A Financial Conditions Index for Greece

A Financial Conditions Index for Greece
We construct a Financial Conditions Index (FCI) for Greece as a surveillance tool to quantify the degree of the stress in the financial sector. We use principal component analysis to capture the information content of several financial indicators through a single index. We also construct an alternative FCI by purging the business cycle and... READ MORE...

Publication date: October 2015
ISBN 9781513520230
$18.00

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