Analysing the financial strength of Tunisia: An approach to estimate an index of financial safety

Roman Matkovskyy, Taoufik Bouraoui and Helmi Hammami

Research in International Business and Finance, 2016, vol. 38, issue C, 485-493

Abstract: This paper analyses the strength of the financial system of Tunisia through the construction of an Index of Financial Safety (IFS). Over the period 2000Q1–2014Q3, the IFS is built using a wide range of financial and macroeconomic indicators. The empirical results show that it can capture the disturbances in Tunisian financial system with sufficient accuracy.

Keywords: Index of financial safety (IFS); Crisis; Factor analysis (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (6)

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Working Paper: Analysing the financial strength of Tunisia: An approach to estimate an index of financial safety (2016)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:riibaf:v:38:y:2016:i:c:p:485-493

DOI: 10.1016/j.ribaf.2016.07.018

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