Country-Level Index of Financial Stress (CLIFS) - CLIFS
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.
Resources
| Name |
Format |
Description |
Link |
|
23 |
|
https://data-api.ecb.europa.eu/service/data/CLIFS?format=jsondata |
|
8 |
|
https://data-api.ecb.europa.eu/service/data/CLIFS?format=csvdata |
|
21 |
|
https://data.ecb.europa.eu/data/datasets/CLIFS |
|
55 |
|
https://data-api.ecb.europa.eu/service/data/CLIFS?format=genericdata |