Credit risk in the European sovereign sector

Source: R/data.R

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.

spread

Format

A tibble

Source

Datastream International.

Examples

head(spread)
#> # A tibble: 6 x 2
#>   date       value
#>   <date>     <dbl>
#> 1 1997-06-01 1.22 
#> 2 1997-07-01 1.03 
#> 3 1997-08-01 1.05 
#> 4 1997-09-01 0.845
#> 5 1997-10-01 0.741
#> 6 1997-11-01 0.783