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Eurostat

Eurostat is the statistical office of the European Union situated in Luxembourg. Its task is to provide the European Union with statistics at European level that enable comparisons between countries and regions and to promote the harmonisation of statistical methods across EU member states and candidates for accession as well as EFTA countries.

Все наборы данных:  3 C D E G I L M S
  • 3
    • Январь 2017
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 16 января, 2017
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      The data are three-month interbank rates which are no longer updated. The series represent interest rates of countries which have now joined the euro area.
    • Январь 2017
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 16 января, 2017
      Выбрать
      The data are three-month interbank rates which are no longer updated. The series represent interest rates of countries which have now joined the euro area.
    • Январь 2017
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 16 января, 2017
      Выбрать
      The data are three-month interbank rates which are no longer updated. The series represent interest rates of countries which have now joined the euro area.
    • Март 2019
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 18 марта, 2019
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      The 3-months interest rate is a representative short-term interest rate series for the domestic money market. From January 1999, the euro area rate is the 3-month "EURo InterBank Offered Rate" (EURIBOR) EURIBOR is the benchmark rate of the large euro money market that has emerged since 1999. It is the rate at which euro InterBank term deposits are offered by one prime bank to another prime bank. The contributors to EURIBOR are the banks with the highest volume of business in the euro area money markets. The panel of banks consists of banks from EU countries participating in the euro from the outset, banks from EU countries not participating in the euro from the outset, and large international banks from non-EU countries but with important euro area operations. Monthly data are calculated as averages of daily values. Data are presented in raw form. Source: European Central Bank (ECB)
  • C
  • D
    • Март 2019
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 18 марта, 2019
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      Euro-zone series: Until December 1998 it is an aggregate of interbank deposit bid rates weighted by country GDP (Gross Domestic Product). Thereafter the rate is the EONIA (Euro OverNight Index Average), the effective overnight reference rate for the euro, computed as a weighted average of all overnight unsecured lending transactions in the interbank market, initiated within the euro area by the contributing panel banks. EONIA is computed with the help of the European Central Bank. EU15 series: Until December 1998, this is a theoretical rate based on an aggregation of day-to-day rates weighted by country GDP. Thereafter the rate is an average of the EONIA and the rates of the non-euro-zone countries, weighted by country GDP. National series: broadly speaking, these are day-to-day interbank rates. Source: European Central Bank.
    • Январь 2017
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 16 января, 2017
      Выбрать
      The data comprise day-to-day money rates which are no longer updated. These interest rates no longer exist once a country joins the euro area.
    • Январь 2017
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 16 января, 2017
      Выбрать
      The data comprise day-to-day money rates which are no longer updated. These interest rates no longer exist once a country joins the euro area.
    • Январь 2017
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 16 января, 2017
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      The data comprise day-to-day money rates which are no longer updated. These interest rates no longer exist once a country joins the euro area.
  • E
    • Март 2009
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 29 ноября, 2015
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      Data are financial market indicators which are no longer updated. The series shown are former series for ECU interest rates.
    • Март 2009
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 29 ноября, 2015
      Выбрать
      Data are financial market indicators which are no longer updated. The series shown are former series for ECU interest rates.
    • Март 2009
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 29 ноября, 2015
      Выбрать
      Data are financial market indicators which are no longer updated. The series shown are former series for ECU interest rates.
    • Март 2009
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 29 ноября, 2015
      Выбрать
      Data are financial market indicators which are no longer updated. The series shown are former series for ECU interest rates.
    • Март 2019
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 18 марта, 2019
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      Maastricht criterion bond yields (mcby) are long-term interest rates, used as a convergence criterion for the European Monetary Union, based on the Maastricht Treaty
    • Март 2019
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 18 марта, 2019
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      Maastricht criterion bond yields (mcby) are long-term interest rates, used as a convergence criterion for the European Monetary Union, based on the Maastricht Treaty
    • Март 2019
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 22 марта, 2019
      Выбрать
      Maastricht criterion bond yields (mcby) are long-term interest rates, used as a convergence criterion for the European Monetary Union, based on the Maastricht Treaty
    • Март 2019
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 18 марта, 2019
      Выбрать
      Maastricht criterion bond yields (mcby) are long-term interest rates, used as a convergence criterion for the European Monetary Union, based on the Maastricht Treaty
    • Март 2019
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 18 марта, 2019
      Выбрать
      Maastricht criterion bond yields (mcby) are long-term interest rates, used as a convergence criterion for the European Monetary Union, based on the Maastricht Treaty
    • Июль 2012
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 16 июля, 2012
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      Economy and finance > Interest rates > Euro yield curves.
