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ICE BofA CCC & Lower US High Yield Index Option-Adjusted Spread
- fred.stlouisfed.org
jsonUpdated Mar 27, 2025+ more versions
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EmailClick to copy linkLink copiedCite(2025). ICE BofA CCC & Lower US High Yield Index Option-Adjusted Spread [Dataset]. https://fred.stlouisfed.org/series/BAMLH0A3HYCjsonAvailable download formatsDataset updatedMar 27, 2025Licensehttps://fred.stlouisfed.org/legal/#copyright-pre-approvalhttps://fred.stlouisfed.org/legal/#copyright-pre-approval
Area coveredUnited StatesDescriptionGraph and download economic data for ICE BofA CCC & Lower US High Yield Index Option-Adjusted Spread (BAMLH0A3HYC) from 1996-12-31 to 2025-03-26 about CCC, option-adjusted spread, yield, interest rate, interest, rate, and USA.
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ICE BofA BB US High Yield Index Option-Adjusted Spread
- fred.stlouisfed.org
jsonUpdated Mar 26, 2025+ more versionsShareFacebookTwitterEmailClick to copy linkLink copiedCiteICE BofA BB US High Yield Index Option-Adjusted Spread [Dataset]. https://fred.stlouisfed.org/series/BAMLH0A1HYBBjsonAvailable download formatsDataset updatedMar 26, 2025Licensehttps://fred.stlouisfed.org/legal/#copyright-pre-approvalhttps://fred.stlouisfed.org/legal/#copyright-pre-approval
DescriptionGraph and download economic data for ICE BofA BB US High Yield Index Option-Adjusted Spread (BAMLH0A1HYBB) from 1996-12-31 to 2025-03-25 about BB, option-adjusted spread, yield, interest rate, interest, rate, and USA.
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ICE BofA BBB US Corporate Index Option-Adjusted Spread
- fred.stlouisfed.org
jsonUpdated Mar 26, 2025+ more versionsShareFacebookTwitterEmailClick to copy linkLink copiedCite(2025). ICE BofA BBB US Corporate Index Option-Adjusted Spread [Dataset]. https://fred.stlouisfed.org/series/BAMLC0A4CBBBjsonAvailable download formatsDataset updatedMar 26, 2025Licensehttps://fred.stlouisfed.org/legal/#copyright-pre-approvalhttps://fred.stlouisfed.org/legal/#copyright-pre-approval
Area coveredUnited StatesDescriptionView the spread between a computed option-adjusted index of all BBB-rated bonds and a spot Treasury curve.
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UNCOVERING THE COMMON RISK-FREE RATE IN THE EUROPEAN MONETARY UNION...
- journaldata.zbw.eu
- jda-test.zbw.eu
txt, xlsxUpdated Dec 7, 2022ShareFacebookTwitterEmailClick to copy linkLink copiedCiteRien Wagenvoort; Sanne Zwart; Rien Wagenvoort; Sanne Zwart (2022). UNCOVERING THE COMMON RISK-FREE RATE IN THE EUROPEAN MONETARY UNION (replication data) [Dataset]. http://doi.org/10.15456/jae.2022321.0713863940txt(156792), xlsx(1095078), txt(202799), txt(1217), txt(194065), txt(169167)Available download formatsUnique identifierhttps://doi.org/10.15456/jae.2022321.0713863940Dataset updatedDec 7, 2022Dataset provided byZBW - Leibniz Informationszentrum WirtschaftAuthorsRien Wagenvoort; Sanne Zwart; Rien Wagenvoort; Sanne ZwartLicenseAttribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automaticallyDescriptionWe introduce longitudinal factor analysis (LFA) to extract the common risk-free (CRF) rate from a sample of sovereign bonds of countries in a monetary union. Since LFA exploits the typically very large longitudinal dimension of bond data, it performs better than traditional factor analysis methods that rely on the much smaller cross-sectional dimension. European sovereign bond yields for the period 2006-2011 are decomposed into a CRF rate, a default risk premium and a liquidity risk premium. Our empirical findings suggest that investors chase both credit quality and liquidity, and that they price double default risk on credit default swaps.
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ICE BofA Single-A US Corporate Index Option-Adjusted Spread
- fred.stlouisfed.org
jsonUpdated Mar 26, 2025+ more versionsShareFacebookTwitterEmailClick to copy linkLink copiedCiteICE BofA Single-A US Corporate Index Option-Adjusted Spread [Dataset]. https://fred.stlouisfed.org/series/BAMLC0A3CAjsonAvailable download formatsDataset updatedMar 26, 2025Licensehttps://fred.stlouisfed.org/legal/#copyright-pre-approvalhttps://fred.stlouisfed.org/legal/#copyright-pre-approval
Area coveredUnited StatesDescriptionGraph and download economic data for ICE BofA Single-A US Corporate Index Option-Adjusted Spread (BAMLC0A3CA) from 1996-12-31 to 2025-03-25 about A Bond Rating, option-adjusted spread, corporate, and USA.
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ICE BofA Euro High Yield Index Option-Adjusted Spread
- fred.stlouisfed.org
jsonUpdated Mar 25, 2025+ more versionsShareFacebookTwitterEmailClick to copy linkLink copiedCite(2025). ICE BofA Euro High Yield Index Option-Adjusted Spread [Dataset]. https://fred.stlouisfed.org/series/BAMLHE00EHYIOASjsonAvailable download formatsDataset updatedMar 25, 2025Licensehttps://fred.stlouisfed.org/legal/#copyright-pre-approvalhttps://fred.stlouisfed.org/legal/#copyright-pre-approval
DescriptionGraph and download economic data for ICE BofA Euro High Yield Index Option-Adjusted Spread (BAMLHE00EHYIOAS) from 1997-12-31 to 2025-03-24 about option-adjusted spread, Euro Area, Europe, yield, interest rate, interest, rate, and indexes.
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BAMLH0A3HYC
https://fred.stlouisfed.org/legal/#copyright-pre-approvalhttps://fred.stlouisfed.org/legal/#copyright-pre-approval
Graph and download economic data for ICE BofA CCC & Lower US High Yield Index Option-Adjusted Spread (BAMLH0A3HYC) from 1996-12-31 to 2025-03-26 about CCC, option-adjusted spread, yield, interest rate, interest, rate, and USA.