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Financial stress: what is it, how can it be measured, and why does it matter?. (2009). Hakkio, Craig S. ; Keeton, William R..
In: Economic Review.
RePEc:fip:fedker:y:2009:i:qii:p:5-50:n:v.94no.2.

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  85. Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy?. (2019). Papadopoulos, Athanasios P ; Giannellis, Nikolaos ; Apostolakis, Georgios N.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819302190.

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  86. The role of geopolitical risks on the Turkish economy opportunity or threat. (2019). Zeaiter, Hussein ; Mansour-Ichrakieh, Layal.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301445.

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  87. Complexity of financial stress spillovers: Asymmetry and interaction effects of institutional quality and foreign bank ownership. (2019). Hamori, Shigeyuki ; Kinkyo, Takuji ; Chen, Wang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:567-581.

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  88. Forecasting Financial Vulnerability in the US: A Factor Model Approach. (2018). Kim, Hyeongwoo ; Shi, Wen.
    In: MPRA Paper.
    RePEc:pra:mprapa:89766.

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  89. The Institute of Financial Economics Financial Stress Index (IFEFSI) for Lebanon. (2018). Dagher, Leila ; el Hariri, Sadika ; Ishrakieh, Layal Mansour.
    In: MPRA Paper.
    RePEc:pra:mprapa:116054.

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  90. Equity/bond yield correlation and the FED model: evidence of switching behaviour from the G7 markets. (2018). Humpe, Andreas ; McMillan, David G.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0091-x.

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  91. Assessment of Financial Stability in the Banking Sector in Iran. (2018). Fadaie, Abbas ; Ebrahimi, Sajad ; Nadri, Kamran.
    In: Journal of Money and Economy.
    RePEc:mbr:jmonec:v:13:y:2018:i:4:p:501-523.

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  92. An Investigation of Co-Movement of Financial Stability Index with Macro-Prudential Indicator through Wavelet Analysis. (2018). Fadaie, Abbas ; Ebrahimi, Sajad ; Nadri, Kamran.
    In: Journal of Money and Economy.
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  93. Can Countries Manage Their Financial Conditions Amid Globalization?. (2018). Lafarguette, Romain ; Gelos, R. Gaston ; Seneviratne, Dulani ; Elekdag, Selim ; Arregui, Nicolas.
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  94. The Role of International Reserves Holding in Buffering External Shocks. (2018). Allegret, Jean-Pierre.
    In: Post-Print.
    RePEc:hal:journl:halshs-01665908.

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  95. Economic dynamics during periods of financial stress: Evidences from Brazil. (2018). Stona, Filipe ; Triches, Divanildo.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:55:y:2018:i:c:p:130-144.

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  96. Idiosyncratic volatility, conditional liquidity and stock returns. (2018). Malagon, Juliana ; Rodriguez, Rosa ; Moreno, David.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:53:y:2018:i:c:p:118-132.

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  97. Financial stress and equilibrium dynamics in term interbank funding markets. (2018). Yoldas, Emre ; Senyuz, Zeynep.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:34:y:2018:i:c:p:136-149.

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  98. On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach. (2018). Shahbaz, Muhammad ; Das, Debojyoti ; Hasim, Haslifah M ; Tiwari, Aviral Kumar ; Kumar, Surya Bhushan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:27:y:2018:i:c:p:169-174.

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  99. A factor-based approach of bond portfolio value-at-risk: The informational roles of macroeconomic and financial stress factors. (2018). Tu, Anthony H ; Chen, Cathy Yi-Hsuan.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:45:y:2018:i:c:p:243-268.

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  100. Financial stress, regime switching and spillover effects: Evidence from a multi-regime global VAR model. (2018). Semmler, Willi ; Chen, Pu.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:91:y:2018:i:c:p:318-348.

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  101. Macrofinancial imbalances in historical perspective: A global crisis index. (2018). Gallegati, Marco ; Delli Gatti, Domenico.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:91:y:2018:i:c:p:190-205.

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  102. Can an Energy Futures Index Predict US Stock Market Index Movements?. (2018). Gurrib, Ikhlaas.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2018-05-29.

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  103. The global financial cycle, bank capital flows and monetary policy. Evidence from Norway. (2018). Alstadheim, Ragna ; Blandhol, Christine.
    In: Working Paper.
    RePEc:bno:worpap:2018_02.

