Assessing and Combining Financial Conditions Indexes.

Aramonte, S., Rosen, S., & and Schindler, J. W. (2012). Assessing and Combining Financial Conditions Indexes.

Type

Preprint

Intellectual base

Grey literature

Year

2012

Link

https://www.federalreserve.gov/pubs/feds/2013/201339/index.html

Cited by

1 citation across 1 artifact.

Domain-specific

• TED Spread
  • … the relative riskiness of LIBOR-based financing and, historically, as the basis risk between private money-market rates and Treasury-bill rates. Federal Reserve and BIS research consequently use the TED Spread as an aggregate sign of bank-funding or financial stress, not as a structural estimate of any one component.

Verification

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Links previously used in the corpus

Before the registry existed this work was also linked 1 other way.

• https://www.federalreserve.gov/pubs/feds/2012/201282/index.html ×1

Registry ID ref:720f0fc618b3 · see in the full table