The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

Financial Stress Index Data

The R package stressr provides convenient access to the financial stress index and components data provided by the Federal Reserve Bank of Cleveland. The package provides data download functions and some representative plots along the same categories as provided by the bank. See the FRB’s terms of use regarding these data.

As a simple example of gathering data and drawing simple plots consider the R code

require(stressr)
require(lattice)
idx <- getStressIndex()
stressIndexChart(idx,"2007/")

Several examples of plots are shown by category below. For details on each query and more example plots, please see the package vignette.

Index Report

Summary Report

Securitization Markets

Real Estate Markets

Funding Markets

Foreign Exchange Markets

Equitiy Markets

Credit Markets

Index Components

References

• See Cleveland FRB for more details.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.