A system-wide financial stress indicator for the Hungarian financial system
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References listed on IDEAS
- Illing, Mark & Liu, Ying, 2006. "Measuring financial stress in a developed country: An application to Canada," Journal of Financial Stability, Elsevier, vol. 2(3), pages 243-265, October.
- Judit Páles & Lóránt Varga, 2008. "Trends in the liquidity of Hungarian financial markets – What does the MNB’s new liquidity index show?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 3(1), pages 44-51, April.
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- Duprey, Thibaut & Klaus, Benjamin & Peltonen, Tuomas, 2017.
"Dating systemic financial stress episodes in the EU countries,"
Journal of Financial Stability,
Elsevier, vol. 32(C), pages 30-56.
- Peltonen, Tuomas & Klaus, Benjamin & Duprey, Thibaut, 2015. "Dating systemic financial stress episodes in the EU countries," Working Paper Series 1873, European Central Bank.
- Thibaut Duprey & Benjamin Klaus & Tuomas Peltonen, 2016. "Dating Systemic Financial Stress Episodes in the EU Countries," Staff Working Papers 16-11, Bank of Canada.
- Langedijk, Sven & Monokroussos, George & Papanagiotou, Evangelia, 2015.
"Benchmarking Liquidity Proxies: Accounting for Dynamics and Frequency Issues,"
61865, University Library of Munich, Germany.
- Langedijk, Sven & Monokroussos, George & Papanagiotou, Evangelia, 2016. "Benchmarking Liquidity Proxies: Accounting for Dynamics and Frequency Issues," Working Papers 2016-03, Joint Research Centre, European Commission (Ispra site).
- Rémy Charleroy & Michael A. Stemmer, 2014.
"An Emerging Market Financial Conditions Index: A VAR Approach,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
- Rémy Charleroy & Michael A. Stemmer, 2014. "An Emerging Market Financial Conditions Index: A VAR Approach," Documents de travail du Centre d'Economie de la Sorbonne 14068, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
More about this item
Keywordsfinancial stress; system-wide financial stress index; financial stability; systemic risk;
- G01 - Financial Economics - - General - - - Financial Crises
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-10-13 (All new papers)
- NEP-BAN-2012-10-13 (Banking)
- NEP-RMG-2012-10-13 (Risk Management)
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