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 …

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 …

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 …