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 – Par yield curve – 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.PAR.C2.EA]
- min:
- -2.462
- max:
- 7.316
- avg:
- 1.182
- σ:
- 1.02
- Daily – Par yield curve – Coefficient 2 – European Union - 15 countries (1995-2004) [Eurostat/irt_h_eurcoe_d/D.PAR.C2.EU15]
- min:
- -2.486
- max:
- 6.483
- avg:
- 1.176
- σ:
- 1.023
- Daily – Par yield curve – 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.PAR.C3.EA]
- min:
- -3.071
- max:
- 2.724
- avg:
- -0.158
- σ:
- 0.633
- Daily – Par yield curve – Coefficient 3 – European Union - 15 countries (1995-2004) [Eurostat/irt_h_eurcoe_d/D.PAR.C3.EU15]
- min:
- -2.563
- max:
- 2.681
- avg:
- -0.151
- σ:
- 0.634
- Daily – Par yield curve – 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.PAR.C4.EA]
- min:
- -9.345
- max:
- 5.303
- avg:
- -1.814
- σ:
- 1.896
- Daily – Par yield curve – Coefficient 4 – European Union - 15 countries (1995-2004) [Eurostat/irt_h_eurcoe_d/D.PAR.C4.EU15]
- min:
- -9.273
- max:
- 5.156
- avg:
- -1.853
- σ:
- 1.869
- Daily – Par yield curve – 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.PAR.C5.EA]
- min:
- -14.999
- max:
- 11.809
- avg:
- 1.038
- σ:
- 2.934
- Daily – Par yield curve – Coefficient 5 – European Union - 15 countries (1995-2004) [Eurostat/irt_h_eurcoe_d/D.PAR.C5.EU15]
- min:
- -14.66
- max:
- 11.98
- avg:
- 1.11
- σ:
- 2.883
Showing results 11 - 18 / 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)