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Canadian Financial Stress and Macroeconomic Condition
I construct a new composite measure of systemic financial market stress for Canada. Compared with existing measures, it better captures the 1990 housing market correction and more accurately reflects the absence of diversification opportunities during systemic events. The index can be used for monit...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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University of Toronto Press
2020
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8091653/ http://dx.doi.org/10.3138/cpp.2020-047 |