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An Index of Financial Stress for Canada

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Cited by:

  1. Shaen Corbet & Cian Twomey, 2014. "An index of financial market stress for the United Kingdom," Economics and Business Letters, Oviedo University Press, vol. 3(2), pages 127-133.
  2. Sadia Babar & Rashid Latief & Sumaira Ashraf & Sania Nawaz, 2019. "Financial Stability Index for the Financial Sector of Pakistan," Economies, MDPI, vol. 7(3), pages 1-24, August.
  3. Marina Maniati & Evangelos Sambracos, 2017. "Decision-making process in shipping finance: A stochastic approach," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1317083-131, January.
  4. Armida Alisjahbana & Viktor Pirmana, 2015. "Assessing Indonesia’s Long Run Growth: The Role of Total Factor Productivity and Human Capital," Working Papers in Economics and Development Studies (WoPEDS) 201503, Department of Economics, Padjadjaran University, revised Oct 2015.
  5. Vladyslav Filatov, 2020. "A New Financial Stress Index for Ukraine," IHEID Working Papers 15-2020, Economics Section, The Graduate Institute of International Studies.
  6. Vdovychenko, Artem & Oros, Galyna, 2014. "Financial stress index: estimation and application in empirical researches in Ukraine," MPRA Paper 69337, University Library of Munich, Germany.
  7. Efthymios G. Tsionas, 2014. "On modeling banking risk," Working Papers 183, Bank of Greece.
  8. Kappler, Marcus & Schleer, Frauke, 2017. "A financially stressed euro area," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 11, pages 1-37.
  9. Albulescu, Claudiu Tiberiu, 2013. "Financial Stability and Monetary Policy: A Reduced-Form Model for the EURO Area," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 62-81, March.
  10. Bors ISAC, 2015. "VAR Methodology in Assessment of the Financial Stability," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 93-98.
  11. Claudiu T. Albulescu, 2011. "Economic and Financial Integration of CEECs: The Impact of Financial Instability," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 5(1), pages 027-045, March.
  12. Timothy Bianco & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2012. "Financial stress index: a lens for supervising the financial system," Working Papers (Old Series) 12-37, Federal Reserve Bank of Cleveland.
  13. Judith Eidenberger & Benjamin Neudorfer & Michael Sigmund & Ingrid Stein, 2013. "Quantifying Financial Stability in Austria, New Tools for Macroprudential Supervision," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 26, pages 62-81.
  14. Apriliani Gustiana & Nasrudin, 2021. "Evaluating Financial System Stability Using Heatmap from Aggregate Financial Stability Index with Change Point Analysis Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(3), pages 367-396, September.
  15. Kristína Kočišová & Daniel Stavárek, 2015. "Banking Stability Index: New EU countries after Ten Years of Membership," Working Papers 0024, Silesian University, School of Business Administration.
  16. Nasreen, Samia & Anwar, Sofia & Ozturk, Ilhan, 2017. "Financial stability, energy consumption and environmental quality: Evidence from South Asian economies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 67(C), pages 1105-1122.
  17. repec:ipf:finteo:v:39:y:2015:i:3:p:171-203 is not listed on IDEAS
  18. Juan Francisco Martínez & José Miguel Matus & Daniel Oda, 2018. "Taxonomy of Chilean Financial Fragility Periods from 1975 to 2017," Working Papers Central Bank of Chile 822, Central Bank of Chile.
  19. Irving Fisher Committee, 2005. "Proceedings of the IFC Conference on "Central Bank Issues Regarding National and Financial Accounts", Basel, September 2004," IFC Bulletins, Bank for International Settlements, number 21, July.
  20. Claudiu T Albulescu & Daniel Goyeau & Dominique Pépin, 2013. "Financial instability and ECB monetary policy," Economics Bulletin, AccessEcon, vol. 33(1), pages 388-400.
  21. Blaise Gadanecz & Kaushik Jayaram, 2009. "Measures of financial stability - a review," 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 365-380, Bank for International Settlements.
  22. Ali Namaki & Reza Eyvazloo & Shahin Ramtinnia, 2023. "A systematic review of early warning systems in finance," Papers 2310.00490, arXiv.org.
  23. Albulescu, Claudiu Tiberiu, 2010. "Forecasting The Romanian Financial System Stability Using A Stochastic Simulation Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 81-98, March.
  24. Rosaria Rita Canale & Paul Grauwe & Pasquale Foresti & Oreste Napolitano, 2018. "Is there a trade-off between free capital mobility, financial stability and fiscal policy flexibility in the EMU?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 154(1), pages 177-201, February.
