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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Manning, Jonathan
مؤلفون آخرون: Shamloo, Maral
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2015.
سلاسل:IMF Working Papers; Working Paper ; No. 2015/220
الوصول للمادة أونلاين:Full text available on IMF