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...

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Bibliografske podrobnosti
Glavni avtor: Manning, Jonathan
Drugi avtorji: Shamloo, Maral
Format: Revija
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2015.
Serija:IMF Working Papers; Working Paper ; No. 2015/220
Online dostop:Full text available on IMF