Procyclicality and the Search for Early Warning Indicators /

This paper compares three types of early warning indicators of financial instability - those based on financial market prices, those based on normalized measures of total credit and those based on liabilities of financial intermediaries. Prices perform well as concurrent indicators of market conditi...

詳細記述

書誌詳細
第一著者: Shin, Hyun
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2013.
シリーズ:IMF Working Papers; Working Paper ; No. 2013/258
オンライン・アクセス:Full text available on IMF