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Table 1
Coding of estimated variables.
| Variables | Codification |
|---|---|
| Liquidity ratio | RL |
| 10-year secondary market yield curve | CTM10 |
| 13-week secondary market yield curve | CTM13 |
| 52-week secondary market yield curve | CTM52S |
| The rate of inflation | INFLATION |
| Logarithm of the M1 aggregate | LNM1 |
| Logarithm of the aggregate M3 | LNM3 |
| The MASI index | MASI |
| Number of contracts on the block market | NCMB |
| Number of contracts in the central market | NCMC |
| Long-term bond and money market funds | OMLT |
| Net assets of equity UCITS | OPCVM_ACTIONS |
| Net assets of money market UCITS | OPCVM_MONETAIRE |
| Share of shares in the total net assets of UCITS | PART |
| MADEX volatility | VOLMADEX |
| MASI volatility | VOLMASI |
| Total volume of transactions | VTMCDIVM |
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