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

Roman Matkovskyy, Taoufik Bouraoui and Helmi Hammami
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Helmi Hammami: ESC [Rennes] - ESC Rennes School of Business

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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: 2016-09
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Citations: View citations in EconPapers (4)

Published in Research in International Business and Finance, 2016, 38, pp.485-493. ⟨10.1016/j.ribaf.2016.07.018⟩

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Journal Article: 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:hal:journl:hal-02008005

DOI: 10.1016/j.ribaf.2016.07.018

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