The European Financial Market Stress Index

This research constructs and develops a financial stress index based on European financial markets. The integration of numerous sovereign states has created difficulty identifying stress in any one single financial component, but incorporating twenty-three headline European stress indicators across...

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Bibliographic Details
Main Author: Shaen Corbet
Format: Article
Language:English
Published: EconJournals 2014-01-01
Series:International Journal of Economics and Financial Issues
Online Access:https://econjournals.com/index.php/ijefi/article/view/647