Indicators of Financial Integration [IFI]

Updated by DBnomics on: September 3, 2019

Frequency [FREQ]

Reference area [REF_AREA]

Financial market instrument [INSTRUMENT_FM]

Data type - IFI context [DATA_TYPE_IFI]

IFI input-output data [IN_OUT_DATA_IFI]

Maturity category [MATURITY_CAT]

Counterpart area [COUNT_AREA]

Currency of transaction [CURRENCY_TRANS]

Dataset has 66 series. Add search filters to narrow them.

Annual – U2 – Equity – Spillover intensity – European shock – Not applicable – World not allocated (geographically) – All currencies combined
[ECB/IFI/A.U2.EQ.1S.S010.ZZ.Z5.Z01]
Annual – U2 – Equity – Spillover intensity – US shock – Not applicable – World not allocated (geographically) – All currencies combined
[ECB/IFI/A.U2.EQ.1S.S020.ZZ.Z5.Z01]
Annual – U2 – Equity – Proportion of explained variance – European shock – Not applicable – World not allocated (geographically) – All currencies combined
[ECB/IFI/A.U2.EQ.4R.S010.ZZ.Z5.Z01]
Annual – U2 – Equity – Proportion of explained variance – US shock – Not applicable – World not allocated (geographically) – All currencies combined
[ECB/IFI/A.U2.EQ.4R.S020.ZZ.Z5.Z01]
Daily – AT – Corporate bond – Estimated coefficient – Country effect – Not applicable – World not allocated (geographically) – Euro
[ECB/IFI/D.AT.BC.1E.M040.ZZ.Z5.EUR]
Daily – DE – Corporate bond – Estimated coefficient – Country effect – Not applicable – World not allocated (geographically) – Euro
[ECB/IFI/D.DE.BC.1E.M040.ZZ.Z5.EUR]
Daily – ES – Corporate bond – Estimated coefficient – Country effect – Not applicable – World not allocated (geographically) – Euro
[ECB/IFI/D.ES.BC.1E.M040.ZZ.Z5.EUR]
Daily – FR – Corporate bond – Estimated coefficient – Country effect – Not applicable – World not allocated (geographically) – Euro
[ECB/IFI/D.FR.BC.1E.M040.ZZ.Z5.EUR]
Daily – IE – Corporate bond – Estimated coefficient – Country effect – Not applicable – World not allocated (geographically) – Euro
[ECB/IFI/D.IE.BC.1E.M040.ZZ.Z5.EUR]
Daily – IT – Corporate bond – Estimated coefficient – Country effect – Not applicable – World not allocated (geographically) – Euro
[ECB/IFI/D.IT.BC.1E.M040.ZZ.Z5.EUR]

Showing results 1 - 10 / 66

Dimensions codes and labels

[FREQ] Frequency

[A] Annual
[D] Daily
[M] Monthly
[Q] Quarterly

[REF_AREA] Reference area

[AT] undefined
[BE] undefined
[DE] undefined
[ES] undefined
[FI] undefined
[FR] undefined
[GR] undefined
[IE] undefined
[IT] undefined
[NL] undefined
[PT] undefined
[U2] undefined

[INSTRUMENT_FM] Financial market instrument

[BC] Corporate bond
[CR] Credit
[EQ] Equity
[BG] Government bond
[MM] Money Market

[DATA_TYPE_IFI] Data type - IFI context

[4D] Cross-sectional dispersion in parameters
[3D] Cross-sectional dispersion with imposed mean
[1D] Cross-sectional standard deviation of average rates, end of period
[2D] Dispersion in yield spreads
[1E] Estimated coefficient
[6D] HP-filtered dispersion
[4R] Proportion of explained variance
[3R] Proportion of outstanding amounts
[1S] Spillover intensity

[IN_OUT_DATA_IFI] IFI input-output data

[M020] Common, maturity and coupon effect
[C000] Constant regressor
[M040] Country effect
[D010] Country indices on equity returns by Datastream
[E000] EONIA
[P000] EUREPO rate
[R000] EURIBOR rate
[S010] European shock
[G000] Government bond
[I020] New business MFI interest rate on consumer loans to households
[I042] New business MFI interest rate on deposits with agreed maturity from household
[I012] New business MFI interest rate on loans to non-financial corporations over EUR 1 million
[I011] New business MFI interest rate on loans to non-financial corporations up to and including EUR 1 million
[I030] New business MFI interest rate on mortgage loans to households
[B032] OMFI corporate securities holdings
[B031] OMFI government securities holdings
[B020] OMFI loans granted to MFIs
[B010] OMFI loans granted to non-MFIs
[B040] OMFI securities holdings issued by MFIs
[B030] OMFI securities holdings issued by non-MFIs
[M030] Rating effect
[M010] Regression
[D020] Sector indices on equity returns by Datastream
[S020] US shock

[MATURITY_CAT] Maturity category

[MB] 1 month (20-40 days)
[CI] 10 years
[ME] 12 months
[CA] 2 years
[CD] 5 years
[ZZ] Not applicable
[BF] Over 1 and up to 5 years
[BJ] Over 5 years
[BI] Over 5 years and up to 10 years
[MA] Overnight

[COUNT_AREA] Counterpart area

[U3] EU member states not belonging to the Euro area
[U5] Other Euro area member states (all countries except the reference area)
[Z5] World not allocated (geographically)

[CURRENCY_TRANS] Currency of transaction

[Z01] All currencies combined
[EUR] Euro

Technical links