Search Results

You are looking at 1 - 2 of 2 items :

  • Keyword: Indicators x
Clear All Modify Search
Market Volatility As a Financial Soundness Indicator

Market Volatility As a Financial Soundness Indicator »

Source: Market Volatility As a Financial Soundness Indicator : An Application to Israel

Volume/Issue: 2003/47

Series: IMF Working Papers

Author(s): Armando Méndez Morales , and Liliana Schumacher

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2003

ISBN: 9781451846669

Keywords: Volatility, Risk, Indicator, Portfolio, exchange rate, equations, correlations, covariance, equation, Financial Markets and the Macroeconomy,

Financial decisions of economic agents are based on volatility considerations. However, no aggregate indicators have been used by policymakers and regulators to assess the market risk environment. This paper applie...

Market Volatility As a Financial Soundness Indicator
			: An Application to Israel

Market Volatility As a Financial Soundness Indicator : An Application to Israel »

Volume/Issue: 2003/47

Series: IMF Working Papers

Author(s): Armando Méndez Morales , and Liliana Schumacher

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2003

DOI: http://dx.doi.org/10.5089/9781451846669.001

ISBN: 9781451846669

Keywords: Volatility, Risk, Indicator, Portfolio, exchange rate, equations, correlations, covariance, equation, Financial Markets and the Macroeconomy,

Financial decisions of economic agents are based on volatility considerations. However, no aggregate indicators have been used by policymakers and regulators to assess the market risk environment. This paper applie...