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 |
|---|---|---|---|
| Download dataset in CSV format | CSV | Open resource | |
| Download dataset in SDMX 2.1 format | XML | Open resource | |
| Download dataset in JSON format | JSON | Open resource | |
| Browse data | HTML | Open resource |