Measuring Financial Market Stress

Kevin L. Kliesen · Douglas C. Smith

119 citations0/0 files storedEconomic Synopses

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Banking stability, regulation, efficiency Market Dynamics and Volatility

Abstract

Although the St. Louis Financial Stress Index suggests the level of financial stress in the markets has declined significantly since September 2008, the stress level remains modestly higher than average.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 119 citations exist upstream.

References

2014Financial stress and economic dynamics: The transmission of crises

Cited by

2014International transmission and business-cycle effects of financial stress 2021Commodity prices co-movements and financial stability: A multidimensional visibility nexus with climate conditions 2019The role of geopolitical risks on the Turkish economy opportunity or threat 2016Financial stress and economic dynamics: The case of France 2023The measurement and early warning of daily financial stability index based on XGBoost and SHAP: Evidence from China 2015A Top-down Approach to Stress-testing Banks 2020A financial stress index for a highly dollarized developing country: The case of Lebanon 2013SAFE: An early warning system for systemic banking risk

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.