A financial market stress indicator for Austria
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DOI: 10.1007/s10663-014-9246-2
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Cited by:
- Christian Glocker & Philipp Wegmueller, 2020.
"Business cycle dating and forecasting with real-time Swiss GDP data,"
Empirical Economics, Springer, vol. 58(1), pages 73-105, January.
- Christian Glocker & Philipp Wegmüller, 2017. "Business Cycle Dating and Forecasting with Real-time Swiss GDP Data," WIFO Working Papers 542, WIFO.
- Christian Glocker & Serguei Kaniovski, 2022.
"Macroeconometric forecasting using a cluster of dynamic factor models,"
Empirical Economics, Springer, vol. 63(1), pages 43-91, July.
- Christian Glocker & Serguei Kaniovski, 2020. "Macroeconometric Forecasting Using a Cluster of Dynamic Factor Models," WIFO Working Papers 614, WIFO.
- Glocker, Christian & Url, Thomas, 2022. "Financial sector rescue programs: Domestic and cross border effects," Journal of International Money and Finance, Elsevier, vol. 127(C).
- Marcus Scheiblecker & Christian Glocker & Serguei Kaniovski & Atanas Pekanov, 2018. "Der Beitrag der Finanzmarktinterventionen des Bundes über die HETA Abwicklungsgesellschaft zur Stabilisierung des österreichischen Finanzmarktes," WIFO Studies, WIFO, number 60979.
- Glocker, Christian & Kaniovski, Serguei, 2020. "Structural modeling and forecasting using a cluster of dynamic factor models," MPRA Paper 101874, University Library of Munich, Germany.
- Marcin Borsuk & Konrad Kostrzewa, 2020. "Miary ryzyka systemowego dla Polski. Jak ryzyko systemowe wpływa na akcję kredytową banków?," Bank i Kredyt, Narodowy Bank Polski, vol. 51(3), pages 211-238.
- Glocker, C., 2021. "Reserve requirements and financial stability," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
- Glocker, Christian, 2019. "Do reserve requirements reduce the risk of bank failure?," MPRA Paper 95634, University Library of Munich, Germany.
- Christian Glocker & Werner Hölzl, 2015. "Bestimmung einer Konjunkturampel für Österreich auf Basis des WIFO-Konjunkturtests," WIFO Monatsberichte (monthly reports), WIFO, vol. 88(3), pages 175-183, March.
- Christian Glocker & Werner Hölzl, 2019. "Assessing the Economic Content of Direct and Indirect Business Uncertainty Measures," WIFO Working Papers 576, WIFO.
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More about this item
Keywords
Financial market stress indicator; Macrofinancial linkages; Threshold effects; E44; G01; G10; G20;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G01 - Financial Economics - - General - - - Financial Crises
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G20 - Financial Economics - - Financial Institutions and Services - - - General
Statistics
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