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What Are Financial Market Stress Indexes Showing?

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Abstract

The St. Louis Fed’s financial stress index is diverging from others. The reason appears to be the result of a switch to a new interest rate used to help calculate the index.

Suggested Citation

  • Kevin L. Kliesen & Michael W. McCracken & Trần Khánh Ngân & Devin Werner, 2022. "What Are Financial Market Stress Indexes Showing?," On the Economy 94320, Federal Reserve Bank of St. Louis.
    • Handle: RePEc:fip:l00001:94320
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    File URL: https://www.stlouisfed.org/on-the-economy/2022/may/what-are-financial-market-stress-indexes-showing
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    Keywords

    financial market stress indexes;

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