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[IFI] Indicators of Financial Integration

Updated on DBnomics on March 21, 2024 (6:55 AM).

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Frequency [FREQ] (4)
Reference area [REF_​AREA] (12)
Financial market instrument [INSTRUMENT_​FM] (5)
Data type - IFI context [DATA_​TYPE_​IFI] (9)
IFI input-output data [IN_​OUT_​DATA_​IFI] (24)
Maturity category [MATURITY_​CAT] (10)
Counterpart area [COUNT_​AREA] (3)
Currency of transaction [CURRENCY_​TRANS] (2)

This dataset has 66 series:

[A.U2.EQ.1S.S010.ZZ.Z5.Z01] Annual – Euro area (changing composition) – Equity – Spillover intensity – European shock – Not applicable – World not allocated (geographically) – All currencies combined

from
1973=0.838839883
to
2007=0.838839883
min:
0.367
max:
0.839
avg:
0.612
σ:
0.195

[A.U2.EQ.1S.S020.ZZ.Z5.Z01] Annual – Euro area (changing composition) – Equity – Spillover intensity – US shock – Not applicable – World not allocated (geographically) – All currencies combined

from
1973=0.358133327
to
2007=0.358133327
min:
0.247
max:
0.392
avg:
0.313
σ:
0.055

[A.U2.EQ.4R.S010.ZZ.Z5.Z01] Annual – Euro area (changing composition) – Equity – Proportion of explained variance – European shock – Not applicable – World not allocated (geographically) – All currencies combined

from
1973=0.382052406
to
2007=0.382052406
min:
0.382
max:
37.87
avg:
18.159
σ:
12.697

[A.U2.EQ.4R.S020.ZZ.Z5.Z01] Annual – Euro area (changing composition) – Equity – Proportion of explained variance – US shock – Not applicable – World not allocated (geographically) – All currencies combined

from
1973=0.164841564
to
2007=0.164841564
min:
0.165
max:
16.583
avg:
12.761
σ:
3.488

[D.AT.BC.1E.M040.ZZ.Z5.EUR] Daily – Austria – Corporate bond – Estimated coefficient – Country effect – Not applicable – World not allocated (geographically) – Euro

from
1998-06-12=5.6225
to
2007-12-14=5.6225
min:
-8.256
max:
10.575
avg:
-0.366
σ:
4.662

[D.DE.BC.1E.M040.ZZ.Z5.EUR] Daily – Germany – Corporate bond – Estimated coefficient – Country effect – Not applicable – World not allocated (geographically) – Euro

from
1998-06-12=-4.125
to
2007-12-14=-4.125
min:
-12.08
max:
5.999
avg:
-1.699
σ:
4.009

[D.ES.BC.1E.M040.ZZ.Z5.EUR] Daily – Spain – Corporate bond – Estimated coefficient – Country effect – Not applicable – World not allocated (geographically) – Euro

from
1998-06-12=7.32
to
2007-12-14=7.32
min:
-3.674
max:
8.108
avg:
3.346
σ:
3.061

[D.FR.BC.1E.M040.ZZ.Z5.EUR] Daily – France – Corporate bond – Estimated coefficient – Country effect – Not applicable – World not allocated (geographically) – Euro

from
1998-06-12=0.50275
to
2007-12-14=0.50275
min:
-15.653
max:
3.266
avg:
-5.129
σ:
4.949

[D.IE.BC.1E.M040.ZZ.Z5.EUR] Daily – Ireland – Corporate bond – Estimated coefficient – Country effect – Not applicable – World not allocated (geographically) – Euro

from
1998-06-12=-2.5075
to
2007-12-14=-2.5075
min:
-5.221
max:
10.663
avg:
1.79
σ:
4.722

[D.IT.BC.1E.M040.ZZ.Z5.EUR] Daily – Italy – Corporate bond – Estimated coefficient – Country effect – Not applicable – World not allocated (geographically) – Euro

from
1999-05-14=3.40825
to
2007-12-14=3.40825
min:
-11.821
max:
12.374
avg:
0.434
σ:
5.905