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Bank of Canada RSS Feedsen2024-03-29T08:58:25+00:00Dating Systemic Financial Stress Episodes in the EU Countries
https://www.bankofcanada.ca/2016/03/staff-working-paper-2016-11/
This paper introduces a new methodology to date systemic financial stress events in a transparent, objective and reproducible way. The financial cycle is captured by a monthly country-specific financial stress index.2016-03-18T08:34:32+00:00enDating Systemic Financial Stress Episodes in the EU Countries2016-03-18Business fluctuations and cyclesCentral bank researchEconometric and statistical methodsEconomic modelsFinancial marketsFinancial stabilityFinancial system regulation and policiesMonetary and financial indicatorsStaff Working Paper 2016-11https://www.bankofcanada.ca/wp-content/uploads/2016/03/swp2016-11.pdfDating Systemic Financial Stress Episodes in the EU CountriesBenjamin KlausTuomas PeltonenThibaut DupreyMarch 2016CC5C54GG0G01G1G15