Last observation: 27 janv. 2023 (N = 1)
First observation: 31 déc. 1517 (N = 1)
Last data update: 15 sept. 2026, 00:14
Last compile: 15 sept. 2026, 00:17
Tickers
Code
treasury_info |>
select(Ticker = Ticker, Name, Country) |>
right_join(treasury |>
group_by(Ticker) |>
summarise(Nobs = n(),
start = first(year(date)),
end = last(year(date))), by = "Ticker") |>
arrange(-Nobs) |>
mutate(Flag = gsub(" ", "-", str_to_lower(Country)),
Flag = paste0('<img src="../../icon/flag/vsmall/', Flag, '.png" alt="Flag">')) |>
select(Flag, everything()) %>%
{if (is_html_output()) datatable(., filter = 'top', rownames = F, escape = F) else .}Metadata
Code
treasury_info |>
select(Ticker = Ticker, Name, Metadata) %>%
{if (is_html_output()) datatable(., filter = 'top', rownames = F) else .}1925-1970
Germany, Switzerland, UK, US
1925-1970
Code
treasury |>
left_join(treasury_info |>
select(Ticker, Country), by = "Ticker") |>
filter(Ticker %in% c("IGGBR10D", "IGUSA10D", "IGCHE10D", "IGDEU10D"),
date >= as.Date("1925-01-01"),
date <= as.Date("1970-01-01")) |>
group_by(Ticker) |>
ggplot() + theme_minimal() +
geom_line(aes(x = date, y = value / 100, color = Country, linetype = Country)) +
scale_y_continuous(breaks = 0.01*seq(0, 300, 1),
labels = scales::percent_format(accuracy = 1)) +
scale_color_manual(values = viridis(5)[1:4]) +
theme(legend.position = c(0.45, 0.85),
legend.title = element_blank()) +
scale_x_date(breaks = as.Date(paste0(seq(1700, 2020, 5), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Interest Rates")
1925-2021
Code
treasury |>
left_join(treasury_info |>
select(Ticker, Country), by = "Ticker") |>
filter(Ticker %in% c("IGGBR10D", "IGUSA10D", "IGFRA10D", "IGDEU10D"),
date >= as.Date("1925-01-01")) |>
group_by(Ticker) |>
ggplot() + theme_minimal() +
geom_line(aes(x = date, y = value / 100, color = Country, linetype = Country)) +
scale_y_continuous(breaks = 0.01*seq(0, 300, 1),
labels = scales::percent_format(accuracy = 1)) +
scale_color_manual(values = viridis(5)[1:4]) +
theme(legend.position = c(0.45, 0.85),
legend.title = element_blank()) +
scale_x_date(breaks = as.Date(paste0(seq(1700, 2020, 5), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Interest Rates")
1925-2021
Code
treasury |>
left_join(treasury_info |>
select(Ticker, Country), by = "Ticker") |>
filter(Ticker %in% c("IGUSA10D", "IGFRA10D", "IGDEU10D"),
date >= as.Date("1925-01-01")) |>
group_by(Ticker) |>
ggplot() + theme_minimal() +
geom_line(aes(x = date, y = value / 100, color = Country)) +
scale_y_continuous(breaks = 0.01*seq(0, 300, 1),
labels = scales::percent_format(accuracy = 1)) +
scale_color_manual(values = c("#002395", "#000000", "#B22234")) +
theme(legend.position = c(0.15, 0.85),
legend.title = element_blank()) +
scale_x_date(breaks = as.Date(paste0(seq(1700, 2020, 10), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Treasury 10-Year Interest Rates")
France, Italy, Netherlands, Norway
Code
treasury |>
left_join(treasury_info |>
select(Ticker = Ticker, Country), by = "Ticker") |>
filter(Ticker %in% c("IGNLD10D", "IGFRA10D", "IGNOR10D", "IGITA10D"),
date >= as.Date("1925-01-01"),
date <= as.Date("1970-01-01")) |>
group_by(Ticker) |>
ggplot() + theme_minimal() +
geom_line(aes(x = date, y = value / 100, color = Country, linetype = Country)) +
