Since 2014
An index of financial market stress for the United Kingdom
Economics and Business Letters
View Archive Info| Field | Value | |
| Title |
An index of financial market stress for the United Kingdom
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| Creator |
Corbet, Shaen
Twomey, Cian |
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| Description |
We construct and develop a new financial market stress index using twenty-three headline U.K. financial data series. A logistic regression framework provides a parsimonious representation of financial market stress in the U.K. based on the market dynamics around the time of Bank of England crisis-alleviating economic interventions. Our results present clear evidence that the Bank of England’s swift and decisive actions stemmed financial market stress as measured by the stress index.
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| Publisher |
Oviedo University Press
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| Contributor |
—
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| Date |
2014-09-26
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — |
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| Format |
application/pdf
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| Identifier |
http://www.unioviedo.es/reunido/index.php/EBL/article/view/10384
10.17811/ebl.3.2.2014.127-133 |
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| Source |
Economics and Business Letters; Vol 3, No 2 (2014): June - Special Issue: The Economics of Cultural Industries; 127-133
Economics and Business Letters; Vol 3, No 2 (2014): June - Special Issue: The Economics of Cultural Industries; 127-133 2254-4380 10.17811/ebl.3.2.2014 |
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| Language |
eng
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| Relation |
http://www.unioviedo.es/reunido/index.php/EBL/article/view/10384/10018
http://www.unioviedo.es/reunido/index.php/EBL/article/downloadSuppFile/10384/326 |
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| Rights |
Copyright (c) 2014 Economics and Business Letters
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