Nawaz, Ahsan; Waqar, Ahsan; Shah, Syyed Adnan Raheel; … - In: Risks : open access journal 7 (2019) 1/24, pp. 1-10
We introduce a financial stress index that was developed by the Office of Financial Research (OFR FSI) and detail its purpose, construction, interpretation, and use in financial market monitoring. The index employs a novel and flexible methodology using daily data from global financial markets....