  25. Layal Mansour-Ichrakieh, 2021. "The Impact of Israeli and Saudi Arabian Geopolitical Risks on the Lebanese Financial Market," JRFM, MDPI, vol. 14(3), pages 1-24, February.
  26. Mikhail V. Oet & John M. Dooley & Amanda C. Janosko & Dieter Gramlich & Stephen J. Ong, 2015. "Supervising System Stress in Multiple Markets," Risks, MDPI, vol. 3(3), pages 1-25, September.
  27. Hayet Abbad & Mohamed Achouche & Yamina Tadjeddine, 2015. "Evaluation du système financier Algérien : Construction d’un indice agrégé de stabilité bancaire," EconomiX Working Papers 2015-25, University of Paris Nanterre, EconomiX.
  28. Michał Fronc & Piotr Mielus, 2017. "Financial convergence on emerging markets: the case of CEE countries," Bank i Kredyt, Narodowy Bank Polski, vol. 48(2), pages 149-172.
  29. Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2018. "The Institute of Financial Economics Financial Stress Index (IFEFSI) for Lebanon," MPRA Paper 116054, University Library of Munich, Germany.
  30. Eidenberger, Judith & Neudorfer, Benjamin & Sigmund, Michael & Stein, Ingrid, 2014. "What predicts financial (in)stability? A Bayesian approach," Discussion Papers 36/2014, Deutsche Bundesbank.
  31. Mikhail V. Oet & John M. Dooley & Stephen J. Ong, 2015. "The Financial Stress Index: Identification of Systemic Risk Conditions," Risks, MDPI, vol. 3(3), pages 1-25, September.
  32. Nadri , Kamran & Ebrahimi , Sajad & Fadaie , Abbas, 2018. "An Investigation of Co-Movement of Financial Stability Index with Macro-Prudential Indicator through Wavelet Analysis," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(2), pages 125-151, April.
  33. Duprey, Thibaut & Klaus, Benjamin, 2022. "Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress," Journal of Banking & Finance, Elsevier, vol. 138(C).
  34. Weistroffer, Christian & Vallés, Veronica, 2008. "Monitoring banking sector risks: An applied approach," Research Notes 29, Deutsche Bank Research.
  35. Elsayed, Ahmed H. & Naifar, Nader & Nasreen, Samia, 2023. "Financial stability and monetary policy reaction: Evidence from the GCC countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 396-405.
  36. Elke Hanschel & Pierre Monnin, 2005. "Measuring and forecasting stress in the banking sector: evidence from Switzerland," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 431-49, Bank for International Settlements.
  37. Samia Nasreen & Sofia Anwar, 2017. "Financial Stability And The Role Of Economic And Financial Integration In South Asia: Evidence From Time-Series Data," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(02), pages 303-333, March.
  38. Samia Nasreen & Sofia Anwar, 2020. "Financial Stability And The Role Of Economic And Financial Integration In South Asia: Evidence From Time-Series Data," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(02), pages 303-333, March.
  39. Mr. Nicolas Arregui & Mr. Selim A Elekdag & Mr. Gaston Gelos & Romain Lafarguette & Dulani Seneviratne, 2018. "Can Countries Manage Their Financial Conditions Amid Globalization?," IMF Working Papers 2018/015, International Monetary Fund.
  40. Albulescu, Claudiu Tiberiu, 2008. "Assessing Romanian financial sector stability: the importance of the international economic climate," MPRA Paper 16581, University Library of Munich, Germany, revised 12 Feb 2009.
  41. Mamatzakis, Emmanuel C. & Ongena, Steven & Tsionas, Mike G., 2021. "Does alternative finance moderate bank fragility? Evidence from the euro area," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
  42. Miguel Morales & Dairo Estrada, 2010. "A financial stability index for Colombia," Annals of Finance, Springer, vol. 6(4), pages 555-581, October.
  43. Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2013. "Policy in adaptive financial markets—the use of systemic risk early warning tools," Working Papers (Old Series) 1309, Federal Reserve Bank of Cleveland.
  44. Sun, Lixin & Huang, Yuqin, 2016. "Measuring the instability of China's financial system: Indices construction and an early warning system," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-41.
  45. Rashid Nikzad & David McDonald, 2017. "Extreme Value Theory with an Application to Bank Failures through Contagion," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(3), pages 1-6.
  46. Dagher, Leila & Hasanov, Fakhri J., 2023. "Oil market shocks and financial instability in Asian countries," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 182-195.
  47. Feng Qing & Xiaohuan Liu & Zhaoyong Jiang & Shaoda Li, 2020. "Assessment of energy strategy pressure based on geographical information system," Energy & Environment, , vol. 31(6), pages 1031-1054, September.
