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Financial Stress

Financial Stress

  • On financial stress

    The past recession highlighted the financial sector's role in the economy, specifically that its health can affect economic fluctuations. It is not as easy to see how well this sector is doing now, as there are many, many indicators.

  • Financial Stress Regimes and the Macroeconomy

    We identify financial stress regimes using a model that explicitly links financial variables with the macroeconomy.

  • What Is the St. Louis Fed Financial Stress Index?

    Monday, June 16, 2014

    The St. Louis Fed Financial Stress Index has hovered around its lowest level on record for the past several weeks.

  • Disentangling Diverse Measures: A Survey of Financial Stress Indexes

    The recent financial crisis helped emphasize the need for measures of financial conditions. In the wake of the crisis...

  • Measuring Financial Market Stress

    Although the STLFSI suggests the level of financial stress in the markets has declined significantly since September 2008, the stress level remains modestly higher than average.

  • St Louis Fed Financial Stress Index©

    The STLFSI measures the degree of financial stress in the markets and is constructed from 18 weekly data series: seven interest rate series, six yield spreads and five other indicators.