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It contains the yield curve parameters for both composite euro-area yield along with spot, instantaneous forward and par yield curve rates by residual maturity.
Yield curve spot rate, 30-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition), Euro area (changing composition), Daily - …
A yield curve is a representation of the relationship between market remuneration rates and the remaining time to maturity of debt securities. A yield curve can also be described as the term …
Yield curve spot rate, 2-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition), Euro area (changing composition), Daily - …
The paper quantifies the effects of forward guidance and unconventional monetary policies in the euro area, using a novel decomposition applied to intra-daily high-frequency surprise …
Apr 12, 2018 · Yield curves therefore play a pivotal role in the monitoring of the term structure of interest rates in the euro area.
This paper focuses on one such financial market indicator, namely the calculation of euro area government bond yield curves tailored to the needs of the European System of Central Banks …
The predictive power of the slope of the yield curve is documented for the euro area and the United States, as well as for other advanced and emerging market economies.
The European Central Bank (ECB), as part of its forward-looking strategy, needs high-quality financial market statistical indicators as a means to facilitate evidence-based and sound …
The spot, forward and par yield curves , and their corresponding time series , are calculated using two different datasets reflecting different credit default risks.
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