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[irt_​h_​eurcoe_​d] Euro yields - coefficients - daily data

Updated by provider on February 16, 2021 (4:03 PM).

Documentation
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Frequency [FREQ] (1)
Yield curve [yld_​curv] (2)
Coefficients of the model for the euro yield curve [coef] (6)
Geopolitical entity (reporting) [geo] (2)

This dataset has 18 series:

[D.CIRR.C0.EA] Daily – Euro CIRR curve for export credits – Coefficient 0 – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015)

from
1999-01-04=2.609
to
2005-08-05=2.11
min:
1.662
max:
5.195
avg:
3.093
σ:
0.996

[D.CIRR.C1.EA] Daily – Euro CIRR curve for export credits – Coefficient 1 – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015)

from
1999-01-04=2.789
to
2005-08-05=0.323
min:
-4.15
max:
6.113
avg:
0.638
σ:
0.92

[D.CIRR.C2.EA] Daily – Euro CIRR curve for export credits – Coefficient 2 – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015)

from
1999-01-04=-5.027
to
2005-08-05=0.823
min:
-9.676
max:
13.029
avg:
1.025
σ:
1.915

[D.CIRR.C3.EA] Daily – Euro CIRR curve for export credits – Coefficient 3 – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015)

from
1999-01-04=3.565
to
2005-08-05=0.176
min:
-7.262
max:
6.592
avg:
-0.19
σ:
1.18

[D.CIRR.C4.EA] Daily – Euro CIRR curve for export credits – Coefficient 4 – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015)

from
1999-01-04=-3.538
to
2005-08-05=-2.994
min:
-18.168
max:
17.231
avg:
-1.21
σ:
3.137

[D.CIRR.C5.EA] Daily – Euro CIRR curve for export credits – Coefficient 5 – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015)

from
1999-01-04=-8.603
to
2005-08-05=2.928
min:
-28.586
max:
25.439
avg:
0.246
σ:
6.367

[D.PAR.C0.EA] Daily – Par yield curve – Coefficient 0 – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015)

from
1999-01-04=3.279
to
2005-08-05=2.153
min:
1.818
max:
5.24
avg:
3.166
σ:
0.987

[D.PAR.C0.EU15] Daily – Par yield curve – Coefficient 0 – European Union - 15 countries (1995-2004)

from
1999-01-04=3.261
to
2005-08-05=2.153
min:
1.818
max:
5.24
avg:
3.166
σ:
0.987

[D.PAR.C1.EA] Daily – Par yield curve – Coefficient 1 – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015)

from
1999-01-04=0.086
to
2005-08-05=0.347
min:
-4.25
max:
2.565
avg:
0.483
σ:
0.595

[D.PAR.C1.EU15] Daily – Par yield curve – Coefficient 1 – European Union - 15 countries (1995-2004)

from
1999-01-04=0.151
to
2005-08-05=0.35
min:
-3.826
max:
2.569
avg:
0.485
σ:
0.591