A financial stress index for a highly dollarized developing country: The case of Lebanon

The aim of this paper is to construct the first comprehensive Financial Stress Index for Lebanon, dubbed the IFEFSI (Institute of Financial Economics Financial Stress Index). This is a broad coincident composite index that includes three different market segments; the banking sector, the equities ma...

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Bibliographic Details
Main Author: Ishrakieh, Layal Mansour (author)
Other Authors: Dagher, Leila (author), El Hariri, Sadika (author)
Format: article
Published: 2020
Online Access:http://hdl.handle.net/10725/17896
https://doi.org/10.1016/j.cbrev.2020.02.004
http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php
https://www.sciencedirect.com/science/article/pii/S1303070120300044
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