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Leading indicators of financial stress: New evidence

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0 Published in 2017 at "Journal of Financial Stability"

DOI: 10.1016/j.jfs.2016.05.005

Abstract: This paper examines which variables have predictive power for financial stress in a sample of 25 OECD countries, using a recently constructed Financial Stress Index (FSI). First, we employ Bayesian model averaging to identify leading… read more here.

Keywords: new evidence; stress new; indicators financial; leading indicators ... See more keywords