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- W3122031244 abstract "We propose a novel framework to assess financial system risk. Using a dynamic factor framework based on state-space methods, we construct coincident measures ( JEL Classification: G21, C33" @default.
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- W3122031244 date "2010-01-01" @default.
- W3122031244 modified "2023-09-26" @default.
- W3122031244 title "Systemic Risk Diagnostics: Coincident Indicators and Early Warning Signals" @default.
- W3122031244 doi "https://doi.org/10.2139/ssrn.1773524" @default.
- W3122031244 hasPublicationYear "2010" @default.
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