articleEuropean Economic ReviewAug 5, 2014BRONZE OA

A new index of financial conditions

GKGary KoopDKDimitris Korobilis

University of Strathclyde · Ecolab (United States) · +2 more institutions

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Abstract

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2

Topics & keywords

Topics
Keywords
  • Index (typography)
  • Econometrics
  • Autoregressive model
  • Economics
  • Volatility (finance)
  • Variable (mathematics)
  • Stochastic volatility
  • Finance
UN Sustainable Development Goals
  • Decent work and economic growth
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