---
title: "Financial stress indices: research papers using this data"
description: "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)."
url: https://scholar4ai.com/datasets/financial-stress-indices
markdown_url: https://scholar4ai.com/datasets/financial-stress-indices.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
share_text: "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). (as of 2026-11-05)"
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-11-05T06:02:37+09:00
window: 2026-10-07 to 2026-11-05
source: OpenAlex (CC0)
---

# Financial stress indices

[Browse dataset profiles](https://scholar4ai.com/datasets/directory/page/3.md)

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

- data category: Uncertainty and sentiment indices
- 0 papers in the last 7 days
- Names searched for: Financial Stress Index

Most-used data: https://scholar4ai.com/rankings/datasets.md · All Uncertainty and sentiment indices datasets: https://scholar4ai.com/datasets/uncertainty-and-sentiment-indices.md



## 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)*

| Trend | Nov 23–Oct 24 | Nov 24–Oct 25 | Nov 25–Oct 26 | 36 months |
|---|---:|---:|---:|---:|
|  | 30 | 27 | 27 | 84 |

## Papers per year

*Papers per publication year and category*

| Category | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 (so far) |
|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|
| [Finance](https://scholar4ai.com/categories/finance.md) | 2 | 0 | 3 | 6 | 1 | 7 | 4 | 23 | 13 | 18 |
| [Economics](https://scholar4ai.com/categories/economics.md) | 0 | 1 | 4 | 3 | 0 | 3 | 2 | 8 | 11 | 0 |
| [Management](https://scholar4ai.com/categories/management.md) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 0 | 4 |
| [Operations Research](https://scholar4ai.com/categories/operations-research.md) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 |
| [AI](https://scholar4ai.com/categories/ai.md) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 |
| All categories | 2 | 1 | 7 | 9 | 1 | 10 | 6 | 34 | 25 | 23 |

## Where the papers come from

*Journals with the most papers, since 2023*

| # | Journal | Papers |
|---:|---|---:|
| 1 | [Financial Innovation](https://scholar4ai.com/journals/financial-innovation.md) | 11 |
| 2 | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | 8 |
| 3 | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | 8 |
| 4 | [International Review of Financial Analysis](https://scholar4ai.com/journals/international-review-of-financial-analysis.md) | 6 |
| 5 | [Energy Economics](https://scholar4ai.com/journals/energy-economics.md) | 5 |
| 6 | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | 4 |
| 7 | [Journal of International Financial Markets Institutions and Money](https://scholar4ai.com/journals/journal-of-international-financial-markets-institutions-and-money.md) | 4 |
| 8 | [Empirical Economics](https://scholar4ai.com/journals/empirical-economics.md) | 3 |
| 9 | [The North American Journal of Economics and Finance](https://scholar4ai.com/journals/the-north-american-journal-of-economics-and-finance.md) | 3 |
| 10 | [Journal of Financial Stability](https://scholar4ai.com/journals/journal-of-financial-stability.md) | 3 |

*Institutions with the most papers, since 2023*

| # | Institution | Papers |
|---:|---|---:|
| 1 | BRAC University | 4 |
| 2 | Universitas Negeri Padang | 3 |
| 3 | Ural Federal University | 3 |
| 4 | [Brunel University of London](https://scholar4ai.com/institutions/brunel-university-of-london.md) | 2 |
| 5 | Erciyes University | 2 |
| 6 | Heriot-Watt University | 2 |
| 7 | IPAG Business School | 2 |
| 8 | James Cook University Singapore | 2 |
| 9 | Loughborough University | 2 |
| 10 | National University of Malaysia | 2 |

*Countries with the most papers, since 2023*

| # | Country | Papers |
|---:|---|---:|
| 1 | China | 16 |
| 2 | United Kingdom | 16 |
| 3 | Italy | 8 |
| 4 | Turkey | 8 |
| 5 | United States | 8 |
| 6 | India | 7 |
| 7 | Germany | 6 |
| 8 | Bangladesh | 5 |
| 9 | France | 5 |
| 10 | Saudi Arabia | 5 |

*Keywords with the most papers, since 2023*

| # | Keyword | Papers |
|---:|---|---:|
| 1 | financial stress index | 35 |
| 2 | financial stress | 18 |
| 3 | [COVID-19 pandemic](https://scholar4ai.com/keywords/covid-19-pandemic.md) | 16 |
| 4 | [geopolitical risk](https://scholar4ai.com/keywords/geopolitical-risk.md) | 13 |
| 5 | [financial stability](https://scholar4ai.com/keywords/financial-stability.md) | 11 |
| 6 | [volatility spillovers](https://scholar4ai.com/keywords/volatility-spillovers.md) | 9 |
| 7 | [Russian invasion of Ukraine](https://scholar4ai.com/keywords/russian-invasion-of-ukraine.md) | 8 |
| 8 | [economic policy uncertainty](https://scholar4ai.com/keywords/economic-policy-uncertainty.md) | 8 |
| 9 | [emerging markets](https://scholar4ai.com/keywords/emerging-markets.md) | 8 |
| 10 | [2008 financial crisis](https://scholar4ai.com/keywords/2008-financial-crisis.md) | 7 |

