Daniel Hollo

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

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20

CROSSREF CITATIONS

74

Scholarly Papers (2)

1.

CISS - A Composite Indicator of Systemic Stress in the Financial System

Number of pages: 47 Posted: 19 May 2010 Last Revised: 19 Aug 2015
Daniel Hollo, Manfred Kremer and Marco Lo Duca
affiliation not provided to SSRN, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 782 (33,305)
Citation 157

Abstract:

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Financial system, Financial stability, Systemic risk, Financial stress index, Macro-financial linkages

2.

CISS — A Portfolio-Theoretic Framework for the Construction of Composite Financial Stress Indices

Number of pages: 45 Posted: 03 Aug 2012
Manfred Kremer, Daniel Hollo and Marco Lo Duca
European Central Bank (ECB), affiliation not provided to SSRN and European Central Bank (ECB)
Downloads 111 (264,148)

Abstract:

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Financial stress index, Systemic risk, Financial stability, Financial crisis, Macro-financial linkages, Threshold VAR, Portfolio theory