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  104. Weakness in Italy’s core inflation and the Phillips curve: the role of labour and financial indicators. (2018). Conti, Antonio ; Gigante, Concetta.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_466_18.

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  105. Asymmetric Connectedness of Fears in the U.S. Financial Sector. (2018). Baruník, Jozef ; Tunaru, Radu ; Bevilacqua, Mattia.
    In: Papers.
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  106. Forecasting Financial Vulnerability in the US: A Factor Model Approach. (2018). Kim, Hyeongwoo ; Shi, Wen.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2018-07.

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  107. Financial Stress, Regime Switching and Spillover Effects: Evidence from a Multi-Regime Global VAR Model. (2017). Semmler, Willi ; Chen, Pu.
    In: Working Papers.
    RePEc:new:wpaper:1708.

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  108. A possible methodology for determining the initial margin. (2017). Váradi, Kata ; Beli, Marcell .
    In: Financial and Economic Review.
    RePEc:mnb:finrev:v:16:y:2017:i:2:p:119-147.

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  109. Comovements of Stock Markets between Turkey and Global Countries. (2017). Chiang, Thomas ; Bayraktar, Sema .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:67:y:2017:i:3:p:250-275.

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  110. Financial stability, energy consumption and environmental quality: Evidence from South Asian economies. (2017). Ozturk, Ilhan ; Anwar, Sofia ; Nasreen, Samia.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:67:y:2017:i:c:p:1105-1122.

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  111. Reassessing the role of precious metals as safe havens–What colour is your haven and why?. (2017). Lucey, Brian M ; Li, Sile .
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:7:y:2017:i:c:p:1-14.

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  112. Investor sentiment, flight-to-quality, and corporate bond comovement. (2017). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:82:y:2017:i:c:p:112-132.

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  113. Dating systemic financial stress episodes in the EU countries. (2017). Peltonen, Tuomas ; Klaus, Benjamin ; Duprey, Thibaut.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:32:y:2017:i:c:p:30-56.

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  114. Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach. (2017). Evgenidis, Anastasios ; Tsagkanos, Athanasios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:51:y:2017:i:c:p:69-81.

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  115. Malaysian Financial Stress Index and Assessing its Impacts on the Economy. (2017). Abdullah, Hussin ; Mohan, MD ; Umar, Mohammed ; Hwei, Khaw Lee ; Dahalan, Jauhari .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-02-31.

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  116. A quasi real-time leading indicator for the EU industrial production. (2016). Paradiso, Antonio ; Donadelli, Michael ; Riedel, Max.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:118r.

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  117. Measuring the instability of Chinas financial system: Indices construction and an early warning system. (2016). Sun, Lixin ; huang, yuqin.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:20164.

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  118. A financially stressed Euro area. (2016). Schleer, Frauke ; Kappler, Marcus.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201622.

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  119. Investigating Impact of US, Europe, Frontier and BRIC Stock Markets on Indian Financial Stress Index. (2016). Singh, Amanjot.
    In: Journal of Banking and Financial Economics.
    RePEc:sgm:jbfeuw:v:2:y:2016:i:6:p:23-44.

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  120. Modeling Rules of Monetary Policy of the Central Bank of the Russian Federation with the Financial Stress Index. (2016). Fedorova, E ; Dovzhenko, S ; Mukhin, A.
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2016:i:29:p:84-105.

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  121. Comovements between Chinese and global stock markets: evidence from aggregate and sectoral data. (2016). Chiang, Thomas C ; Xue, Qingfeng ; Lao, LanJun .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0529-x.

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  122. The Volatility of Oil Prices: What Factors?. (2016). Algia, Hammami ; Abdelfatteh, Bouri .
    In: Bulletin of Energy Economics (BEE).
    RePEc:ijr:beejor:v:4:y:2016:i:1:p:98-110.

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  123. What Derives the Bond Portfolio Value-at-Risk: Information Roles of Macroeconomic and Financial Stress Factors. (2016). Tu, Anthony H ; Chen, Cathy Yi-Hsuan.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2016-006.

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  124. Financial stress and economic activity in some emerging Asian economies. (2016). Çevik, Emrah ; Kenc, Turalay ; Dibooglu, Sel ; Cevik, Emrah I.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:36:y:2016:i:c:p:127-139.

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  125. Mutual funds flows and the geography of contagion. (2016). PUY, Damien.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:60:y:2016:i:c:p:73-93.

