View a 10-year yield estimated from the average yields of a variety of Treasury securities with different maturities derived from the Treasury yield curve.

Graph and download economic data for Moody's Seasoned Baa Corporate Bond Yield (BAA) from Jan 1919 to Jun 2025 about Baa, bonds, yield, corporate, interest rate, interest, rate, and USA.

The yield on US 30 Year Bond Yield rose to 4.96% on July 11, 2025, marking a 0.09 percentage point increase from the previous session. Over the past month, the yield has edged up by 0.11 points and is 0.56 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. United States 30 Year Bond Yield - values, historical data, forecasts and news - updated on July of 2025.

Graph and download economic data for ICE BofA BBB US Corporate Index Effective Yield (BAMLC0A4CBBBEY) from 1996-12-31 to 2025-07-11 about BBB, yield, corporate, interest rate, interest, rate, and USA.

View data of the effective yield of an index of non-investment grade publically issued corporate debt in the U.S.

The yield on China 10Y Bond Yield rose to 1.67% on July 14, 2025, marking a 0 percentage point increase from the previous session. Over the past month, the yield has edged up by 0.05 points, though it remains 0.58 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. China 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on July of 2025.

The yield on Indonesia 10Y Bond Yield rose to 6.58% on July 14, 2025, marking a 0.01 percentage point increase from the previous session. Over the past month, the yield has fallen by 0.11 points and is 0.37 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Indonesia 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on July of 2025.

The yield on Brazil 10Y Bond Yield rose to 14.01% on July 15, 2025, marking a 0.14 percentage point increase from the previous session. Over the past month, the yield has edged up by 0.06 points and is 2.22 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Brazil 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on July of 2025.

The yield on Romania 10Y Bond Yield held steady at 7.15% on July 11, 2025. Over the past month, the yield has fallen by 0.40 points, though it remains 0.54 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Romania 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on July of 2025.

Graph and download economic data for ICE BofA Single-B US High Yield Index Effective Yield (BAMLH0A2HYBEY) from 1996-12-31 to 2025-07-14 about B Bond Rating, yield, interest rate, interest, rate, and USA.

The yield on Philippines 10Y Bond Yield eased to 6.25% on July 15, 2025, marking a 0.01 percentage point decrease from the previous session. Over the past month, the yield has fallen by 0.12 points and is 0.01 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Philippines 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on July of 2025.

its population is characterized as Brazilian, Chinese, and Indian companies that presented financial information to external users through securities markets’ regulatory agencies in Brazil, China, and India and that implemented CDM projects during the 2005–2012 period, ranking in the “registered” status on the UNFCCC website.

Quantitative data were obtaining to test the statistical hypothesis proposed in the study from information referring to the companies and CDM projects that made up the sample as follows: (i) the financial information referring to the equity (E) of companies that have their shares listed in the capital markets of Brazil, China, and India; and (ii) the emission reduction estimates of CDM projects, available from the UNFCCC website.

The data collection, referring to the financial information of the companies that have made themselves available via regulatory bodies in the securities markets of the countries under study, was carried out through Thomson Reuters Eikon’s Electronic and Financial Database on July 30, 2013. Thus, when the data collection was carried out, financial information was obtained and converted into euros, referring to the equity (E) of 380 Brazilian companies, 2,584 Chinese companies, and 4,219 Indian companies, for the period under review.

The collection of data concerning CDM projects with the status “registered” on the UNFCCC site, on the other hand, was carried out using the Bloomberg Economic and Financial Database on July 29, 2013, at which time a total of 289 projects registered by the Brazilian DNA, 3,651 projects registered by the Chinese DNA, and 1,296 projects registered by the Indian DNA were available for analysis for the 2005–2012 period. On November 18, 2004, just one project was registered by the Brazilian DNA, entitled “Brazil NovaGerar Landfill Gas to Energy Project” (UNFCCC, 2014). This project was eliminated from the research because of its set limits defined between 2005 and 2012, the first stage of the Kyoto Protocol.

However, it was necessary to carry out new searches directly on the UNFCCC site for supplementary information that was crucial to implementing the research, given the fact that it did not include full descriptions concerning the names of the receiving agencies in each country (host party), in the Bloomberg Economic and Financial database, on the date mentioned above, information that was characterized as the only link between the CDM project database (Bloomberg) and the financial information database (Thomson Reuters Eikon). These searches were carried during the October 2013–May 2014 period.

Subsequently, on September 1, 2014, new searches were carried out on the UNFCCC website to update the information referring to CDM projects registered by the agency during the 2005–2012 period.

Thus, this research was carried out based on CDM projects located in the “registered” status section of the UNFCCC site over the 2005–2012 period, the records of which were finalized by the body prior to September 1, 2014, containing 299 projects registered by the DNA of Brazil, 3,682 projects registered by the DNA of China, and 1,371 projects registered by the DNA of India, adding up to 5,353 projects, that is, 74.69% of the total implemented projects in all the developing countries that ratified the Kyoto Protocol.

