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Indicators of Financial Integration   (66) Indicators of financial integration
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Geographic Area (14): 
Financial market instrument  (5):
Data type - IFI context  (9):

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Dataset name: Indicators of Financial Integration

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Title   Key From To
Annual, Euro area (changing composition), Equity, Spillover intensity, European shock, World not allocated (geographically), All currencies combined
IFI.A.U2.EQ.1S.S010.ZZ.Z5.Z01
[Indicators of Financial Integration]
1973 2007
Annual, Euro area (changing composition), Equity, Spillover intensity, US shock, World not allocated (geographically), All currencies combined
IFI.A.U2.EQ.1S.S020.ZZ.Z5.Z01
[Indicators of Financial Integration]
1973 2007
Annual, Euro area (changing composition), Equity, Proportion of explained variance, European shock, World not allocated (geographically), All currencies combined
IFI.A.U2.EQ.4R.S010.ZZ.Z5.Z01
[Indicators of Financial Integration]
1973 2007
Annual, Euro area (changing composition), Equity, Proportion of explained variance, US shock, World not allocated (geographically), All currencies combined
IFI.A.U2.EQ.4R.S020.ZZ.Z5.Z01
[Indicators of Financial Integration]
1973 2007
Daily, Austria, Corporate bond, Estimated coefficient, Country effect, World not allocated (geographically), Euro
IFI.D.AT.BC.1E.M040.ZZ.Z5.EUR
[Indicators of Financial Integration]
23 Jan 1998 30 Sep 2008
Daily, Germany, Corporate bond, Estimated coefficient, Country effect, World not allocated (geographically), Euro
IFI.D.DE.BC.1E.M040.ZZ.Z5.EUR
[Indicators of Financial Integration]
23 Jan 1998 30 Sep 2008
Daily, Spain, Corporate bond, Estimated coefficient, Country effect, World not allocated (geographically), Euro
IFI.D.ES.BC.1E.M040.ZZ.Z5.EUR
[Indicators of Financial Integration]
23 Jan 1998 30 Sep 2008
Daily, France, Corporate bond, Estimated coefficient, Country effect, World not allocated (geographically), Euro
IFI.D.FR.BC.1E.M040.ZZ.Z5.EUR
[Indicators of Financial Integration]
23 Jan 1998 30 Sep 2008
Daily, Ireland, Corporate bond, Estimated coefficient, Country effect, World not allocated (geographically), Euro
IFI.D.IE.BC.1E.M040.ZZ.Z5.EUR
[Indicators of Financial Integration]
23 Jan 1998 30 Sep 2008
Daily, Italy, Corporate bond, Estimated coefficient, Country effect, World not allocated (geographically), Euro
IFI.D.IT.BC.1E.M040.ZZ.Z5.EUR
[Indicators of Financial Integration]
23 Jan 1998 30 Sep 2008
Daily, Netherlands, Corporate bond, Estimated coefficient, Country effect, World not allocated (geographically), Euro
IFI.D.NL.BC.1E.M040.ZZ.Z5.EUR
[Indicators of Financial Integration]
23 Jan 1998 30 Sep 2008
Daily, Euro area (changing composition), Corporate bond, Cross-sectional dispersion in parameters, Country effect, World not allocated (geographically), Euro
IFI.D.U2.BC.4D.M040.ZZ.Z5.EUR
[Indicators of Financial Integration]
23 Jan 1998 30 Sep 2008
Daily, Euro area (changing composition), Corporate bond, Proportion of explained variance, Regression, World not allocated (geographically), Euro
IFI.D.U2.BC.4R.M010.ZZ.Z5.EUR
[Indicators of Financial Integration]
23 Jan 1998 30 Sep 2008
Daily, Euro area (changing composition), Corporate bond, Proportion of explained variance, Common, maturity and coupon effect, World not allocated (geographically), Euro
IFI.D.U2.BC.4R.M020.ZZ.Z5.EUR
[Indicators of Financial Integration]
23 Jan 1998 30 Sep 2008
Daily, Euro area (changing composition), Corporate bond, Proportion of explained variance, Rating effect, World not allocated (geographically), Euro
IFI.D.U2.BC.4R.M030.ZZ.Z5.EUR
[Indicators of Financial Integration]
23 Jan 1998 30 Sep 2008
Daily, Euro area (changing composition), Corporate bond, Proportion of explained variance, Country effect, World not allocated (geographically), Euro
IFI.D.U2.BC.4R.M040.ZZ.Z5.EUR
[Indicators of Financial Integration]
23 Jan 1998 30 Sep 2008
Monthly, Austria, Government bond, Estimated coefficient, Government bond, 10 years, World not allocated (geographically), Euro