## Most-cited papers

*Most-cited papers since 2017*

| # | Citations | Per month | Title | Journal | Published | Authors |
|---:|---:|---:|---|---|---|---|
| 1 | 185 | 2.3 | [Bitcoin and gold price returns: A quantile regression and NARDL analysis](https://doi.org/10.1016/j.resourpol.2020.101666) | [Resources Policy](https://scholar4ai.com/journals/resources-policy.md) | 2020-03-29 | Francisco Jareño, María de la O González, Marta Tolentino et al. |
| 2 | 163 | 1.5 | [Dating systemic financial stress episodes in the EU countries](https://doi.org/10.1016/j.jfs.2017.07.004) | [Journal of Financial Stability](https://scholar4ai.com/journals/journal-of-financial-stability.md) | 2017-08-22 | Thibaut Duprey, Benjamin Klaus, Tuomas Peltonen |
| 3 | 88 | 0.8 | [Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index](https://doi.org/10.1016/j.intfin.2017.09.003) | [Journal of International Financial Markets Institutions and Money](https://scholar4ai.com/journals/journal-of-international-financial-markets-institutions-and-money.md) | 2017-10-28 | Ronald R. MacDonald, Vasilios I. Sogiakas, Andreas Tsopanakis |
| 4 | 81 | 1.4 | [Forecasting crude oil volatility with uncertainty indicators: New evidence](https://doi.org/10.1016/j.eneco.2022.105936) | [Energy Economics](https://scholar4ai.com/journals/energy-economics.md) | 2022-03-04 | Xiafei Li, Chao Liang, Zhonglu Chen et al. |
| 5 | 80 | 1.0 | [High-Frequency Monitoring of Growth-at-Risk](https://doi.org/10.1016/j.ijforecast.2021.06.010) | [International Journal of Forecasting](https://scholar4ai.com/journals/international-journal-of-forecasting.md) | 2020-01-01 | Laurent Ferrara, Matteo Mogliani, Jean-Guillaume Sahuc |

## 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.

*What papers use Financial stress indices together with (at least 3 papers; lift 1 = chance)*

| Used with | Type | Papers using both | Lift |
|---|---|---:|---:|
| [Economic Policy Uncertainty index](https://scholar4ai.com/datasets/economic-policy-uncertainty-index.md) | Dataset | 33 | 5.5 |
| [S&P 500](https://scholar4ai.com/datasets/s-p-500.md) | Dataset | 23 | 4.0 |
| [VIX](https://scholar4ai.com/datasets/vix.md) | Dataset | 21 | 8.6 |
| [Marketization index (Fan Gang)](https://scholar4ai.com/datasets/marketization-index-fan-gang.md) | Dataset | 12 | 7.1 |
| [Geopolitical Risk index](https://scholar4ai.com/datasets/geopolitical-risk-index.md) | Dataset | 11 | 18.4 |
| [WTI crude oil](https://scholar4ai.com/datasets/wti-crude-oil.md) | Dataset | 10 | 6.1 |
| [FRED](https://scholar4ai.com/datasets/fred.md) | Dataset | 9 | 16.0 |
| [Climate Policy Uncertainty index](https://scholar4ai.com/datasets/climate-policy-uncertainty-index.md) | Dataset | 8 | 5.7 |
| [Refinitiv Datastream](https://scholar4ai.com/datasets/refinitiv-datastream.md) | Dataset | 8 | 8.5 |
| [Twitter / X](https://scholar4ai.com/datasets/twitter-x.md) | Dataset | 7 | 0.6 |
| [Baker-Wurgler investor sentiment](https://scholar4ai.com/datasets/baker-wurgler-investor-sentiment.md) | Dataset | 6 | 14.7 |
| [Brent crude oil](https://scholar4ai.com/datasets/brent-crude-oil.md) | Dataset | 5 | 4.6 |

The whole network: https://scholar4ai.com/code/network.md

## Papers

*Papers mentioning Financial stress indices in the last 30 days, newest first.*

| Date | Title | Journal | Authors | Affiliations |
|---|---|---|---|---|
| 2026-10-24 | [Programmable spreads: Indicators of financial conditions?](https://doi.org/10.1016/j.jfs.2026.101607) | [Journal of Financial Stability](https://scholar4ai.com/journals/journal-of-financial-stability.md) | Kwamie Dunbar, Eugene Yeboah, Victor Zhu | Worcester 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

```bibtex
@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}
}
```

License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).