Blar i Staff Memo på forfatter "Wen, Yudi"
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A Composite Indicator of Systemic Stress (CISS) for Norway – a Reference Indicator for the Reduction of the Countercyclical Capital Buffer
Wen, Yudi (Staff Memo;4/2015, Working paper, 2015)This paper constructs a Composite Indicator of Systemic Stress (CISS) for Norway using a portfolio-theoretic framework as in Holló, Kremer and Lo Duca (2012) to facilitate real-time monitoring of the short-term development ...