    • Январь 2018
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 14 января, 2018
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      A yield curve, also known as term structure of interest rates, represents the relationship between market remuneration (interest) rates and the remaining time to maturity of debt securities. The information content of a yield curve reflects the asset pricing process on financial markets. When buying and selling bonds, investors include their expectations of  future inflation, real interest rates and their assessment of risks. An investor calculates the price of a bond by discounting the expected future cash flows (coupon payments and/or redemption). ECB estimates zero-coupon yield curves for the euro area and also derives forward and par yield curves. A zero coupon bond is a bond that pays no cupon and is sold at a discount from its face value. The zero coupon curve represents the yield to maturity of hypothetical zero coupon bonds, since they are not directly observable in the market for a wide range of maturities. They must therefore be estimated from existing zero coupon bonds and fixed coupon bond prices or yields.  The forward curve shows the short-term (instantaneous) interest rate for future periods implied in the yield curve. The par yield reflects hypothetical yields, namely the interest rates the bonds would have yielded had they been priced at par (i.e. at 100).
    • Март 2019
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 22 марта, 2019
      Выбрать
      A yield curve, also known as term structure of interest rates, represents the relationship between market remuneration (interest) rates and the remaining time to maturity of debt securities. The information content of a yield curve reflects the asset pricing process on financial markets. When buying and selling bonds, investors include their expectations of  future inflation, real interest rates and their assessment of risks. An investor calculates the price of a bond by discounting the expected future cash flows (coupon payments and/or redemption). ECB estimates zero-coupon yield curves for the euro area and also derives forward and par yield curves. A zero coupon bond is a bond that pays no cupon and is sold at a discount from its face value. The zero coupon curve represents the yield to maturity of hypothetical zero coupon bonds, since they are not directly observable in the market for a wide range of maturities. They must therfore be estimatedfrom existing zero coupon bonds and fixed coupon bond prices or yields.  The forward curve shows the short-term (instantaneous) interest rate for future periods implied in the yield curve. The par yield reflects hypothetical yields, namely the interest rates the bonds would have yielded had they been priced at par (i.e. at 100).
    • Март 2009
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 29 ноября, 2015
      Выбрать
      Euro yield curves: euro bond yields and coefficients at maturities of 1 to 15 or 30 years (depending on the curve).
  • G
  • I
    • Март 2019
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 18 марта, 2019
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      The present data collection consists of the following indicators:Interest rates : Day-to-day money market interest rates, 3-month interest rates, Euro yields and Long term government bond yields - Maastricht definitionEuro/Ecu exchange rates: Exchange rates against the ECU/euroEffective exchange rates indices : Nominal Effective Exchange Rate, Real Effective Exchange Rate Â
    • Июль 2012
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 16 июля, 2012
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  • L
    • Март 2019
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 18 марта, 2019
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      Long term government bond yields are calculated as monthly averages (non seasonally adjusted data). They refer to central government bond yields on the secondary market, gross of tax, with a residual maturity of around 10 years. The bond or the bonds of the basket have to be replaced regularly to avoid any maturity drift. This definition is used in the convergence criteria of the Economic and Monetary Union for long-term interest rates, as required under Article 121 of the Treaty of Amsterdam and the Protocol on the convergence criteria. Data are presented in raw form. Source: European Central Bank (ECB)
  • M
    • Февраль 2019
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 19 февраля, 2019
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      Day-to-day money market interest rates: averages for the euro area (EONIA= Euro OverNight Index Average), EU27 (theoretical aggregate), and national series (TR, CA, US, JP). 1-month, 3-month, 6-month and 12-month interest rates: averages for the euro area (EURIBOR) and EU27 (theoretical aggregate). 3-month interest rates are also available for the US and Japan.
    • Март 2019
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 18 марта, 2019
      Выбрать
      Day-to-day money market interest rates: averages for the euro area (EONIA= Euro OverNight Index Average), EU27 (theoretical aggregate), and national series (TR, CA, US, JP). 1-month, 3-month, 6-month and 12-month interest rates: averages for the euro area (EURIBOR) and EU27 (theoretical aggregate). 3-month interest rates are also available for the US and Japan.
    • Февраль 2019
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 19 февраля, 2019
      Выбрать
      Day-to-day money market interest rates: averages for the euro area (EONIA= Euro OverNight Index Average), EU27 (theoretical aggregate), and national series (TR, CA, US, JP). 1-month, 3-month, 6-month and 12-month interest rates: averages for the euro area (EURIBOR) and EU27 (theoretical aggregate). 3-month interest rates are also available for the US and Japan.
  • S
    • Февраль 2019
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 19 февраля, 2019
      Выбрать
      Day-to-day money market interest rates: averages for the euro area (EONIA= Euro OverNight Index Average), EU27 (theoretical aggregate), and national series (TR, CA, US, JP). 1-month, 3-month, 6-month and 12-month interest rates: averages for the euro area (EURIBOR) and EU27 (theoretical aggregate). 3-month interest rates are also available for the US and Japan.
    • Февраль 2019
      Источник: Eurostat
      Загружен: Knoema
      Дата обращения к источнику: 19 февраля, 2019
      Выбрать
      Day-to-day money market interest rates: averages for the euro area (EONIA= Euro OverNight Index Average), EU27 (theoretical aggregate), and national series (TR, CA, US, JP). 1-month, 3-month, 6-month and 12-month interest rates: averages for the euro area (EURIBOR) and EU27 (theoretical aggregate). 3-month interest rates are also available for the US and Japan.