The yield on US 30 Year Bond Yield rose to 4.93% on March 26, 2026, marking a 0.02 percentage points increase from the previous session. Over the past month, the yield has edged up by 0.31 points and is 0.20 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 March of 2026.

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.

View market daily updates and historical trends for 10-2 Year Treasury Yield Spread. from United States. Source: Department of the Treasury. Track economi…

The yield on China 10Y Bond Yield eased to 1.82% on March 27, 2026, marking a 0.01 percentage points decrease from the previous session. Over the past month, the yield has fallen by 0.01 points and is 0.05 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 March of 2026.

The yield on France 10Y Bond Yield rose to 3.83% on March 27, 2026, marking a 0.04 percentage points increase from the previous session. Over the past month, the yield has edged up by 0.54 points and is 0.40 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. France 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on March of 2026.

The yield on Denmark 10Y Bond Yield rose to 2.98% on March 27, 2026, marking a 0.06 percentage points increase from the previous session. Over the past month, the yield has edged up by 0.39 points and is 0.53 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Denmark 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on March of 2026.

The yield on Hong Kong 10Y Bond Yield held steady at 2.94% on March 27, 2026. Over the past month, the yield has edged up by 0.18 points, though it remains 0.55 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Hong Kong 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on March of 2026.

The yield on Thailand 10Y Bond Yield rose to 2.32% on March 27, 2026, marking a 0.09 percentage points increase from the previous session. Over the past month, the yield has edged up by 0.58 points and is 0.24 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Thailand 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on March of 2026.

The yield on Poland 10Y Bond Yield rose to 5.89% on March 27, 2026, marking a 0.16 percentage points increase from the previous session. Over the past month, the yield has edged up by 0.84 points and is 0.09 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Poland 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on March of 2026.

The yield on Indonesia 10Y Bond Yield held steady at 6.85% on March 27, 2026. Over the past month, the yield has edged up by 0.37 points, though it remains 0.22 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 March of 2026.

Graph and download economic data for Moody's Seasoned Baa Corporate Bond Yield (BAA) from Jan 1919 to Feb 2026 about Baa, bonds, 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 Taiwan 10Y Bond Yield rose to 1.54% on March 27, 2026, marking a 0.06 percentage points increase from the previous session. Over the past month, the yield has edged up by 0.10 points, though it remains 0.09 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Taiwan 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on March of 2026.

The yield on Philippines 10Y Bond Yield eased to 6.88% on March 27, 2026, marking a 0.14 percentage points decrease from the previous session. Over the past month, the yield has edged up by 0.92 points and is 0.71 points higher 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 March of 2026.

Graph and download economic data for ICE BofA BBB US Corporate Index Effective Yield (BAMLC0A4CBBBEY) from 1996-12-31 to 2026-03-26 about BBB, yield, corporate, interest rate, interest, rate, and USA.

Graph and download economic data for 5-Year Breakeven Inflation Rate (T5YIE) from 2003-01-02 to 2026-03-27 about spread, interest rate, interest, 5-year, inflation, rate, and USA.

The yield on Romania 10Y Bond Yield rose to 7.20% on March 27, 2026, marking a 0.03 percentage points increase from the previous session. Over the past month, the yield has edged up by 0.80 points, though it remains 0.29 points lower 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 March of 2026.

South African monthly The FTSE/JSE All Share Index data was procured from Bloomberg and the nominal effective exchange rate (NEER) from South African Reserve Bank (SARB) database, where the data has been seasonally adjusted specifying 2015 as the base year. Volatility measures in these markets are generated through a multivaraite EGARCH model in the WinRATS software. South African monthly consumer price index (CPI) data was procured from the International Monetary Fund’s International Financial Statistics (IFS) database, where the data has been seasonally adjusted, specifying 2010 as the base year. The inflation rate is constructed by taking the year-on-year changes in the monthly CPI figures. Inflation uncertainty was generated through the GARCH model in Eviews software. The following South African macroeconomic variables were procured from the SARB: real industrial production (IP), which is used as a proxy for real GDP, real investment (I), real consumption (C), inflation (CPI), broad money (M3), the 3-month treasury bill rate (TB3) and the policy rate (R), a measure of U.S. EPU developed by Baker et al. (2016) to account for global developments available at http://www.policyuncertainty.com/us_monthly.html.

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 South Korea 10Y Bond Yield rose to 3.92% on March 27, 2026, marking a 0.05 percentage points increase from the previous session. Over the past month, the yield has edged up by 0.39 points and is 1.08 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. South Korea 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on March of 2026.