The European Financial Market Stress Index
Download full text from publisher
References listed on IDEAS
- Kaminsky, Graciela L. & Reinhart, Carmen M., 2002.
"Financial markets in times of stress,"
Journal of Development Economics,
Elsevier, vol. 69(2), pages 451-470, December.
- Graciela L. Kaminsky & Carmen M. Reinhart, 2001. "Financial Markets in Times of Stress," NBER Working Papers 8569, National Bureau of Economic Research, Inc.
- Reinhart, Carmen & Kaminsky, Graciela, 2002. "Financial markets in time of stress," MPRA Paper 13869, University Library of Munich, Germany.
- Reinhart, Carmen & Kaminsky, Graciela, 2002. "Financial turmoil: Systemic or regional?," MPRA Paper 13195, University Library of Munich, Germany.
- Mark Carlson & Kurt Lewis & William Nelson, 2014.
"Using Policy Intervention To Identify Financial Stress,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 19(1), pages 59-72, January.
- Mark A. Carlson & Kurt F. Lewis & William R. Nelson, 2012. "Using policy intervention to identify financial stress," Finance and Economics Discussion Series 2012-02, Board of Governors of the Federal Reserve System (US).
- Mark Illing & Ying Liu, 2003. "An Index of Financial Stress for Canada," Staff Working Papers 03-14, Bank of Canada.
- Dimitrios P. Louzis & Angelos T. Vouldis, 2013. "A financial systemic stress index for Greece," Working Papers 155, Bank of Greece.
- Kremer, Manfred & Lo Duca, Marco & Holló, Dániel, 2012. "CISS - a composite indicator of systemic stress in the financial system," Working Paper Series 1426, European Central Bank.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- repec:bla:afrdev:v:30:y:2018:i:3:p:264-277 is not listed on IDEAS
- repec:eee:finana:v:62:y:2019:i:c:p:182-199 is not listed on IDEAS
- Vdovychenko, Artem & Oros, Galyna, 2014. "Financial stress index: estimation and application in empirical researches in Ukraine," MPRA Paper 69337, University Library of Munich, Germany.
- Houda Rharrabti Zaid, 2015. "Transmission du stress financier de la zone euro aux Pays de l’Europe Centrale et Orientale," EconomiX Working Papers 2015-37, University of Paris Nanterre, EconomiX.
More about this item
KeywordsEuropean financial crisis; financial market stress indicator; liquidity; stock markets.;
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eco:journ1:2014-01-19. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ilhan Ozturk). General contact details of provider: http://www.econjournals.com .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.