Financial Imbalance Index as a New Early Warning Indicator: Methods and Applications in the Chinese Economy

Author:

Ma Yong1,Chen Yulu2

Affiliation:

1. Associate Professor, China Financial Policy Research Center, School of Finance; Renmin University of China; Beijing China

2. Professor, School of Finance; Renmin University of China; Beijing China

Publisher

Wiley

Subject

General Economics, Econometrics and Finance

Reference32 articles.

1. Agnello , L. L. Schuknecht 2009 Booms and busts in housing markets: Determinants and implications ECB Working Paper

2. On a correct measure of inflation;Alchian;Journal of Money, Credit and Banking,1973

3. Alessi , L. C. Detken 2009 Real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity European Central Bank Working Paper

4. Allen , F. D. Gale 2000 Asset price bubbles and monetary policy Center for Financial Institutions Working Papers

5. The global financial crisis and the efficient market hypothesis: What have we learned;Ball;Journal of Applied Corporate Finance,2009

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