  48. Mirna Dumicic, 2015. "Financial stress indicators for small, open, highly euroized countries: the case of Croatia," Financial Theory and Practice, Institute of Public Finance, vol. 39(2), pages 171-203.
  49. Marie Brière & Kamal Chancari, 2004. "Perception des risques sur les marchés, construction d'un indice élaboré à partir des smiles d'options et test de stratégies," Revue d'économie politique, Dalloz, vol. 114(4), pages 527-555.
  50. Stefano Puddu, 2013. "Optimal Weights and Stress Banking Indexes," IRENE Working Papers 13-02, IRENE Institute of Economic Research.
  51. Dairo Estrada & Miguel Ángel Morales Mosquera, 2009. "Indice de Estabilidad Financiera para Colombia," Temas de Estabilidad Financiera 038, Banco de la Republica de Colombia.
  52. Kaelo Ntwaepelo & Grivas Chiyaba, 2022. "Financial Stability Surveillance Tools: Evaluating the Performance of Stress Indices," Economics Discussion Papers em-dp2022-06, Department of Economics, University of Reading.
  53. Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2020. "Not the usual suspects: Critical indicators in a dollarized country's Financial Stress Index," Finance Research Letters, Elsevier, vol. 32(C).
  54. Oet, Mikhail V. & Bianco, Timothy & Gramlich, Dieter & Ong, Stephen J., 2013. "SAFE: An early warning system for systemic banking risk," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4510-4533.
  55. Nadri , Kamran & Ebrahimi , Sajad & Fadaie , Abbas, 2018. "Assessment of Financial Stability in the Banking Sector in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(4), pages 501-523, October.
  56. ATI Abdessatar & BEN JAZIA Rachida, 2013. "Institutional Quality And Financial Stress: Experience From Emerging Country," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 8(3), pages 5-20, December.
  57. Petr Jakubík & Tomáš Slacík, 2013. "Measuring Financial (In)Stability in Emerging Europe: A New Index-Based Approach," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 25, pages 102-117.
  58. Ameni GHENIMI & khaled OWEIS & Mohamed Ali OMRI, 2016. "Financial stability of islamic banks in the MENA countries during financial crisis and political uncertainty: an empirical investigation," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 7(1), June.
  59. Jan Willem van den End, 2006. "Indicator and boundaries of financial stability," DNB Working Papers 097, Netherlands Central Bank, Research Department.
  60. Layal MansourIshrakieh & Leila Dagher & Sadika El Hariri, 2020. "A financial stress index for a highly dollarized developing country : The case of Lebanon," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 20(2), pages 43-52.
  61. Sha Zhu, 2018. "The Spillover and Transmission of Chinese Financial Markets Risk," International Business Research, Canadian Center of Science and Education, vol. 11(8), pages 66-75, August.
  62. Niluthpaul Sarker & Shamsun Nahar, 2018. "The Vulnerability Trends of the Banking Sector of Bangladesh: A Stress Testing Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 8(3), pages 75-85.
  63. Lesia Tyshchenko & Attila Csajbok, 2017. "A Financial Stress Index for Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 240, pages 5-13.
  64. Mishra, Akanksha & Dubey, Amlendu, 2022. "Inflation targeting and its spillover effects on financial stability in emerging market economies," Journal of Policy Modeling, Elsevier, vol. 44(6), pages 1198-1218.
  65. Vîntu, Denis & Negotei, Ioana-Alina, 2018. "Analysis of Financial Stability: The Construction of a New Composite Financial Stability Index for Euro Area," MPRA Paper 107625, University Library of Munich, Germany, revised 15 Apr 2018.
  66. Shaen Corbet, 2014. "The European Financial Market Stress Index," International Journal of Economics and Financial Issues, Econjournals, vol. 4(1), pages 217-230.
  67. Indrajit Roy & Dipankar Biswas & Arti Sinha, 2015. "Financial Conditions Composite Indicator (FCCI) for India," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.
  68. Nadežda Sinenko & Deniss Titarenko & Mikus Arinš, 2013. "The Latvian financial stress index as an important element of the financial system stability monitoring framework," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 13(2), pages 85-110, December.
  69. José Alejandro Fernández Fernández & Virginia Bejarano Vázquez & Juan Antonio Vicente Virseda, 2021. "New Approach to Financial and Economic Stability in the United States from a Banking Perspective," Economic Papers, The Economic Society of Australia, vol. 40(1), pages 54-72, March.
  70. Urs W. Birchler & Matteo Facchinetti, 2007. "Can Bank Supervisors Rely on Market Data? A Critical Assessment from a Swiss Perspective," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 143(II), pages 95-132, June.
