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...
محفوظ في:
| المؤلف الرئيسي: | |
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| مؤلفون آخرون: | , |
| التنسيق: | article |
| منشور في: |
2020
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| الوصول للمادة أونلاين: | 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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| _version_ | 1864513476285693952 |
|---|---|
| author | Ishrakieh, Layal Mansour |
| author2 | Dagher, Leila El Hariri, Sadika |
| author2_role | author author |
| author_facet | Ishrakieh, Layal Mansour Dagher, Leila El Hariri, Sadika |
| author_role | author |
| dc.creator.none.fl_str_mv | Ishrakieh, Layal Mansour Dagher, Leila El Hariri, Sadika |
| dc.date.none.fl_str_mv | 2020 2020-06 2026-04-08T12:29:51Z 2026-04-08T12:29:51Z |
| dc.identifier.none.fl_str_mv | 1303-0701 http://hdl.handle.net/10725/17896 https://doi.org/10.1016/j.cbrev.2020.02.004 Ishrakieh, L. M., Dagher, L., & El Hariri, S. (2020). A financial stress index for a highly dollarized developing country: The case of Lebanon. Central Bank Review, 20(2), 43-52. http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php https://www.sciencedirect.com/science/article/pii/S1303070120300044 |
| dc.language.none.fl_str_mv | en |
| dc.relation.none.fl_str_mv | Central Bank Review |
| dc.rights.*.fl_str_mv | info:eu-repo/semantics/openAccess |
| dc.title.none.fl_str_mv | A financial stress index for a highly dollarized developing country: The case of Lebanon |
| dc.type.none.fl_str_mv | Article info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article |
| description | 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 market, and the foreign exchange and other markets. It is constructed as a continuous real-time measure that quantifies the level of systemic stress by measuring latent conditions. As a metric for financial conditions, the IFEFSI should provide valuable information to macroprudential regulators whose aim is to maintain a smooth and resilient financial system. By using it as a tool to help monitor, identify, and address any potential crisis, they are better equipped to maintain financial and economic stability in Lebanon. |
| eu_rights_str_mv | openAccess |
| format | article |
| id | LAURepo_2ab02d65f036a959bfc2de2aa8f24928 |
| identifier_str_mv | 1303-0701 Ishrakieh, L. M., Dagher, L., & El Hariri, S. (2020). A financial stress index for a highly dollarized developing country: The case of Lebanon. Central Bank Review, 20(2), 43-52. |
| language_invalid_str_mv | en |
| network_acronym_str | LAURepo |
| network_name_str | Lebanese American University repository |
| oai_identifier_str | oai:laur.lau.edu.lb:10725/17896 |
| publishDate | 2020 |
| repository.mail.fl_str_mv | |
| repository.name.fl_str_mv | |
| repository_id_str | |
| spelling | A financial stress index for a highly dollarized developing country: The case of LebanonIshrakieh, Layal MansourDagher, LeilaEl Hariri, SadikaThe 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 market, and the foreign exchange and other markets. It is constructed as a continuous real-time measure that quantifies the level of systemic stress by measuring latent conditions. As a metric for financial conditions, the IFEFSI should provide valuable information to macroprudential regulators whose aim is to maintain a smooth and resilient financial system. By using it as a tool to help monitor, identify, and address any potential crisis, they are better equipped to maintain financial and economic stability in Lebanon.Published2026-04-08T12:29:51Z2026-04-08T12:29:51Z20202020-06Articleinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/article1303-0701http://hdl.handle.net/10725/17896https://doi.org/10.1016/j.cbrev.2020.02.004Ishrakieh, L. M., Dagher, L., & El Hariri, S. (2020). A financial stress index for a highly dollarized developing country: The case of Lebanon. Central Bank Review, 20(2), 43-52.http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.phphttps://www.sciencedirect.com/science/article/pii/S1303070120300044enCentral Bank Reviewinfo:eu-repo/semantics/openAccessoai:laur.lau.edu.lb:10725/178962026-04-08T12:29:51Z |
| spellingShingle | A financial stress index for a highly dollarized developing country: The case of Lebanon Ishrakieh, Layal Mansour |
| status_str | publishedVersion |
| title | A financial stress index for a highly dollarized developing country: The case of Lebanon |
| title_full | A financial stress index for a highly dollarized developing country: The case of Lebanon |
| title_fullStr | A financial stress index for a highly dollarized developing country: The case of Lebanon |
| title_full_unstemmed | A financial stress index for a highly dollarized developing country: The case of Lebanon |
| title_short | A financial stress index for a highly dollarized developing country: The case of Lebanon |
| title_sort | A financial stress index for a highly dollarized developing country: The case of Lebanon |
| url | 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 |