Measuring the instability of China's financial system: Indices construction and an early warning system
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- Sun, Lixin & Huang, Yuqin, 2013. "Measuring the Instability of China’s Financial System: Indices Construction and an Early Warning System," MPRA Paper 68497, University Library of Munich, Germany, revised 2014.
- Sun, Lixin & Huang, Yuqin, 2016. "Measuring the instability of China's financial system: Indices construction and an early warning system," Economics Discussion Papers 2016-4, Kiel Institute for the World Economy (IfW).
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Keywords
financial stress index; financial conditions index; China's financial system; leading indicators; early warning system;JEL classification:
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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