Scholar4AI Updated 2026-11-05 06:02 UTC+09:00

Financial stress indices

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data category: Uncertainty and sentiment indices · 0 papers in the last 7 days

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Text- and survey-based indices of policy uncertainty, geopolitical risk, investor sentiment and financial stress.

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Names searched for: Financial Stress Index

Key findings#

  • From Nov 2023 to Oct 2026, 84 archived papers mentioned Financial stress indices in their title, abstract or keywords (the search of earlier months' full texts is still under way), most of them in Sep 2024 (6).
  • Financial stress indices was mentioned in 1 paper in the last 30 days (2026-10-07 to 2026-11-05), ranking #165 of the 246 datasets mentioned.
  • By journal category: Finance (1).
  • Most of them appeared in Journal of Financial Stability (1).
  • From 2017 to 2026 (so far), Financial stress indices was mentioned in 118 papers in the tracked journals, most of them in finance (77), economics (32) and management (6).
  • 25 of them were published in 2025, against 2 in 2017.
  • Since 2023, the institutions with the most of these papers were BRAC University (4), Universitas Negeri Padang (3) and Ural Federal University (3).
  • The journals publishing most of them were Financial Innovation (11), International Review of Economics & Finance (8) and Finance research letters (8).
  • The most-cited of them is “Bitcoin and gold price returns: A quantile regression and NARDL analysis” (Resources Policy, 2020), with 185 citations.
  • Papers use Financial stress indices most often with Economic Policy Uncertainty index (33), S&P 500 (23) and VIX (21); it has 17 partners in the code and data network, in the group around S&P 500, Economic Policy…, Compustat.

Mentions over 36 months#

Papers mentioning it by publication month, Nov 2023 to Oct 2026 (titles, abstracts and keywords; the full texts of earlier months are still being searched)
TrendNov 23–Oct 24Nov 24–Oct 25Nov 25–Oct 2636 months
30272784

Papers per year#

2017: 2 papers2018: 1 paper2019: 7 papers2020: 9 papers2021: 1 paper2022: 10 papers2023: 6 papers2024: 34 papers2025: 25 papers2026 (so far): 23 papers
20172026 (so far)
Papers per publication year and category
Category2017201820192020202120222023202420252026 (so far)
Finance2036174231318
Economics01430328110
Management0000000204
Operations Research0000000110
AI0000000001
All categories21791106342523

Where the papers come from#

Institutions with the most papers, since 2023
#InstitutionPapers
1BRAC University4
2Universitas Negeri Padang3
3Ural Federal University3
4Brunel University of London2
5Erciyes University2
6Heriot-Watt University2
7IPAG Business School2
8James Cook University Singapore2
9Loughborough University2
10National University of Malaysia2
Countries with the most papers, since 2023
#CountryPapers
1China16
2United Kingdom16
3Italy8
4Turkey8
5United States8
6India7
7Germany6
8Bangladesh5
9France5
10Saudi Arabia5
Keywords with the most papers, since 2023
#KeywordPapers
1financial stress index35
2financial stress18
3COVID-19 pandemic16
4geopolitical risk13
5financial stability11
6volatility spillovers9
7Russian invasion of Ukraine8
8economic policy uncertainty8
9emerging markets8
102008 financial crisis7

Most-cited papers#

Most-cited papers since 2017
#CitationsPer monthTitleJournalPublishedAuthors
11852.3Bitcoin and gold price returns: A quantile regression and NARDL analysisResources Policy2020-03-29Francisco Jareño, María de la O González, Marta Tolentino et al.
21631.5Dating systemic financial stress episodes in the EU countriesJournal of Financial Stability2017-08-22Thibaut Duprey, Benjamin Klaus, Tuomas Peltonen
3880.8Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress indexJournal of International Financial Markets Institutions and Money2017-10-28Ronald R. MacDonald, Vasilios I. Sogiakas, Andreas Tsopanakis
4811.4Forecasting crude oil volatility with uncertainty indicators: New evidenceEnergy Economics2022-03-04Xiafei Li, Chao Liang, Zhonglu Chen et al.
5801.0High-Frequency Monitoring of Growth-at-RiskInternational Journal of Forecasting2020-01-01Laurent Ferrara, Matteo Mogliani, Jean-Guillaume Sahuc

Archive counts by publication year: a paper counts when its title, abstract or keywords name the dataset, or when OpenAlex's full-text search finds it there (searched for the last 30 days' papers and, by a pass over the past years, for older ones). Names added to the list later are looked for in older papers as the archive is read again.

Used together with#

Papers use Financial stress indices most often with Economic Policy Uncertainty index (33), S&P 500 (23) and VIX (21); it has 17 partners in the code and data network, in the group around S&P 500, Economic Policy…, Compustat. The whole network →

What papers use Financial stress indices together with (at least 3 papers; lift 1 = chance)
Used withTypePapers using bothLift
Economic Policy Uncertainty indexDataset335.5
S&P 500Dataset234.0
VIXDataset218.6
Marketization index (Fan Gang)Dataset127.1
Geopolitical Risk indexDataset1118.4
WTI crude oilDataset106.1
FREDDataset916.0
Climate Policy Uncertainty indexDataset85.7
Refinitiv DatastreamDataset88.5
Twitter / XDataset70.6
Baker-Wurgler investor sentimentDataset614.7
Brent crude oilDataset54.6
Papers mentioning Financial stress indices in the last 30 days, newest first.
DateTitleJournalAuthorsAffiliations
2026-10-24Programmable spreads: Indicators of financial conditions?Journal of Financial StabilityKwamie Dunbar, Eugene Yeboah, Victor ZhuWorcester Polytechnic Institute
Cite this page

Scholar4AI. (2026). Financial stress indices. Journal and Conference Research Rankings. Retrieved November 5, 2026, from https://scholar4ai.com/datasets/financial-stress-indices

@misc{scholar4ai-datasets-financial-stress-indices,
  author = {{Scholar4AI}},
  title = {Financial stress indices},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/datasets/financial-stress-indices}},
  urldate = {2026-11-05},
  note = {Journal and Conference Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}

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