When central bank research meets Google search: A sentiment index of global financial stress
M Stolbov, M Shchepeleva, A Karminsky - Journal of International Financial …, 2022 - Elsevier
We construct a sentiment-based index of global financial stress (s-GFS index) for the period
January 2004-December 2020. It builds on a novel methodological approach, which …
January 2004-December 2020. It builds on a novel methodological approach, which …
Identifying indicators of systemic risk
B Hartwig, C Meinerding, YS Schüler - Journal of International Economics, 2021 - Elsevier
We operationalize the definition of systemic risk provided by the IMF, BIS, and FSB and
derive a two-stage hierarchical hypothesis test to identify indicators of systemic risk …
derive a two-stage hierarchical hypothesis test to identify indicators of systemic risk …
Comparison of Models for Growth-at-Risk Forecasting
A Kipriyanov - Kipriyanov, A.(2022). Comparison of Models for …, 2022 - papers.ssrn.com
During the past several decades, the importance of assessing the risk of GDP growth
downturns has increased tremendously. The financial crisis of 2008–2009 and the global …
downturns has increased tremendously. The financial crisis of 2008–2009 and the global …
[PDF][PDF] Journal of International Financial Markets, Institutions & Money
M Stolbov, M Shchepeleva… - Journal of International …, 2022 - publications.hse.ru
We construct a sentiment-based index of global financial stress (s-GFS index) for the period
January 2004-December 2020. It builds on a novel methodological approach, which …
January 2004-December 2020. It builds on a novel methodological approach, which …
Сравнение моделей прогнозирования роста под риском
А Киприянов - ДЕНЬГИ И КРЕДИТ, 2022 - elibrary.ru
В последние десятилетия важность оценки риска роста ВВП чрезвычайно возросла.
Финансовый кризис 2008-2009 гг. и глобальный локдаун, вызванный пандемией COVID …
Финансовый кризис 2008-2009 гг. и глобальный локдаун, вызванный пандемией COVID …