Measuring financial market stress

By Kevin L. Kliesen, D. C. Smith. 2010

113 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/26ce39a9299e107d8b34cadb626c23b007c425d2

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Thibaut Duprey
2. Benjamin Klaus
3. Tuomas A. Peltonen

In Economics and Econometrics

1. Thibaut Duprey
2. Benjamin Klaus
3. Tuomas A. Peltonen

In Finance

1. Thibaut Duprey
2. Benjamin Klaus
3. Tuomas A. Peltonen

Citations in the corpus

• Financial Stress and Economic Dynamics: The Transmission of Crises (2015, unknown): “For details, see Kliesen and Smith (2010).”
• CISS - A Composite Indicator of Systemic Stress in the Financial System (2012, unknown): “Applying the same methodology, Kliesen and Smith (2010) aggregate 18 weekly financial market indicators into the “St. Louis Fed’s Financial Stress Index” (STLFSI).”
• Dating systemic financial stress episodes in the EU countries (2017, methodology): “20The commonality across market segments could be captured by a principal-component analysis (Hakkio and Keeton, 2009; Kliesen and Smith, 2010; Brave and Butters, 2011), but this method is”