Media type: E-Book Title: Forecasting financial stress indices in Korea : a factor model approach Contributor: Kim, Hyeongwoo [Author]; Shi, Wen [Author] Published: [Auburn, AL]: Auburn University, Department of Economics, October 2018 Published in: Auburn University: Working paper series ; 2018006 Extent: 1 Online-Ressource (circa 49 Seiten); Illustrationen Language: English Keywords: Financial Stress Index ; Principal Component Analysis ; PANIC ; In-Sample Fit ; Out-of-Sample Forecast ; Diebold-Mariano-West Statistic ; Graue Literatur Origination: Footnote: Access State: Open Access