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1. A Swedish Financial Stress Index
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : In this thesis we develop a daily index that aims to reflect the functionality of the Swedish financial system. We extend previous research about systemic financial stress by introducing the Swedish Financial Stress Index (SFSI), a market data based measure consisting of 14 indicators aggregated into five subindices that reflect different parts of the financial system. LÄS MER
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