  71. Mr. Plamen K Iossifov, 2021. "Cyclical Patterns of Systemic Risk Metrics: Cross-Country Analysis," IMF Working Papers 2021/028, International Monetary Fund.
  72. Amira Dridi & Mohamed El Ghourabi & Mohamed Limam, 2012. "On monitoring financial stress index with extreme value theory," Quantitative Finance, Taylor & Francis Journals, vol. 12(3), pages 329-339, March.
  73. Zulkhibri, Muhamed & Ismail, Abdul Ghafar, 2017. "Stress Testing Frameworks and Practices in Dual Banking System: A Preliminary Assessment," Policy Papers 2017-6, The Islamic Research and Teaching Institute (IRTI).
  74. Huang, Wenli & Lan, Cheng & Xu, Yueling & Zhang, Zhaonan & Zeng, Haijian, 2022. "Does COVID-19 matter for systemic financial risks? Evidence from China's financial and real estate sectors," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
  75. Sha Zhu, 2018. "China¡¯s Financial Market Risk: Macroeconomic Response and Crisis Warning," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(6), pages 12-19, June.
  76. Gang Li & Ehsan Elahi & Xingshuai Wang, 2023. "Population age structure, asset price, and financial stability," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 44(4), pages 2041-2056, June.
  77. Emara, Noha & Zhang, Xiaojun & Liu, Shangchao, 2019. "Economic Growth and Financial Stability in MENA Countries: Does Exporting Oil Matters?," MPRA Paper 99312, University Library of Munich, Germany.
  78. Tsionas, Mike G., 2016. "Parameters measuring bank risk and their estimation," European Journal of Operational Research, Elsevier, vol. 250(1), pages 291-304.
  79. Kiemo, Samuel & Talam, Camilla & Rugiri, Irene W., 2022. "Bank capital, credit risk and financial stability in Kenya," KBA Centre for Research on Financial Markets and Policy Working Paper Series 57, Kenya Bankers Association (KBA).
  80. Mansour-Ichrakieh, Layal, 2020. "The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier," MPRA Paper 99376, University Library of Munich, Germany.
  81. Sha Zhu & Fujun Lai & Jie Deng & Qian Wang, 2021. "Do Mutual Funds’ Exposure to Financial Stress Predict Their Future Returns? Evidence From China," SAGE Open, , vol. 11(4), pages 21582440211, October.
  82. Michael Parkin, 2009. "What is the Ideal Monetary Policy Regime? Improving the Bank of Canada's Inflation-targeting Program," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 279, January.
  83. Indranarain Ramlall, 2015. "Mauritius Financial System Stress Index: Estimating the Costs of the Subprime Crisis," Journal of African Business, Taylor & Francis Journals, vol. 16(3), pages 235-271, September.
  84. Oparah Felix Chukwudi & James Tumba Henry, 2020. "Monetary Policy and Financial Stability in the Nigerian Banking Industry," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(1), pages 82-114, January.
  85. Eleonora Iachini & Stefano Nobili, 2014. "An indicator of systemic liquidity risk in the Italian financial markets," Questioni di Economia e Finanza (Occasional Papers) 217, Bank of Italy, Economic Research and International Relations Area.
  86. Jaume Puig & Mr. Ken Miyajima & Rebecca McCaughrin & Mr. Peter Dattels, 2010. "Can You Map Global Financial Stability?," IMF Working Papers 2010/145, International Monetary Fund.
  87. Claudiu Tiberiu ALBULESCU, 2011. "Macro-Financial Risks and Central Banks: What Changes Has the Crisis Triggered?," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 4(3(15)), pages 135-142.
  88. Mansour-Ichrakieh, Layal & Zeaiter, Hussein, 2019. "The role of geopolitical risks on the Turkish economy opportunity or threat," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
  89. Ameni GHENIMI & khaled OWEIS & Mohamed Ali OMRI, 2016. "Financial stability of islamic banks in the MENA countries during financial crisis and political uncertainty: an empirical investigation," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 7(1), June.
  90. Emmanuel C. Mamatzakis & Mike G. Tsionas, 2021. "A Bayesian panel stochastic volatility measure of financial stability," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5363-5384, October.
  91. Magdalena Ziolo & Beata Zofia Filipiak & Iwona Bąk & Katarzyna Cheba, 2019. "How to Design More Sustainable Financial Systems: The Roles of Environmental, Social, and Governance Factors in the Decision-Making Process," Sustainability, MDPI, vol. 11(20), pages 1-34, October.
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