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ADMINISTRATIVE INFORMATION
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Title |
Country Level Index of Financial Stress (CLIFS) |
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Data source |
Various |
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Contact email address |
Statistical Information Request form |
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TECHNICAL INFORMATION
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Dataset last update in SDW |
2023-05-25 16:13:48 |
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Catalog |
Download the series catalogue of the dataset CLIFS in CSV format, i.e. full list of series and associated metadata: Excel 2013 (zipped) or the earlier Excel versions. |
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SCOPE
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Data presentation - Summary description |
The CLIFS includes six, mainly market-based, financial stress measures that capture three financial market segments: equity markets, bond markets and foreign exchange markets. In addition, when aggregating the sub-indices, the CLIFS takes the co-movement across market segments into account. For further details, see Duprey, T. and Klaus, B., "Dating systemic financial stress episodes in the EU countries", Working Paper Series, No 1873, ECB, December 2015. |
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Time coverage |
January 1970 or later, depending on availability. |
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METHODOLOGICAL INFORMATION
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Time period |
Monthly |
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Statistical concepts and definitions |
For information about the naming convention (series key dimensions and metadata), refer to the CLIFS underlying DSD (ECB_FMD2) maintained by the ECB. |
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QUALITY
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Timeliness |
The dataset is updated at the end of each month with the figures for the previous month. |
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MISCELLANEOUS
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Metadata last update |
15/JAN/2019 17:36:53 |
