Verfügbarkeit: Market Volatility As a Financial Soundness Indicator

Market Volatility As a Financial Soundness Indicator: An Application to Israel

Financial decisions of economic agents are based on volatility considerations. However, no aggregate indicators have been used by policymakers and regulators to assess the market risk environment. This paper applies a market volatility indicator to analyze the Israeli''s transition toward...

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1. Verfasser:	Méndez Morales, Armando (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2003
Schriftenreihe:	IMF Working Papers Working Paper No. 03/47
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	Financial decisions of economic agents are based on volatility considerations. However, no aggregate indicators have been used by policymakers and regulators to assess the market risk environment. This paper applies a market volatility indicator to analyze the Israeli''s transition toward inflation targeting. Unlike conventional measures of volatility, it shows a substantial decline once volatility is measured against the minimum variance for the same returns on assets. Using a conventional Multivariate GARCH model, we find that interest rates sensitivity to changes in the risk environment may be important for a correct identification of volatility patterns of individual assets
Beschreibung:	1 Online-Ressource (39 p)
ISBN:	1451846665 9781451846669

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spelling	Méndez Morales, Armando Verfasser aut Market Volatility As a Financial Soundness Indicator An Application to Israel Méndez Morales, Armando Washington, D.C International Monetary Fund 2003 1 Online-Ressource (39 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 03/47 Financial decisions of economic agents are based on volatility considerations. However, no aggregate indicators have been used by policymakers and regulators to assess the market risk environment. This paper applies a market volatility indicator to analyze the Israeli''s transition toward inflation targeting. Unlike conventional measures of volatility, it shows a substantial decline once volatility is measured against the minimum variance for the same returns on assets. Using a conventional Multivariate GARCH model, we find that interest rates sensitivity to changes in the risk environment may be important for a correct identification of volatility patterns of individual assets Online-Ausg Schumacher, Liliana Sonstige oth http://elibrary.imf.org/view/IMF001/04538-9781451846669/04538-9781451846669/04538-9781451846669.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Méndez Morales, Armando Market Volatility As a Financial Soundness Indicator An Application to Israel
title	Market Volatility As a Financial Soundness Indicator An Application to Israel
title_auth	Market Volatility As a Financial Soundness Indicator An Application to Israel
title_exact_search	Market Volatility As a Financial Soundness Indicator An Application to Israel
title_exact_search_txtP	Market Volatility As a Financial Soundness Indicator An Application to Israel
title_full	Market Volatility As a Financial Soundness Indicator An Application to Israel Méndez Morales, Armando
title_fullStr	Market Volatility As a Financial Soundness Indicator An Application to Israel Méndez Morales, Armando
title_full_unstemmed	Market Volatility As a Financial Soundness Indicator An Application to Israel Méndez Morales, Armando
title_short	Market Volatility As a Financial Soundness Indicator
title_sort	market volatility as a financial soundness indicator an application to israel
title_sub	An Application to Israel
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