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[irt_​h_​euryld_​q] Euro yield curves - quarterly data

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

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Frequency [FREQ] (1)
Yield curve [yld_​curv] (2)
Maturity [maturity] (30)
Geopolitical entity (reporting) [geo] (3)

This dataset has 180 series:

[Q.PAR.Y1.EA] Quarterly – Par yield curve – Maturity: 1 year – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015)

from
1999-Q1=2.06
to
2005-Q2=2.06
min:
2.027
max:
5.098
avg:
3.183
σ:
0.975

[Q.PAR.Y1.EU15] Quarterly – Par yield curve – Maturity: 1 year – European Union - 15 countries (1995-2004)

from
1999-Q1=2.061
to
2005-Q2=2.061
min:
2.027
max:
5.098
avg:
3.183
σ:
0.975

[Q.PAR.Y1.EU25] Quarterly – Par yield curve – Maturity: 1 year – European Union - 25 countries (2004-2006)

from
2003-Q3=2.269
to
2004-Q2=2.269
min:
2.165
max:
2.28
avg:
2.238
σ:
0.052

[Q.PAR.Y10.EA] Quarterly – Par yield curve – Maturity: 10 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015)

from
1999-Q1=3.373
to
2005-Q2=3.373
min:
3.373
max:
5.619
avg:
4.646
σ:
0.627

[Q.PAR.Y10.EU15] Quarterly – Par yield curve – Maturity: 10 years – European Union - 15 countries (1995-2004)

from
1999-Q1=3.373
to
2005-Q2=3.373
min:
3.373
max:
5.622
avg:
4.647
σ:
0.628

[Q.PAR.Y10.EU25] Quarterly – Par yield curve – Maturity: 10 years – European Union - 25 countries (2004-2006)

from
2003-Q3=4.399
to
2004-Q2=4.399
min:
4.206
max:
4.399
avg:
4.331
σ:
0.089

[Q.PAR.Y11.EA] Quarterly – Par yield curve – Maturity: 11 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015)

from
1999-Q1=3.453
to
2005-Q2=3.453
min:
3.453
max:
5.675
avg:
4.722
σ:
0.612

[Q.PAR.Y11.EU15] Quarterly – Par yield curve – Maturity: 11 years – European Union - 15 countries (1995-2004)

from
1999-Q1=3.453
to
2005-Q2=3.453
min:
3.453
max:
5.678
avg:
4.723
σ:
0.613

[Q.PAR.Y11.EU25] Quarterly – Par yield curve – Maturity: 11 years – European Union - 25 countries (2004-2006)

from
2003-Q3=4.489
to
2004-Q2=4.489
min:
4.302
max:
4.489
avg:
4.423
σ:
0.086

[Q.PAR.Y12.EA] Quarterly – Par yield curve – Maturity: 12 years – Euro area (EA11-1999, EA12-2001, EA13-2007, EA15-2008, EA16-2009, EA17-2011, EA18-2014, EA19-2015)

from
1999-Q1=3.523
to
2005-Q2=3.523
min:
3.523
max:
5.724
avg:
4.788
σ:
0.6