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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Manning, Jonathan
Awduron Eraill: Shamloo, Maral
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 2015.
Cyfres:IMF Working Papers; Working Paper ; No. 2015/220
Mynediad Ar-lein:Full text available on IMF