FRED Economic Data | St. Louis Fed

St. Louis Fed Financial Stress Index (STLFSI)


Source(s): Federal Reserve Bank of St. Louis
Release: St. Louis Fed Financial Stress Index (Not a Press Release)  

Description of growth rate formulas  
 
to  
 
Seasonal
Adjustment:
Not Seasonally Adjusted 
Notes: Copyright Federal Reserve Bank of St. Louis.

To obtain detailed information regarding the construction of the St. Louis Financial Stress Index, please see the online appendix at
http://research.stlouisfed.org/publications/net/NETJan2010Appendix.pdf

As of 07/15/2010 the Vanguard Financial Exchange-Traded Fund series has been replaced with the S&P 500 Financials Index. This change was made to facilitate a more timely and automated updating of the FSI. Switching from the Vanguard series to the S&P series produced no meaningful change in the index. 
Updated: 2013-06-06 10:00 AM CDT 

Note: CSV files do not contain header information.


Subscribe to our newsletter for updates on published research, data news, and latest econ information.
Name:   Email:  
Twitter logo Facebook logo YouTube logo LinkedIn logo