Euro yields - coefficients - daily data [irt_h_eurcoe_d]
Documentation on provider website
Updated by provider on February 16, 2021 (4:03 PM)
Frequency [FREQ]
Yield curve [yld_curv]
Coefficients of the model for the euro yield curve [coef]
Geopolitical entity (reporting) [geo]
Dataset has 18 series. Add search filters to narrow them.
- 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) [Eurostat/irt_h_eurcoe_d/D.CIRR.C0.EA]
- min:
- 1.662
- max:
- 5.195
- avg:
- 3.093
- σ:
- 0.996
- 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) [Eurostat/irt_h_eurcoe_d/D.CIRR.C1.EA]
- min:
- -4.15
- max:
- 6.113
- avg:
- 0.638
- σ:
- 0.92
- 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) [Eurostat/irt_h_eurcoe_d/D.CIRR.C2.EA]
- min:
- -9.676
- max:
- 13.029
- avg:
- 1.025
- σ:
- 1.915
- 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) [Eurostat/irt_h_eurcoe_d/D.CIRR.C3.EA]
- min:
- -7.262
- max:
- 6.592
- avg:
- -0.19
- σ:
- 1.18
- 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) [Eurostat/irt_h_eurcoe_d/D.CIRR.C4.EA]
- min:
- -18.168
- max:
- 17.231
- avg:
- -1.21
- σ:
- 3.137
- 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) [Eurostat/irt_h_eurcoe_d/D.CIRR.C5.EA]
- min:
- -28.586
- max:
- 25.439
- avg:
- 0.246
- σ:
- 6.367
- Daily – Par yield curve – Coefficient 0 – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015) [Eurostat/irt_h_eurcoe_d/D.PAR.C0.EA]
- min:
- 1.818
- max:
- 5.24
- avg:
- 3.166
- σ:
- 0.987
- Daily – Par yield curve – Coefficient 0 – European Union - 15 countries (1995-2004) [Eurostat/irt_h_eurcoe_d/D.PAR.C0.EU15]
- min:
- 1.818
- max:
- 5.24
- avg:
- 3.166
- σ:
- 0.987
- Daily – Par yield curve – Coefficient 1 – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015) [Eurostat/irt_h_eurcoe_d/D.PAR.C1.EA]
- min:
- -4.25
- max:
- 2.565
- avg:
- 0.483
- σ:
- 0.595
- Daily – Par yield curve – Coefficient 1 – European Union - 15 countries (1995-2004) [Eurostat/irt_h_eurcoe_d/D.PAR.C1.EU15]
- min:
- -3.826
- max:
- 2.569
- avg:
- 0.485
- σ:
- 0.591
Showing results 1 - 10 / 18
Dimension codes and labels
[FREQ] Frequency
- [D] Daily
[yld_curv] Yield curve
- [CIRR] Euro CIRR curve for export credits
- [PAR] Par yield curve
[coef] Coefficients of the model for the euro yield curve
- [C0] Coefficient 0
- [C1] Coefficient 1
- [C2] Coefficient 2
- [C3] Coefficient 3
- [C4] Coefficient 4
- [C5] Coefficient 5
[geo] Geopolitical entity (reporting)
- [EA] Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015)
- [EU15] European Union - 15 countries (1995-2004)