Search Results for author:
Found 1 papers, 0 papers with code
FRM Financial Risk Meter for Emerging Markets
The FRM-EM is applied to capture systemic risk behavior embedded in the returns of the 25 largest EMs FIs, covering the BRIMST (Brazil, Russia, India, Mexico, South Africa, and Turkey), and thereby reflects the financial linkages between these economies.
Cannot find the paper you are looking for? You can
Submit a new open access paper.
