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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| 格式: | 雜誌 |
| 語言: | English |
| 出版: |
Washington, D.C. :
International Monetary Fund,
2015.
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| 叢編: | IMF Working Papers; Working Paper ;
No. 2015/220 |
| 在線閱讀: | Full text available on IMF |