improvements. The present paper seeks to contribute to this evolution, focusing on the “Global Risk Appetite Index” (GRAI) class of …

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 …

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

Cleveland Fed has developed an index of financial stress, the CFSI, which is designed to track distress in the financial system …

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 …

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 …