IFCI-SA. An International Financial Conditions Index for South American Economies
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- Brum-Civelli, Conrado & Fried-Gindel, Alejandro & Garcia-Hiernaux, Alfredo, 2024. "IFCI-SA: International financial conditions index for South American economies," Research in International Business and Finance, Elsevier, vol. 72(PA).
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More about this item
Keywords
International Financial Conditions; South American Economies; Emerging Economies; Dynamic Factor Model;All these keywords.
JEL classification:
- F30 - International Economics - - International Finance - - - General
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CIS-2024-05-20 (Confederation of Independent States)
- NEP-FDG-2024-05-20 (Financial Development and Growth)
- NEP-IFN-2024-05-20 (International Finance)
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