"Financial Stress Index—Euro Area, the United States, and the United Kingdom"
"Figure 4.5a"

,EUA,UKG,USA
date,euro area,United Kingdom,United States,episodes
1/1/2008,0.2353,-0.4710,-0.1825,1
2/1/2008,1.2346,1.2416,0.2458,1
3/1/2008,1.1809,1.1555,0.0869,1
4/1/2008,1.4690,1.0002,0.5209,1
5/1/2008,1.4837,1.4201,0.6995,1
6/1/2008,1.7246,1.6683,1.2722,1
7/1/2008,2.4941,2.3571,2.4409,1
8/1/2008,2.4608,2.3703,2.2835,1
9/1/2008,2.6308,3.5170,2.8857,1
10/1/2008,3.5736,11.3177,5.9319,1
11/1/2008,4.7917,14.3620,9.2319,1
12/1/2008,4.4731,12.9993,8.4631,1
1/1/2009,4.2026,12.2287,8.8078,1
2/1/2009,4.0838,12.5333,10.0234,1
3/1/2009,3.4531,11.7340,9.2696,1
4/1/2009,3.0159,9.8084,9.9521,1
5/1/2009,3.9000,10.0137,8.1833,1
6/1/2009,3.1202,8.7284,7.3968
7/1/2009,2.3308,7.3965,5.5386
8/1/2009,2.8287,5.8089,0.0480
9/1/2009,1.6251,4.1954,3.0985
10/1/2009,0.7435,2.0903,1.5393
11/1/2009,0.6499,-0.1077,-0.2363
12/1/2009,-0.0336,0.2151,0.0214
1/1/2010,-0.1637,-1.1825,-1.2624
2/1/2010,-0.4173,-1.7431,-2.7925
3/1/2010,-1.1405,-2.6307,-2.6632
4/1/2010,-0.5145,-2.1775,-2.0074
5/1/2010,-0.2259,-0.0978,-0.9452,1
6/1/2010,-0.5484,1.6977,0.3590,1
7/1/2010,-0.6865,0.7462,-0.1657,1
8/1/2010,-0.4191,3.1180,1.7155,1
9/1/2010,-0.3788,2.0419,0.9885,1
10/1/2010,-0.6115,1.3764,1.5697,1
11/1/2010,-0.5160,1.6217,1.9562,1
12/1/2010,-0.5149,1.0633,0.2645,1
1/1/2011,-0.4212,0.1863,-0.1228,1
2/1/2011,-0.6340,-0.7226,-0.6440,1
3/1/2011,-0.2131,-0.3553,-0.7275,1
4/1/2011,-0.1647,-1.2997,-1.1928,1
5/1/2011,-0.1673,-1.7662,-2.1245,1
6/1/2011,-0.1441,-2.6393,-2.6919,1
7/1/2011,-0.0544,-1.9755,-2.1937,1
8/1/2011,0.3897,-1.4952,-1.9869,1
9/1/2011,1.6827,0.9860,0.3305,1
10/1/2011,1.1201,0.7636,-0.2367,1
11/1/2011,1.1402,1.9104,2.1616,1
12/1/2011,1.1408,2.0271,2.0429,1
1/1/2012,0.8217,1.2456,1.2363,1
2/1/2012,0.5640,0.5294,1.0785,1
3/1/2012,0.4608,0.8715,0.4021,1
4/1/2012,0.6400,0.7296,0.2348,1
5/1/2012,0.9056,1.0929,0.9435,1
6/1/2012,0.7422,1.5393,0.3241
7/1/2012,0.4914,0.7725,0.4806
8/1/2012,-0.2119,-0.0369,-0.6673
9/1/2012,-0.5635,-1.4582,-1.8190
10/1/2012,-0.4644,-0.6736,-0.7114
11/1/2012,-0.7041,-0.9064,-0.8591
12/1/2012,-0.8907,-1.4476,-1.0678
1/1/2013,-0.8725,-1.6315,-1.5663
2/1/2013,-0.7394,-0.5915,-0.8283,1
3/1/2013,-0.8029,-0.8151,-1.0909,1
4/1/2013,-1.0976,-1.4866,-1.4397,1
5/1/2013,-1.5723,-2.2950,-2.2265,1
6/1/2013,-0.9978,-1.9598,-2.2815,1
7/1/2013,-0.4452,-1.8426,-2.8350,1
8/1/2013,-0.4341,-1.8254,-1.8902,1
9/1/2013,-0.5787,-1.8297,-1.9587,1
10/1/2013,-0.7568,-2.3905,-2.3738,1
11/1/2013,-0.8413,-1.8042,-2.5731,1
12/1/2013,-0.8455,-2.1611,-3.2786,1
1/1/2014,-0.8137,-1.2331,-2.3826,1
2/1/2014,-0.9768,-1.7177,-2.7978
3/1/2014,-0.9233,-1.3826,-2.1602
4/1/2014,-0.9774,-1.2965,-2.3045
5/1/2014,-0.9008,-1.2503,-2.4545
6/1/2014,-1.3101,-1.9154,-2.8645
7/1/2014,-1.1111,-1.7339,-1.8763
8/1/2014,-0.9908,-1.7727,-2.5276
9/1/2014,-1.0564,-1.0268,-1.7186