IFI.M.AT.BG.1E.G000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Austria, Government bond, Proportion of explained variance, Government bond, 10 years, World not allocated (geographically), Euro
IFI.M.AT.BG.4R.G000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Belgium, Government bond, Estimated coefficient, Government bond, 10 years, World not allocated (geographically), Euro
IFI.M.BE.BG.1E.G000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Belgium, Government bond, Proportion of explained variance, Government bond, 10 years, World not allocated (geographically), Euro
IFI.M.BE.BG.4R.G000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Spain, Government bond, Estimated coefficient, Government bond, 10 years, World not allocated (geographically), Euro
IFI.M.ES.BG.1E.G000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Spain, Government bond, Proportion of explained variance, Government bond, 10 years, World not allocated (geographically), Euro
IFI.M.ES.BG.4R.G000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Finland, Government bond, Estimated coefficient, Government bond, 10 years, World not allocated (geographically), Euro
IFI.M.FI.BG.1E.G000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Finland, Government bond, Proportion of explained variance, Government bond, 10 years, World not allocated (geographically), Euro
IFI.M.FI.BG.4R.G000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, France, Government bond, Estimated coefficient, Government bond, 10 years, World not allocated (geographically), Euro
IFI.M.FR.BG.1E.G000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, France, Government bond, Proportion of explained variance, Government bond, 10 years, World not allocated (geographically), Euro
IFI.M.FR.BG.4R.G000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Greece (GR), Government bond, Estimated coefficient, Government bond, 10 years, World not allocated (geographically), Euro
IFI.M.GR.BG.1E.G000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Greece (GR), Government bond, Proportion of explained variance, Government bond, 10 years, World not allocated (geographically), Euro
IFI.M.GR.BG.4R.G000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Ireland, Government bond, Estimated coefficient, Government bond, 10 years, World not allocated (geographically), Euro
IFI.M.IE.BG.1E.G000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Ireland, Government bond, Proportion of explained variance, Government bond, 10 years, World not allocated (geographically), Euro
IFI.M.IE.BG.4R.G000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Italy, Government bond, Estimated coefficient, Government bond, 10 years, World not allocated (geographically), Euro
IFI.M.IT.BG.1E.G000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Italy, Government bond, Proportion of explained variance, Government bond, 10 years, World not allocated (geographically), Euro
IFI.M.IT.BG.4R.G000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Netherlands, Government bond, Estimated coefficient, Government bond, 10 years, World not allocated (geographically), Euro
IFI.M.NL.BG.1E.G000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Netherlands, Government bond, Proportion of explained variance, Government bond, 10 years, World not allocated (geographically), Euro
IFI.M.NL.BG.4R.G000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Portugal, Government bond, Estimated coefficient, Government bond, 10 years, World not allocated (geographically), Euro
IFI.M.PT.BG.1E.G000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Portugal, Government bond, Proportion of explained variance, Government bond, 10 years, World not allocated (geographically), Euro
IFI.M.PT.BG.4R.G000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Euro area (changing composition), Government bond, Dispersion in yield spreads, Government bond, 2 years, World not allocated (geographically), Euro
IFI.M.U2.BG.2D.G000.CA.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Euro area (changing composition), Government bond, Dispersion in yield spreads, Government bond, 5 years, World not allocated (geographically), Euro