To allow the measurement to be applied to the fair value of estimates of project emission reduction approved by the companies that make up the research sample, we obtained the interest rate EURIBOR – Euro Interbank Offered Rate (average annual rates) from the Bloomberg Financial and Economic Database on July 29, 2013 to adjust the future flows of economic benefits of CER estimates to the present value.

Using all stocks listed on the Japanese equity market and macroeconomic data for Japan, the dataset comprises the following series:

1. Japan_25_Portfolios_MV_PTBV: Monthly returns for 25 size-book-to-market equity portfolios, following the Fama and French (1993) methodology. (Raw data source: Datastream database)
2. Japan_25_Portfolios_MV_PE: Monthly returns for 25 size-PE portfolios, following the Fama and French (1993) methodology. (Raw data source: Datastream database)
3. Japan_50_Portfolios_SECTOR: Monthly returns for 50 industry portfolios. (Raw data source: Datastream database)
4. Japan_3 Factors: Fama and French three-factors (RM, SMB and HML), following the Fama and French (1993) methodology. (Raw data source: Datastream database)
5. Japan_5 Factors: Fama and French five-factors (RM, SMB, HML, RMW, and CMA), following the Fama and French (2015) methodology. (Raw data source: Datastream database)
6. Japan_NUCLEAR_Y: Instrument in years with a value of 1 when a nuclear disaster has occurred somewhere in the world and 0 otherwise. (Raw data source: Bloomberg and BBC News)
7. Japan_NUCLEAR_M: Instrument in months with a value of 1 when a nuclear disaster has occurred somewhere in the world and 0 otherwise. (Raw data source: Bloomberg and BBC News)
8. Japan_RF_M: Three-month interest rate of the Treasury Bill for Japan. (Raw data source: OECD)
9. Company data: Names and general data of the companies that constitute the sample. (Raw data source: Datastream database)
10. Number of stocks in portfolios: Number of stocks included each year in Japan_25_Portfolios_MV_PTBV, Japan_25_Portfolios_MV_PE and Japan_50_Portfolios_SECTOR. (Raw data source: Datastream database)

We have produced all return series using the following data from Datastream: (i) total return index (RI series), (ii) market value (MV series), (iii) market-to-book equity (PTBV series), (iv) total assets (WC02999 series), (v) return on equity (WC08301 series), (vi) price-to-earnings ratio (PE series), and (vii) industry (SECTOR series). We have used the generic rules suggested by Griffin, Kelly, & Nardari (2010) for excluding non-common equity securities from Datastream data. We also exclude stocks with less than twelve observations. Accordingly, our sample comprises a total number of 5,212 stocks.

REFERENCES:

Fama, E. F. and French, K. R. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33, 3–56. Fama, E. F. and French, K. R. (2015). A five-factor asset pricing model. Journal of Financial Economics, 116, 1–22. Griffin, J. M., Kelly, P., and Nardari, F. (2010). Do market efficiency measures yield correct inferences? A comparison of developed and emerging markets. Review of Financial Studies, 23, 3225–3277.

The yield on Australia 10Y Bond Yield rose to 4.41% on July 15, 2025, marking a 0.04 percentage point increase from the previous session. Over the past month, the yield has edged up by 0.17 points and is 0.17 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Australia 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on July of 2025.

The yield on Vietnam 10Y Bond Yield eased to 3.35% on July 16, 2025, marking a 0 percentage point decrease from the previous session. Over the past month, the yield has edged up by 0.07 points and is 0.45 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Vietnam 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on July of 2025.

Graph and download economic data for 5-Year Breakeven Inflation Rate (T5YIE) from 2003-01-02 to 2025-07-14 about spread, interest rate, interest, 5-year, inflation, rate, and USA.

Graph and download economic data for ICE BofA Euro High Yield Index Effective Yield (BAMLHE00EHYIEY) from 1997-12-31 to 2025-07-11 about Euro Area, Europe, yield, interest rate, interest, rate, and indexes.

The yield on Switzerland 10Y Bond Yield eased to 0.47% on July 15, 2025, marking a 0.01 percentage point decrease from the previous session. Over the past month, the yield has edged up by 0.18 points, though it remains 0.10 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Switzerland 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on July of 2025.

The yield on South Africa 10Y Bond Yield eased to 9.86% on July 15, 2025, marking a 0.03 percentage point decrease from the previous session. Over the past month, the yield has fallen by 0.24 points, though it remains 0.30 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. South Africa 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on July of 2025.

Graph and download economic data for AMERIBOR Term-30 Derived Interest Rate Index (AMBOR30T) from 2021-03-15 to 2025-07-13 about AMERIBOR, 1-month, interest rate, interest, rate, indexes, and USA.