Macro Hive Conversations With Bilal Hafeez cover image

Mikihiro Matsuoka on Bank of Japan policy, Japanisation of Economies, and the Demise of Capitalism

Macro Hive Conversations With Bilal Hafeez

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Financial Stress - How to Measure It?

We try to measure such kind of fear or stress by looking at the spread in various types of finished markets. We take an average from those different market spread and the result is so called financial stress index, which we put onte screen. And if the standard divation exceeded one, there was some o financial sstomac crisis having taken place in those areas. In that sense, the touching of the mity poesy may inadvertently trigger a tasalang financial systemic crisis. Yes.

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