Stolbov, Michail I.; Shchepeleva, Maria - In: Borsa Istanbul Review 25 (2025) 2, pp. 350-359
We propose a sentiment-based financial stress index (S-FSI) for Russia from January 2018 to June 2024. The index is based on the intensity of internet searches in Russian via Google and Yandex for terms with negative connotations about financial stability. The terms in our index form a unique...