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Analysing the financial strength of Tunisia: An approach to estimate an index of financial safety

Author

Listed:
  • Roman Matkovskyy

    (Rennes SB - Rennes School of Business)

  • Taoufik Bouraoui

    (Rennes SB - Rennes School of Business)

  • Helmi Hammami

    (Rennes SB - Rennes School of Business)

Abstract

This paper analyses the strength of the financial system of Tunisia through the construction of an Index of Financial Safety (IFS). Over the period 2000Q1–2014Q3, the IFS is built using a wide range of financial and macroeconomic indicators. The empirical results show that it can capture the disturbances in Tunisian financial system with sufficient accuracy.

Suggested Citation

  • Roman Matkovskyy & Taoufik Bouraoui & Helmi Hammami, 2016. "Analysing the financial strength of Tunisia: An approach to estimate an index of financial safety," Post-Print hal-02008005, HAL.
    • Handle: RePEc:hal:journl:hal-02008005
    DOI: 10.1016/j.ribaf.2016.07.018
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    Cited by:

    1. 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.
    2. repec:jaf:journl:v:13:y:2022:i:1:n:441 is not listed on IDEAS
    3. Balcilar, Mehmet & Elsayed, Ahmed H. & Hammoudeh, Shawkat, 2023. "Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
    4. Sikalao-Lekobane, Onneetse L., 2024. "Does FinTech credit enhance or disrupt financial stability?," International Review of Economics & Finance, Elsevier, vol. 96(PA).
    5. 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.
    6. 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).
    7. Roman Matkovskyy & Taoufik Bouraoui, 2019. "Application of Neural Networks to Short Time Series Composite Indexes: Evidence from the Nonlinear Autoregressive with Exogenous Inputs (NARX) Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(2), pages 433-446, June.

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