Financial stress and economic dynamics: The case of France
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- Aboura, Sofiane & Roye, Bjoern van, 2017. "Financial stress and economic dynamics: The case of France," International Economics, Elsevier, vol. 149(C), pages 57-73.
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- Chen, Guojin & Liu, Yanzhen & Zhang, Yu, 2020. "Can systemic risk measures predict economic shocks? Evidence from China," China Economic Review, Elsevier, vol. 64(C).
- Kondoz, Mehmet & Kirikkaleli, Dervis & Athari, Seyed Alireza, 2021. "Time-frequency dependencies of financial and economic risks in South American countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 170-181.
- Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2020. "The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes," Working Papers 202046, University of Pretoria, Department of Economics.
- 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.
- Helena Ahulu & John MacCarthy & Paul Muda, 2021. "Financial Stability and Economic Growth Nexus: Evidence from Sub-Saharan Africa using Panel Data," International Journal of Economics and Financial Issues, Econjournals, vol. 11(4), pages 11-18.
- Begüm Yurteri Kösedağlı & A. Özlem Önder, 2021. "Determinants of financial stress in emerging market economies: Are spatial effects important?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4653-4669, July.
- Baneng Naape & Bekithemba Qeqe, 2022. "How Does Financial Market Stress Respond to Shocks in Global Economic Activity and Exchange Rate Stability? A Structural VAR Approach," Eurasian Journal of Social Sciences, Eurasian Publications, vol. 10(1), pages 25-36.
- Theshne Kisten, 2019.
"A financial stress index for South Africa: A time-varying correlation approach,"
Working Papers
805, Economic Research Southern Africa.
- Theshne Kisten, 2020. "A Financial Stress Index for South Africa: A Time-Varying Correlation Approach," Working Papers 202011, University of Pretoria, Department of Economics.
- Fu, Zheng & Chen, Zhiguo & Sharif, Arshian & Razi, Ummara, 2022. "The role of financial stress, oil, gold and natural gas prices on clean energy stocks: Global evidence from extreme quantile approach," Resources Policy, Elsevier, vol. 78(C).
- Ozcelebi, Oguzhan, 2020. "Assessing the impacts of financial stress index of developed countries on the exchange market pressure index of emerging countries," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 288-302.
- 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.
- 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).
- Alsamara, Mouyad & Mrabet, Zouhair & Jarallah, Shaif & Barkat, Karim, 2019. "The switching impact of financial stability and economic growth in Qatar: Evidence from an oil-rich country," The Quarterly Review of Economics and Finance, Elsevier, vol. 73(C), pages 205-216.
- Anca Mihaela COPACIU & Alexandra HOROBET, 2022. "Spillovers in the Presence of Financial Stress – An Application to Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 29-43, April.
- Mikhail Stolbov & Alexander Karminsky & Maria Shchepeleva, 2018. "Does Economic Policy Uncertainty Lead Systemic Risk? A Comparative Analysis of Selected European Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(3), pages 332-360, September.
- Haddou, Samira, 2022. "International financial stress spillovers to bank lending: Do internal characteristics matter?," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Leonardo Badea & Daniel Ştefan Armeanu & Iulian Panait & Ştefan Cristian Gherghina, 2019. "A Markov Regime Switching Approach towards Assessing Resilience of Romanian Collective Investment Undertakings," Sustainability, MDPI, vol. 11(5), pages 1-24, March.
- Mikhail Stolbov & Maria Shchepeleva, 2021. "Macrofinancial linkages in Europe: Evidence from quantile local projections," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5557-5569, October.
- Panagiota Makrychoriti & Fotios Pasiouras & Menelaos Tasiou, 2022. "Financial stress and economic growth: The moderating role of trust," Kyklos, Wiley Blackwell, vol. 75(1), pages 48-74, February.
- Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark, 2021. "Financial stress, economic policy uncertainty, and oil price uncertainty," Energy Economics, Elsevier, vol. 104(C).
- Tai-Hock Kuek & Chin-Hong Puah & M. Affendy Arip, 2020. "Financial Vulnerability and Economic Dynamics in Malaysia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(special i), pages 55-73.
- Andisheh Saliminezhad & Pejman Bahramian, 2021. "The role of financial stress in the economic activity: Fresh evidence from a Granger‐causality in quantiles analysis for the UK and Germany," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1670-1680, April.
More about this item
Keywords
Financial stress index; Financial crises; Financial stability; Macro-financial linkages; Bayesian Markov-Switching VAR;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F3 - International Economics - - International Finance
- G01 - Financial Economics - - General - - - Financial Crises
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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