3 datasets found
  1. Data Yield Curve

    • kaggle.com
    zip
    Updated Nov 28, 2019
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    Andrada (2019). Data Yield Curve [Dataset]. https://www.kaggle.com/andradaolteanu/data-yield-curve
    Explore at:
    zip(12111 bytes)Available download formats
    Dataset updated
    Nov 28, 2019
    Authors
    Andrada
    Description

    Context

    Data is extracted from Bloomberg and I used it mainly for the kernel: "Is a recession coming? US Yield Curves can tell us". Yield Curves are presumed to be very good predictors of economic recessions. This analysis assesses how accurate they can actually forecast this event and when they say the next economic recession will take place.

    Data Yield Curve:

    • Date - daily information from 1977 to 2019
    • 1yr - Yield Curve value for 1 year maturity
    • 30YR - Yield Curve value for 30 years maturity
    • SPREAD - is the difference between the 30yr and 1yr maturities (it is negative when the yield curve inverted)
    • SP500 - stock market index that tracks the stocks of 500 large-cap U.S. companies
    • GOLD - price of gold
    • OIL - price of oil
    • CHFUSD - currency exchange rate for the U.S. dollar and swiss franc
    • JPYUSD - currency exchange rate for the U.S. dollar and Japanese yen

    Yield-curve-inverted

    • Maturities - the type of maturity (from 1 month to 30 years)
    • 23.08.2019 - value on this date
    • 23.08.2019 - value on this date (showing the invertion)
  2. f

    Data from: Negative interest rates and inverted yield curves: an...

    • scielo.figshare.com
    tiff
    Updated Jun 1, 2023
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    Guilherme Ricardo dos Santos Souza e Silva (2023). Negative interest rates and inverted yield curves: an interpretation based on Liquidity Preference Theory [Dataset]. http://doi.org/10.6084/m9.figshare.20004038.v1
    Explore at:
    tiffAvailable download formats
    Dataset updated
    Jun 1, 2023
    Dataset provided by
    SciELO journals
    Authors
    Guilherme Ricardo dos Santos Souza e Silva
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Description

    Abstract Unusual interest rate behavior has become increasingly frequent in developed economies. Even though intuitively unlikely, government bond yields in negative territory are found in most European countries, and inverted yield curves for Treasury bonds in the United States occurred during some months. This paper presents the influence of conventional and non-conventional monetary policy instruments over the previously mentioned phenomena, and an interpretation based on the Liquidity Preference Theory proposed by Keynes. This interpretation explains, based on agents’ behavior, why public and private asset purchase programs, yield curve control and communication based on forward guidance used by central banks could persist and influence financial markets. This situation has enabled the occurrence of atypical phenomena regarding interest rates.

  3. T

    India 10-Year Government Bond Yield Data

    • tradingeconomics.com
    • de.tradingeconomics.com
    • +13more
    csv, excel, json, xml
    Updated Nov 17, 2025
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    TRADING ECONOMICS (2025). India 10-Year Government Bond Yield Data [Dataset]. https://tradingeconomics.com/india/government-bond-yield
    Explore at:
    json, xml, excel, csvAvailable download formats
    Dataset updated
    Nov 17, 2025
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Apr 28, 1994 - Dec 2, 2025
    Area covered
    India
    Description

    The yield on India 10Y Bond Yield eased to 6.52% on December 2, 2025, marking a 0.06 percentage points decrease from the previous session. Over the past month, the yield has fallen by 0.03 points and is 0.24 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. India 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on December of 2025.

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Share
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TwitterTwitter
Email
Click to copy link
Link copied
Close
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Andrada (2019). Data Yield Curve [Dataset]. https://www.kaggle.com/andradaolteanu/data-yield-curve
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Data Yield Curve

1977 - 2018 Yield Curve for 1 and 30 Yrs Maturity

Explore at:
131 scholarly articles cite this dataset (View in Google Scholar)
zip(12111 bytes)Available download formats
Dataset updated
Nov 28, 2019
Authors
Andrada
Description

Context

Data is extracted from Bloomberg and I used it mainly for the kernel: "Is a recession coming? US Yield Curves can tell us". Yield Curves are presumed to be very good predictors of economic recessions. This analysis assesses how accurate they can actually forecast this event and when they say the next economic recession will take place.

Data Yield Curve:

  • Date - daily information from 1977 to 2019
  • 1yr - Yield Curve value for 1 year maturity
  • 30YR - Yield Curve value for 30 years maturity
  • SPREAD - is the difference between the 30yr and 1yr maturities (it is negative when the yield curve inverted)
  • SP500 - stock market index that tracks the stocks of 500 large-cap U.S. companies
  • GOLD - price of gold
  • OIL - price of oil
  • CHFUSD - currency exchange rate for the U.S. dollar and swiss franc
  • JPYUSD - currency exchange rate for the U.S. dollar and Japanese yen

Yield-curve-inverted

  • Maturities - the type of maturity (from 1 month to 30 years)
  • 23.08.2019 - value on this date
  • 23.08.2019 - value on this date (showing the invertion)
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