IFI.M.U2.BG.2D.G000.CD.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Euro area (changing composition), Government bond, Dispersion in yield spreads, Government bond, 10 years, World not allocated (geographically), Euro
IFI.M.U2.BG.2D.G000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Euro area (changing composition), Government bond, Cross-sectional dispersion with imposed mean, Constant regressor, 10 years, World not allocated (geographically), Euro
IFI.M.U2.BG.3D.C000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Euro area (changing composition), Government bond, Cross-sectional dispersion with imposed mean, Government bond, 10 years, World not allocated (geographically), Euro
IFI.M.U2.BG.3D.G000.CI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Euro area (changing composition), Credit, Cross-sectional standard deviation of average rates, end of period, New business MFI interest rate on loans to non-financial corporations up to and including EUR 1 million, Over 5 years, World not allocated (geographically), Euro
IFI.M.U2.CR.1D.I011.BJ.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Euro area (changing composition), Credit, Cross-sectional standard deviation of average rates, end of period, New business MFI interest rate on loans to non-financial corporations up to and including EUR 1 million, 12 months, World not allocated (geographically), Euro
IFI.M.U2.CR.1D.I011.ME.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Euro area (changing composition), Credit, Cross-sectional standard deviation of average rates, end of period, New business MFI interest rate on loans to non-financial corporations over EUR 1 million, Over 5 years, World not allocated (geographically), Euro
IFI.M.U2.CR.1D.I012.BJ.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Euro area (changing composition), Credit, Cross-sectional standard deviation of average rates, end of period, New business MFI interest rate on loans to non-financial corporations over EUR 1 million, 12 months, World not allocated (geographically), Euro
IFI.M.U2.CR.1D.I012.ME.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Euro area (changing composition), Credit, Cross-sectional standard deviation of average rates, end of period, New business MFI interest rate on consumer loans to households, Over 1 and up to 5 years, World not allocated (geographically), Euro
IFI.M.U2.CR.1D.I020.BF.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Euro area (changing composition), Credit, Cross-sectional standard deviation of average rates, end of period, New business MFI interest rate on mortgage loans to households, Over 5 years and up to 10 years, World not allocated (geographically), Euro
IFI.M.U2.CR.1D.I030.BI.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Euro area (changing composition), Credit, Cross-sectional standard deviation of average rates, end of period, New business MFI interest rate on mortgage loans to households, 12 months, World not allocated (geographically), Euro
IFI.M.U2.CR.1D.I030.ME.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Euro area (changing composition), Credit, Cross-sectional standard deviation of average rates, end of period, New business MFI interest rate on deposits with agreed maturity from household, 12 months, World not allocated (geographically), Euro
IFI.M.U2.CR.1D.I042.ME.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Euro area (changing composition), Equity, HP-filtered dispersion, Country indices on equity returns by Datastream, World not allocated (geographically), All currencies combined
IFI.M.U2.EQ.6D.D010.ZZ.Z5.Z01
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Euro area (changing composition), Equity, HP-filtered dispersion, Sector indices on equity returns by Datastream, World not allocated (geographically), All currencies combined
IFI.M.U2.EQ.6D.D020.ZZ.Z5.Z01
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Euro area (changing composition), Money Market, Cross-sectional standard deviation of average rates, end of period, EONIA, Overnight, World not allocated (geographically), Euro
