Country-Level Index Of Financial Stress (CLIFS) - CLIFS by European Central Bank (ECB) | Finance and Economics

About this Dataset

Country-Level Index Of Financial Stress (CLIFS) - CLIFS

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.
Publisher name: European Central Bank
Publisher URL: https://www.ecb.europa.eu
Last updated: 2025-06-19T05:15:01Z

Tables

Table 1

@ecb.country_level_index_of_financial_stress_clifs_clifs.table_1

72.81 KB
12698 rows
40 columns


CREATE TABLE table_1 (
  "key" VARCHAR,
  "freq" VARCHAR,
  "ref_area" VARCHAR,
  "currency" VARCHAR,
  "provider_fm" VARCHAR,
  "instrument_fm" VARCHAR,
  "provider_fm_id" VARCHAR,
  "data_type_fm" VARCHAR,
  "time_period" TIMESTAMP,
  "obs_value" DOUBLE,
  "obs_status" VARCHAR,
  "obs_conf" VARCHAR,
  "obs_pre_break" VARCHAR,
  "obs_com" VARCHAR,
  "time_format" VARCHAR,
  "breaks" VARCHAR,
  "collection" VARCHAR,
  "compiling_org" VARCHAR,
  "diss_org" VARCHAR,
  "dom_ser_ids" VARCHAR,
  "fm_contract_time" VARCHAR,
  "fm_coupon_rate" VARCHAR,
  "fm_identifier" VARCHAR,
  "fm_lot_size" VARCHAR,
  "fm_maturity" VARCHAR,
  "fm_outs_amount" VARCHAR,
  "fm_put_call" VARCHAR,
  "fm_strike_price" VARCHAR,
  "publ_mu" VARCHAR,
  "publ_public" VARCHAR,
  "unit_index_base" VARCHAR,
  "compilation" VARCHAR,
  "coverage" VARCHAR,
  "decimals" BIGINT,
  "source_agency" VARCHAR,
  "source_pub" VARCHAR,
  "title" VARCHAR,
  "title_compl" VARCHAR,
  "unit" VARCHAR,
  "unit_mult" BIGINT
);