Indicators of Financial Integration
Methoden, Erläuterungen und Klassifizierung
- Area (ref_area)
- 00 Austria
- 01 Belgium
- 02 Spain
- 03 Finland
- 04 France
- 05 Greece
- 06 Ireland
- 07 Italy
- 08 Netherlands
- 09 Portugal
- 0a Euro area (changing composition)
- Financial market data instrument
- 00 Government bond
- 01 Credit
- 02 Equity
- 03 Money Market
- Financial integration indicators data type
- 0 Cross-sectional standard deviation of average rates, end of period
- 1 Estimated coefficient
- 2 Spillover intensity
- 3 Dispersion in yield spreads
- 4 Cross-sectional dispersion with imposed mean
- 5 Proportion of outstanding amounts
- 6 Proportion of explained variance
- 7 HP-filtered dispersion
- IFI raw data
- 00 OMFI loans granted to non-MFIs
- 01 OMFI loans granted to MFIs
- 02 OMFI securities holdings issued by non-MFIs
- 03 OMFI government securities holdings
- 04 OMFI corporate securities holdings
- 05 OMFI securities holdings issued by MFIs
- 06 Constant regressor
- 07 Country indices on equity returns by Datastream
- 08 Sector indices on equity returns by Datastream
- 09 EONIA
- 0a Government bond
- 0b New business MFI interest rate on loans to non-financial corporations up to and including EUR 1 million
- 0c New business MFI interest rate on loans to non-financial corporations over EUR 1 million
- 0d New business MFI interest rate on consumer loans to households
- 0e New business MFI interest rate on mortgage loans to households
- 0f New business MFI interest rate on deposits with agreed maturity from household
- 0g EUREPO rate
- 0h EURIBOR rate
- 0i European shock
- 0j US shock
- Maturity category
- 00 Over 1 and up to 5 years
- 01 Over 5 years and up to 10 years
- 02 Over 5 years
- 03 2 years
- 04 5 years
- 05 10 years
- 06 Overnight
- 07 1 month (20-40 days)
- 08 12 months
- 09 Not applicable
- Area (count_area)
- 00 EU member states not belonging to the Euro area
- 01 Other Euro area member states (all countries except the reference area)
- 02 World not allocated (geographically)
- Currency
- 00 Euro
- 01 All currencies combined
Variables