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[D.U2.Z0Z.4F.EC.SS_FI.CON] Daily – Euro area (changing composition) – Not applicable (Z0Z) – ECB – Economic indicator – Stress subindice - Fin. Interm. - realised volatility of the idiosyncratic equity return of the Datastream bank sector stock market index over the total, yield spread btw A-rated fin. & non-fin. corp. (7y), CMAX for the Datastream non-fin. sector stock market index interacted with the inverse price-book ratio for the fin. sector eqty. market index – Contribution

Updated on DBnomics on February 3, 2025 (10:42 AM)

from
1999-01-08=0.048
to
2025-01-24=0.058
min:
0.018
max:
0.287
avg:
0.111
σ:
0.057
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