Essays about: "Sören Haefcke"

Found 1 essay containing the words Sören Haefcke.

  1. 1. A Swedish Financial Stress Index

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Sören Haefcke; Anders Skarholt; [2012]
    Keywords : Financial stress index; Financial crises; Systemic risk; Financial stability; Financial system;

    Abstract : 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. READ MORE