Measuring Financial Conditions using Equal Weights Combination

In this paper, we assess the merits of financial condition indices (FCIs) constructed using equal weights averaging versus alternatives that use data reduction techniques, like principal components, or that allow for time-varying parameters. Our analysis is based on data for 18 advanced and emerging...

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Detalles Bibliográficos
Autores principales: Arrigoni, Simone, Bobasu, Alina, Venditti, Fabrizio
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Palgrave Macmillan UK 2022
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9181941/
http://dx.doi.org/10.1057/s41308-022-00170-y

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9181941/
http://dx.doi.org/10.1057/s41308-022-00170-y

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