IFI.M.U2.MM.1D.E000.MA.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Euro area (changing composition), Money Market, Cross-sectional standard deviation of average rates, end of period, EUREPO rate, 1 month (20-40 days), World not allocated (geographically), Euro
IFI.M.U2.MM.1D.P000.MB.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Euro area (changing composition), Money Market, Cross-sectional standard deviation of average rates, end of period, EUREPO rate, 12 months, World not allocated (geographically), Euro
IFI.M.U2.MM.1D.P000.ME.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Euro area (changing composition), Money Market, Cross-sectional standard deviation of average rates, end of period, EURIBOR rate, 1 month (20-40 days), World not allocated (geographically), Euro
IFI.M.U2.MM.1D.R000.MB.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Monthly, Euro area (changing composition), Money Market, Cross-sectional standard deviation of average rates, end of period, EURIBOR rate, 12 months, World not allocated (geographically), Euro
IFI.M.U2.MM.1D.R000.ME.Z5.EUR
[Indicators of Financial Integration]
1992Jul 2008Jun
Quarterly, Euro area (changing composition), Credit, Proportion of outstanding amounts, OMFI loans granted to non-MFIs, EU member states not belonging to the Euro area, All currencies combined
IFI.Q.U2.CR.3R.B010.ZZ.U3.Z01
[Indicators of Financial Integration]
1997Q3 2008Q2
Quarterly, Euro area (changing composition), Credit, Proportion of outstanding amounts, OMFI loans granted to non-MFIs, Other Euro area member states (all countries except the reference area), All currencies combined
IFI.Q.U2.CR.3R.B010.ZZ.U5.Z01
[Indicators of Financial Integration]
1997Q3 2008Q2
Quarterly, Euro area (changing composition), Credit, Proportion of outstanding amounts, OMFI loans granted to MFIs, EU member states not belonging to the Euro area, All currencies combined
IFI.Q.U2.CR.3R.B020.ZZ.U3.Z01
[Indicators of Financial Integration]
1997Q3 2008Q2
Quarterly, Euro area (changing composition), Credit, Proportion of outstanding amounts, OMFI loans granted to MFIs, Other Euro area member states (all countries except the reference area), All currencies combined
IFI.Q.U2.CR.3R.B020.ZZ.U5.Z01
[Indicators of Financial Integration]
1997Q3 2008Q2
Quarterly, Euro area (changing composition), Credit, Proportion of outstanding amounts, OMFI securities holdings issued by non-MFIs, EU member states not belonging to the Euro area, All currencies combined
IFI.Q.U2.CR.3R.B030.ZZ.U3.Z01
[Indicators of Financial Integration]
1997Q3 2008Q2
Quarterly, Euro area (changing composition), Credit, Proportion of outstanding amounts, OMFI securities holdings issued by non-MFIs, Other Euro area member states (all countries except the reference area), All currencies combined
IFI.Q.U2.CR.3R.B030.ZZ.U5.Z01
[Indicators of Financial Integration]
1997Q3 2008Q2
Quarterly, Euro area (changing composition), Credit, Proportion of outstanding amounts, OMFI government securities holdings, Other Euro area member states (all countries except the reference area), All currencies combined
IFI.Q.U2.CR.3R.B031.ZZ.U5.Z01
[Indicators of Financial Integration]
1997Q3 2008Q2
Quarterly, Euro area (changing composition), Credit, Proportion of outstanding amounts, OMFI corporate securities holdings, Other Euro area member states (all countries except the reference area), All currencies combined
IFI.Q.U2.CR.3R.B032.ZZ.U5.Z01
[Indicators of Financial Integration]
1997Q3 2008Q2
Quarterly, Euro area (changing composition), Credit, Proportion of outstanding amounts, OMFI securities holdings issued by MFIs, EU member states not belonging to the Euro area, All currencies combined
IFI.Q.U2.CR.3R.B040.ZZ.U3.Z01
[Indicators of Financial Integration]
1997Q3 2008Q2
Quarterly, Euro area (changing composition), Credit, Proportion of outstanding amounts, OMFI securities holdings issued by MFIs, Other Euro area member states (all countries except the reference area), All currencies combined
IFI.Q.U2.CR.3R.B040.ZZ.U5.Z01
[Indicators of Financial Integration]
1997Q3 2008Q2