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  126. What do asset prices have to say about risk appetite and uncertainty?. (2016). Hoerova, Marie ; Bekaert, Geert.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:67:y:2016:i:c:p:103-118.

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  127. Fragility, stress, and market returns. (2016). Pukthuanthong, Kuntara ; Berger, Dave .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:62:y:2016:i:c:p:152-163.

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  128. Evaluating measures of adverse financial conditions. (2016). Oet, Mikhail V ; Sarlin, Peter ; Gramlich, Dieter.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:27:y:2016:i:c:p:234-249.

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  129. Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion. (2016). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:56:y:2016:i:c:p:133-147.

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  130. Measuring Financial Stress Index for Malaysian Economy. (2016). Dahalan, Jauhari ; Umar, Mohammed ; Abdullah, Hussin Bin .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2016-03-16.

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  131. Empirical Analysis of the Intertemporal Relationship between Downside Risk and Expected Returns: Evidence from Time†varying Transition Probability Models. (2016). Hsuan, Cathy Yia ; Chiang, Thomas C.
    In: European Financial Management.
    RePEc:bla:eufman:v:22:y:2016:i:5:p:749-796.

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  132. Financial Conditions Indicators for Brazil. (2016). Gaglianone, Wagner ; Areosa, Waldyr.
    In: Working Papers Series.
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  133. Forecasting Financial Vulnerability in the US: A Factor Model Approach. (2016). Kim, Hyeongwoo ; Shi, Wen.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2016-15.

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  134. A novel ex-ante leading indicator for the EU industrial production. (2015). Paradiso, Antonio ; Donadelli, Michael ; Riedel, Max.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:118.

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  135. Investor sentiment, flight-to-quality, and corporate bond comovement. (2015). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1306r3.

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  136. The Absorption Ratio as an Indicator for Macro-prudential Monitoring in Jamaica. (2015). Gordon, Leo-Rey.
    In: MPRA Paper.
    RePEc:pra:mprapa:69966.

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  137. Enlightened Shareholder Maximization: Is this Strategy Achievable?. (2015). Queen, Pamela .
    In: Journal of Business Ethics.
    RePEc:kap:jbuset:v:127:y:2015:i:3:p:683-694.

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  138. The Role of International Reserves Holding in Buffering External Shocks. (2015). Allegret, Audrey.
    In: Working Papers.
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  139. Supervising System Stress in Multiple Markets. (2015). Oet, Mikhail ; Janosko, Amanda C ; Dooley, John M ; Ong, Stephen J ; Gramlich, Dieter.
    In: Risks.
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  140. Financial conditions, macroeconomic factors and disaggregated bond excess returns. (2015). Menkhoff, Lukas ; Fricke, Christoph.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:58:y:2015:i:c:p:80-94.

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  141. The intertemporal risk-return relationship: Evidence from international markets. (2015). Chiang, Thomas C ; Zheng, Dazhi ; Li, Huimin.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:39:y:2015:i:c:p:156-180.

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  142. Liquidity and stock returns: Evidence from international markets. (2015). Chiang, Thomas C ; Zheng, Dazhi.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:27:y:2015:i:c:p:73-97.

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  143. Financial stress spillovers across the banking, securities and foreign exchange markets. (2015). Papadopoulos, Athanasios ; Apostolakis, George.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:19:y:2015:i:c:p:1-21.

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  144. Distribution forecast targeting in an open-economy, macroeconomic volatility and financial implications. (2015). Milas, Costas ; Flamini, Alessandro.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:16:y:2015:i:c:p:89-105.

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  145. Systemic event prediction by an aggregate early warning system: An application to the Czech Republic. (2015). Zigraiova, Diana ; Jakubík, Petr ; Jakubik, Petr .
    In: Economic Systems.
    RePEc:eee:ecosys:v:39:y:2015:i:4:p:553-576.

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  146. Monetary policys time-varying impact on the US bond markets: Role of financial stress and risks. (2015). Marfatia, Hardik.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:34:y:2015:i:c:p:103-123.

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  147. An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries. (2015). Tsopanakis, Andreas ; Sogiakas, Vasilios ; MacDonald, Ronald.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:48:y:2015:i:c:p:52-69.

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  148. Identification and estimation of non-Gaussian structural vector autoregressions. (2015). Saikkonen, Pentti ; Meitz, Mika ; Lanne, Markku.
    In: CREATES Research Papers.
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  149. Investor sentiment, flight-to-quality, and corporate bond comovement. (2014). Kempf, Alexander ; Bethke, Sebastian ; Gehde-Trapp, Monika.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1306r2.

