FRM@RO

This is the repository for the paper FINANCIAL RISK METER FOR THE ROMANIAN STOCK MARKET, authors Daniel Traian Pele, Alexandra Ioana Conda, Raul Cristian Bag, Miruna Mazurencu-Marinescu-Pele, Vasile Alecsandru Strat. The paper can be viewed here.

Dynamics

The evolution of FRM@RO.

Risk levels

Detailed chart can be visualized here.

Current risk level for the Romanian Stock Market

31 Dec 2023 - Low risk of a crisis in the financial market. The incidence of a crisis is less likely than usual.

Network dynamics

3 January 2022 - 31 December 2023

Download historical data

FRM@RO

Download data and code

Data
Code

Resources

More details about the FRM framework, developed by Professor Wolfgang Karl Härdle and his team can be found here.

Contact

danpele@ase.ro