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RePEcEconometrics & Forecasting

Stress in the Press or Stress in the Market: A New Measure of Perceived Financial Stress

A news-based stress index for Canada reveals that perceived financial stress operates through household precautionary behavior, independently of market-based financial shocks.

Featured in No. 138 on 6 Nov 2026 · 1 day after release

News stress index compared with VIX, consumer confidence, and business confidence over time.
Figure 5: NSI and macro-financial indicators
Released
5 Nov 2026
First featured
No. 138 · 6 Nov 2026
Published in
Not yet, as far as Semantic Scholar knows
Fanfare
2 of 5
Identifier
RePEc:bca:bocsap:26-50
Authors
Brett Barnes et al.

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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