NIESR’s Sovereign Bond Premia Estimates
The National Institute estimates a daily series of premia in sovereign bond yields for the Advanced EMU, UK and US economies.
Figures 1 and 2 present those series for a selection of economies over a 5 year window, published with a two week lag (click for full screen)
Figure 1. 10-year sovereign bond premia in Germany, the UK and France
Figure 2. 10-year sovereign bond premia in other EMU economies
For more details of the full series, or the estimation methodology, or to subscribe please contact NiGEM [at] niesr.ac.uk
The National Institute also publishes an occasional series containing analysis of developments in sovereign bond premia. For more information about this publication contact NiGEM [at] niesr.ac.uk
Last updated: 18 September 2019