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Data modelling - merging supervision, statistics and monetary analysis data into a joint data set for financial enterprises

In: Proceedings of the IFC Conference on "Measuring financial innovation and its impact", Basel, 26-27 August 2008

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  • Olav Stensrud

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  • Olav Stensrud, 2009. "Data modelling - merging supervision, statistics and monetary analysis data into a joint data set for financial enterprises," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Measuring financial innovation and its impact", Basel, 26-27 August 2008, volume 31, pages 402-407, Bank for International Settlements.
  • Handle: RePEc:bis:bisifc:31-28
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    File URL: http://www.bis.org/ifc/publ/ifcb31ad.pdf
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    Cited by:

    1. Bitetto, Alessandro & Cerchiello, Paola & Mertzanis, Charilaos, 2023. "On the efficient synthesis of short financial time series: A Dynamic Factor Model approach," Finance Research Letters, Elsevier, vol. 53(C).

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