spread: Credit risk in the European sovereign sector

spreadR Documentation

Credit risk in the European sovereign sector

Description

Credit risk in the European sovereign sector: June 1997–June 2016. Proxied by an index constructed as a GDP weighted 10-year government bond yield of the GIIPS (Greece, Ireland, Italy, Portugal, and Spain) countries.

Usage

spread

Format

A tibble

Source

Datastream International.

Examples

head(spread)


itamarcaspi/psymonitor documentation built on June 10, 2025, 2:51 a.m.