The OFR Financial Stress Index
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. Anal...
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| Format: | Article |
| Language: | English |
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MDPI AG
2019-02-01
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| Series: | Risks |
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| Online Access: | https://www.mdpi.com/2227-9091/7/1/25 |