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Construction and Test of China Financial Security Index

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摘要 This article builds a financial security index of China with principal components analysis.The index covers 22 components from the four dimensions of financial security:macroeconomic securi-ty,intermediate economic security,micro financial market structure,and extermal shocks.The article estimates the values of the index for the years from 1985 to 2011 and explains its dynamics.
作者 HE Dexu LOU Feng
出处 《金融评论》 2012年第5期122-126,共5页 Chinese Review of Financial Studies
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