What Are Financial Market Stress Indexes Showing?

Kevin Kliesen, Michael McCracken, Trần Khánh Ngân and Devin Werner

On the Economy from Federal Reserve Bank of St. Louis

Abstract: The St. Louis Fed’s financial stress index is diverging from others. The reason appears to be the result of a switch to a new interest rate used to help calculate the index.

Keywords: financial; market; stress; indexes (search for similar items in EconPapers)
Date: 2022-05-24
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Persistent link: https://EconPapers.repec.org/RePEc:fip:l00001:94320

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