Nalazite se na CroRIS probnoj okolini. Ovdje evidentirani podaci neće biti pohranjeni u Informacijskom sustavu znanosti RH. Ako je ovo greška, CroRIS produkcijskoj okolini moguće je pristupi putem poveznice www.croris.hr
izvor podataka: crosbi

Financial stability indicators - the case of Croatia (CROSBI ID 230022)

Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija

Dumičić, Mirna Financial stability indicators - the case of Croatia // Journal of central banking theory and practice, 5 (2016), 1; 115-142. doi: 10.1515/jcbtp-2016-0006

Podaci o odgovornosti

Dumičić, Mirna

engleski

Financial stability indicators - the case of Croatia

This paper considers financial stability through the processes of accumulation and materialisation of systemic risks. To this end, the method of principal component analysis on the example of Croatia has been used to construct two composite indicators – a systemic risk accumulation index and an index reflecting the consequences of systemic risk materialisation. In the construction of the indices, the features and risks specific to small open economies were considered. Such an approach to systemic risk analysis facilitates the monitoring and understanding of the degree of financial stability and communication of macroprudential policy makers with the public.

financial stability ; systemic risks ; financial system resilience ; principal component analysis ; Croatia

Open Access. Published Online: 2016-01-26 Ovaj rad je djelomično podržan od strane Hrvatske zaklade za znanost kao dio znanstvenog projekta „Statistical Modelling for Response to Crisis and Economic Growth in Western Balkan Countries“ (STRENGTHS) ; Broj projekta: 9402 ; Projektno razdoblje: 2014.-2018 ; Voditeljica: prof. dr. sc. Ksenija Dumičić.

nije evidentirano

nije evidentirano

nije evidentirano

nije evidentirano

nije evidentirano

Podaci o izdanju

5 (1)

2016.

115-142

objavljeno

1800-9581

2336-9205

10.1515/jcbtp-2016-0006

Povezanost rada

Ekonomija

Poveznice
Indeksiranost