Forecasting Financial Stress

Preprint OPEN
Jan Willem Slingenberg ; Jakob de Haan (2011)
  • Subject: financial stress index; predicting financial stress
    • jel: jel:E5 | jel:G10

This paper uses a Financial Stress Index (FSI) for 13 OECD countries to examine which variables can help predicting financial stress. A stress index measures the current state of stress in the financial system and summarizes it in a single statistic. We employ three cri... View more
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