Daniel Hollo

Magyar Nemzeti Bank

1054 Szabadsag ter 8-9

H-1850 Budapest V.

Hungary

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

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

ECB Working Paper No. 1426
Number of pages: 51 Posted: 19 Mar 2012
Daniel Hollo, Manfred Kremer and Marco Lo Duca
Magyar Nemzeti Bank, European Central Bank (ECB) and European Central Bank (ECB)
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Citation 2

Abstract:

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Financial system, financial stability, systemic risk, financial stress index, macro-financial, linkages