The Use of the Signal Approach to Development of Early Warning Indicators of Financial Turmoil in Russia

Pavel Trunin

Working Papers from Gaidar Institute for Economic Policy

Abstract: The paper suggests original aggregate financial stability indices in RF, using which one can get a quantitative assessment of the probability of the rise of financial instability.

Keywords: Harbinger indicators; financial stability (search for similar items in EconPapers)
Pages: 5346 words
Date: 2011, Revised 2012
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https://www.iep.ru/files/RePEc/gai/wpaper/0027Trunin.pdf Revised version, 2012 (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:gai:wpaper:0027

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