A New Financial Stress Index for Ukraine
This study improves on the methodology for calculating the financial stress index (FSI) for Ukraine by introducing a time-varying correlation into the aggregation of five subindices (representing the banking sector, households, the corporate sector, government securities, and the foreign exchange (F...
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| Format: | Article |
| Language: | English |
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National Bank of Ukraine
2021-06-01
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| Series: | Visnyk of the National Bank of Ukraine |
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| Online Access: | https://journal.bank.gov.ua/en/article/2021/251/03 |