Select type :



Switch filters

Switching between basic and advanced filters or vice-versa will result in resetting of the current filter selection. Are you sure you want to continue?

Switch filters

Advanced filters

Reset All Get Data
Select filters
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.