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  150. Disaggregated Credit Extension and Financial Distress in South Africa. (2014). Raputsoane, Leroi.
    In: Working Papers.
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  151. Measuring the Instability of China’s Financial System: Indices Construction and an Early Warning System. (2014). Sun, Lixin ; huang, yuqin.
    In: MPRA Paper.
    RePEc:pra:mprapa:68497.

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  152. Are banks’ below-par own debt repurchases a cause for prudential concern?. (2014). Lubberink, Martien.
    In: MPRA Paper.
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  153. Are European sovereign bonds fairly priced? The role of modelling uncertainty. (2014). Hessel, Jeroen ; de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem.
    In: Journal of International Money and Finance.
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  154. Dynamic effects of financial stress on the U.S. real estate market performance. (2014). Sum, Vichet .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:75:y:2014:i:c:p:80-92.

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  155. Determinants of financial stress in emerging market economies. (2014). Park, Cyn-Young ; Mercado, Rogelio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:45:y:2014:i:c:p:199-224.

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  156. Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; GUPTA, RANGAN ; Modise, Mampho P..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:33:y:2014:i:c:p:367-378.

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  157. Predicting financial stress events: A signal extraction approach. (2014). Li, Fuchun ; Christensen, Ian .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:14:y:2014:i:c:p:54-65.

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  158. International transmission and business-cycle effects of financial stress. (2014). van Roye, Björn ; Dovern, Jonas.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:1-17.

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  159. Constructing a financial fragility index for emerging countries. (2014). Sensoy, Ahmet ; Ozturk, Kevser ; Hacihasanoglu, Erk ; Åžensoy, Ahmet.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:11:y:2014:i:4:p:410-419.

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  160. Measuring stress in money markets: A dynamic factor approach. (2014). Senyuz, Zeynep ; Demiralp, Selva ; Schlusche, Bernd ; Carpenter, Seth .
    In: Economics Letters.
    RePEc:eee:ecolet:v:125:y:2014:i:1:p:101-106.

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  161. An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Ramos-Herrera, Maria del Carmen, .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:30:y:2014:i:c:p:133-153.

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  162. On the Relationship between Financial Instability and Economic Performance: Stressing the Business of Nonlinear Modelling. (2014). Ubilava, David.
    In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota.
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  163. Measuring the Behavioral Component of Financial Fluctuations: An Analysis Based on the S&P 500. (2014). Costola, Michele ; Corazzini, Luca ; Caporin, Massimiliano.
    In: CREATES Research Papers.
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  164. International transmission of financial stress: Evidence from a GVAR. (2013). van Roye, Björn ; Dovern, Jonas.
    In: Kiel Working Papers.
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  165. Impulse Response Functions and Causality Test of Financial Stress and Stock Market Risk Premiums. (2013). Sum, Vichet .
    In: International Journal of Financial Research.
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  166. Criteria for Financial Stability - -The European View. (2013). Dombret, Andreas.
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  167. Measuring financial stress in Turkey. (2013). Çevik, Emrah ; Cevik, Emrah Ismail ; Kenc, Turalay ; Dibooglu, Sel.
    In: Journal of Policy Modeling.
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  168. Monetary policy shocks and financial conditions: A Monte Carlo experiment. (2013). Castelnuovo, Efrem.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:282-303.

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  169. SAFE: An early warning system for systemic banking risk. (2013). Oet, Mikhail ; Gramlich, Dieter ; Bianco, Timothy ; Ong, Stephen J..
    In: Journal of Banking & Finance.
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  170. Stock market reaction to fed funds rate surprises: State dependence and the financial crisis. (2013). Saggu, Aman ; MacDonald, Ronald ; Kontonikas, Alexandros.
    In: Journal of Banking & Finance.
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  171. Mapping the state of financial stability. (2013). Sarlin, Peter ; Peltonen, Tuomas.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:26:y:2013:i:c:p:46-76.

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  172. Financial crises and monetary policy: Evidence from the UK. (2013). Milas, Costas ; Martin, Christopher.
    In: Journal of Financial Stability.
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  173. Measuring financial stress in transition economies. (2013). Kutan, Ali ; Çevik, Emrah ; Dibooglu, Sel ; Cevik, Emrah Ismail .
    In: Journal of Financial Stability.
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