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Measuring financial market stress

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Author Info

  • Kevin L. Kliesen
  • Douglas C. Smith

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.

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File URL: http://research.stlouisfed.org/publications/es/10/ES1002.pdf
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Bibliographic Info

Article provided by Federal Reserve Bank of St. Louis in its journal Economic Synopses.

Volume (Year): (2010)
Issue (Month): ()
Pages:

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Handle: RePEc:fip:fedles:y:2010:n:2

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Related research

Keywords: Bank supervision ; Financial market regulatory reform;

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Citations

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Cited by:
  1. Oet, Mikhail V. & Bianco, Timothy & Gramlich, Dieter & Ong, Stephen J., 2013. "SAFE: An early warning system for systemic banking risk," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4510-4533.
  2. Mark A. Carlson & Kurt F. Lewis & William R. Nelson, 2012. "Using policy intervention to identify financial stress," Finance and Economics Discussion Series 2012-02, Board of Governors of the Federal Reserve System (U.S.).
  3. Eleonora Iachini & Stefano Nobili, 2014. "An indicator of systemic liquidity risk in the Italian financial markets," Questioni di Economia e Finanza (Occasional Papers) 217, Bank of Italy, Economic Research and International Relations Area.
  4. Jonas Dovern & Björn van Roye, 2013. "International transmission of financial stress: evidence from a GVAR," Kiel Working Papers 1844, Kiel Institute for the World Economy.
  5. Holló, Dániel & Kremer, Manfred & Lo Duca, Marco, 2012. "CISS - a composite indicator of systemic stress in the financial system," Working Paper Series 1426, European Central Bank.
  6. Mikhail V. Oet & Ryan Eiben & Timothy Bianco & Dieter Gramlich & Stephen J. Ong, 2011. "The financial stress index: identification of systemic risk conditions," Working Paper 1130, Federal Reserve Bank of Cleveland.

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