Estimation of comprehensive index of financial stress

February 3, 2024Financial Economics فصلنامه اقتصاد مالیOpen Access

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Key Points

The aim is to formulate a comprehensive financial stress index that incorporates both financial and non-financial variables in Iran.
Developed a comprehensive index for financial stress targeting various information types.
Emphasized the importance of measuring financial risks and crises for economic policy execution.
Focused on creating a tool that encapsulates market behavior during periods of uncertainty.
Identified the need for a broader financial stress index that includes non-financial data.
Demonstrated that previous estimates lacked the inclusion of comprehensive data in Iran.
Set groundwork for future analyses of financial stress trends.

Develops a financial stress index in Iran, suggesting a method to assess economic stability.

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Khadem et al. (2024) studied this question.

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