10/1/2014,-0.7789,-0.3945,-1.8070
11/1/2014,-0.7084,-0.9727,-1.6821
12/1/2014,-0.7238,-0.5256,-1.6040
1/1/2015,-0.9275,-0.7168,-1.6462
2/1/2015,-0.7555,-1.1511,-1.8320
3/1/2015,-0.8554,-0.5248,-0.8444
4/1/2015,-0.9379,-0.1940,-1.5203
5/1/2015,-1.1657,-0.5200,-1.3397
6/1/2015,-0.8594,0.1128,-1.3606
7/1/2015,-1.1972,0.4860,-1.5615
8/1/2015,-0.9407,0.8846,-0.7945,1
9/1/2015,-0.2727,1.6381,0.1554,1
10/1/2015,-0.6938,0.6486,-0.5295
11/1/2015,-0.5101,1.3026,0.8468
12/1/2015,-0.4066,0.8798,0.4162
1/1/2016,0.2500,1.6573,0.7400
2/1/2016,0.8289,2.2533,1.4412
3/1/2016,1.0458,1.2351,0.2388
4/1/2016,1.0819,0.9819,0.8540
5/1/2016,0.7312,1.2493,0.8251
6/1/2016,0.6360,0.1916,0.1572,1
7/1/2016,0.7855,0.8113,-0.4020,1
8/1/2016,0.4311,-0.1990,-0.9516
9/1/2016,0.0605,-0.4688,-1.5700
10/1/2016,0.0049,0.4446,-0.5448
11/1/2016,0.1426,0.4987,-0.6882
12/1/2016,-0.4643,-0.5305,-1.0725
1/1/2017,-0.5505,-0.4306,-1.9796
2/1/2017,-0.9351,-0.8459,-2.1373
3/1/2017,-1.0209,-0.5841,-1.5688
4/1/2017,-1.2196,-1.1180,-1.7297
5/1/2017,-1.3532,-1.4370,-1.7791
6/1/2017,-1.4483,-0.0148,-1.7095
7/1/2017,-1.3090,-1.0482,-1.8336
8/1/2017,-1.2165,-0.9856,-1.7846
9/1/2017,-1.2512,-1.4294,-1.8844
10/1/2017,-1.2764,-2.1683,-2.2886
11/1/2017,-1.1692,-2.3680,-2.4268
12/1/2017,-0.9223,-2.8418,-2.4377
1/1/2018,-1.0730,-2.6100,-3.0807
2/1/2018,-0.8221,-1.9100,-1.7591
3/1/2018,-0.4353,-1.6150,-1.2311
4/1/2018,-0.6186,-2.1847,-1.0479
5/1/2018,-0.5494,-0.2752,-1.2726
6/1/2018,-0.6728,-0.6123,-1.3868
7/1/2018,-0.8757,-0.8545,-1.3491
8/1/2018,-0.9583,-0.6219,-1.5277
9/1/2018,-0.8873,-0.2018,-1.3626
10/1/2018,-0.5448,0.2823,-0.6802,1
11/1/2018,-0.5073,0.5810,0.2095,1
12/1/2018,-0.4200,1.5115,1.0243
1/1/2019,-0.4459,1.0061,2.3896
2/1/2019,-0.7002,1.1996,2.9376
3/1/2019,-0.8261,0.2776,1.9528
4/1/2019,-0.9402,0.6094,0.8833
5/1/2019,-0.5980,0.6850,1.6390
6/1/2019,-0.6254,0.1346,1.4547
7/1/2019,-0.5865,-0.0472,2.3322
8/1/2019,-0.5817,0.0686,2.3065
9/1/2019,-0.9401,0.4937,1.8272
10/1/2019,-1.0797,-0.4133,0.4362
11/1/2019,-1.3607,-0.5064,0.1294
12/1/2019,-1.5170,-1.6983,-1.3983
1/1/2020,-1.4844,-0.6166,-0.7339,1
2/1/2020,-1.1992,0.3802,0.1090,1
3/1/2020,-0.0309,4.1258,2.4390,1
4/1/2020,4.2513,8.0437,3.3374
5/1/2020,3.9802,7.6728,5.0066
6/1/2020,3.1595,6.2017,4.5306
7/1/2020,2.7744,5.5863,3.3734
8/1/2020,2.2489,3.7112,2.1395
9/1/2020,2.1684,4.4633,2.4360
10/1/2020,1.9025,4.2905,2.6719
11/1/2020,1.2843,2.8916,1.4138
12/1/2020,1.8596,6.3487,2.3933


"Source: ADB calculations using data from Bloomberg; CEIC; Haver Analytics; the International Monetary Fund. International Financial Statistics. http://data.imf.org/IFS (accessed January 2021); and methodology by Park and Mercado (2014)."

Asian Economic Integration Report | Data Catalogue
Asia Regional Integration Center. Economic Research and Regional Cooperation Department (ERCD).
ASIAN DEVELOPMENT BANK