stress index (FSI) for Romania using monthly data from May 2005 to December 2019. The purpose of the indicator is to provide …, securities market and foreign exchange market. The results suggest that the financial stress index developed successfully …

This study improves on the methodology for calculating the financial stress index (FSI) for Ukraine by introducing time … securities, and the foreign exchange (FX) market). The index consists of 20 indicators selected from an initial list of 47 … potential candidates. To check the performance of the indicators, sub-indices, and index, we use area under the receiver …

In this paper, employing several econometric techniques, the authors construct a financial stress index (CNFSI) and a … financial conditions index (CNFCI) to measure the instability of China's financial system. The indices are based on the monthly …

In this paper, employing several econometric techniques, the authors construct a financial stress index (CNFSI) and a … financial conditions index (CNFCI) to measure the instability of China's financial system. The indices are based on the monthly …

We introduce a financial stress index developed by the Office of Financial Research (OFR FSI) and detail its purpose … financial stress. In addition, we find that the OFR FSI leads the Chicago Fed National Activity Index in a Granger causality …

This paper describes a financial stress index for the United States, the CFSI, which provides a continuous signal of … financial stress and broad coverage of the areas that could indicate it. The index is based on daily public market data … occur. In addition, the design of the index allows the origin of the stress to be identified. We compare the CFSI to …

economic aggregatio and index number theory and aim to aggregate the money components by considering their transaction service …