to capture the information content of several financial indicators through a single index. We also construct an alternat...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Manning, Jonathan
Rannpháirtithe: Shamloo, Maral
Formáid: IRIS
Teanga:English
Foilsithe / Cruthaithe: Washington, D.C. : International Monetary Fund, 2015.
Sraith:IMF Working Papers; Working Paper ; No. 2015/220
Rochtain ar líne:Full text available on IMF