NationalEconomicTrends January 2010 Appendix The St. Louis Fed’s Financial Stress Index (STLFSI) is constructed using principal components analysis, which is similar to the construction of the Kansas City Fed’s FSI ( - Stress analysis - Document - PDFSEARCH.IO

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	NationalEconomicTrends January 2010 Appendix The St. Louis Fed’s Financial Stress Index (STLFSI) is constructed using principal components analysis, which is similar to the construction of the Kansas City Fed’s FSI ( Add to Reading List Document Date: 2010-01-19 17:00:23 Open Document File Size: 2,97 MB Share Result on Facebook City St. Louis / / Company Merrill Lynch / J.P. Morgan / London Interbank / Vanguard Financials Exchange-Traded Fund / / IndustryTerm finance / / MarketIndex Board Options Exchange Market Volatility / Board Options Exchange Volatility / / Organization Kansas City Fed / Federal Reserve Bank / US Federal Reserve / / ProvinceOrState South Dakota / / URL http / SocialTag Fixed income market Banking United States housing bubble Interest rates Bond High-yield debt Yield curve Overnight indexed swap Libor Economics

NationalEconomicTrends January 2010 Appendix The St. Louis Fed’s Financial Stress Index (STLFSI) is constructed using principal components analysis, which is similar to the construction of the Kansas City Fed’s FSI (Add to Reading List