scale_y_continuous(breaks = 0.01*seq(0, 300, 1),
labels = scales::percent_format(accuracy = 1)) +
scale_color_manual(values = viridis(5)[1:4]) +
theme(legend.position = c(0.45, 0.85),
legend.title = element_blank()) +
scale_x_date(breaks = as.Date(paste0(seq(1700, 2020, 5), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Interest Rates")
1800-1925
Germany, Switzerland, UK, US
Code
treasury |>
left_join(treasury_info |>
select(Ticker = Ticker, Country), by = "Ticker") |>
filter(Ticker %in% c("IGGBR10D", "IGUSA10D", "IGCHE10D", "IGDEU10D"),
date >= as.Date("1800-01-01"),
date <= as.Date("1925-01-01")) |>
group_by(Ticker) |>
ggplot() + theme_minimal() +
geom_line(aes(x = date, y = value / 100, color = Country, linetype = Country)) +
scale_y_continuous(breaks = 0.01*seq(0, 300, 1),
labels = scales::percent_format(accuracy = 1)) +
scale_color_manual(values = viridis(5)[1:4]) +
theme(legend.position = c(0.45, 0.85),
legend.title = element_blank()) +
scale_x_date(breaks = as.Date(paste0(seq(1700, 2020, 20), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Interest Rates")
France, Italy, Netherlands, Norway
Code
treasury |>
left_join(treasury_info |>
select(Ticker = Ticker, Country), by = "Ticker") |>
filter(Ticker %in% c("IGNLD10D", "IGFRA10D", "IGNOR10D", "IGITA10D"),
date >= as.Date("1800-01-01"),
date <= as.Date("1925-01-01")) |>
group_by(Ticker) |>
ggplot() + theme_minimal() +
geom_line(aes(x = date, y = value / 100, color = Country, linetype = Country)) +
scale_y_continuous(breaks = 0.01*seq(0, 300, 1),
labels = scales::percent_format(accuracy = 1)) +
scale_color_manual(values = viridis(5)[1:4]) +
theme(legend.position = c(0.45, 0.85),
legend.title = element_blank()) +
scale_x_date(breaks = as.Date(paste0(seq(1700, 2020, 20), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Interest Rates")
1970-2020
Germany, Switzerland, UK, US
Code
treasury |>
left_join(treasury_info |>
select(Ticker = Ticker, Country), by = "Ticker") |>
filter(Ticker %in% c("IGGBR10D", "IGUSA10D", "IGCHE10D", "IGDEU10D"),
date >= as.Date("1970-01-01"),
date <= as.Date("2020-01-01")) |>
group_by(Ticker) |>
ggplot() + theme_minimal() +
geom_line(aes(x = date, y = value / 100, color = Country, linetype = Country)) +
scale_y_continuous(breaks = 0.01*seq(0, 300, 1),
labels = scales::percent_format(accuracy = 1)) +
scale_color_manual(values = viridis(5)[1:4]) +
theme(legend.position = c(0.85, 0.85),
legend.title = element_blank()) +
scale_x_date(breaks = as.Date(paste0(seq(1700, 2020, 5), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Interest Rates")
France, Italy, Netherlands, Norway
Code
treasury |>
left_join(treasury_info |>
select(Ticker = Ticker, Country), by = "Ticker") |>
filter(Ticker %in% c("IGNLD10D", "IGFRA10D", "IGNOR10D", "IGITA10D"),
date >= as.Date("1970-01-01"),
date <= as.Date("2020-01-01")) |>
group_by(Ticker) |>
ggplot() + theme_minimal() +
geom_line(aes(x = date, y = value / 100, color = Country, linetype = Country)) +
scale_y_continuous(breaks = 0.01*seq(0, 300, 1),
labels = scales::percent_format(accuracy = 1)) +
scale_color_manual(values = viridis(5)[1:4]) +
theme(legend.position = c(0.85, 0.85),
legend.title = element_blank()) +
scale_x_date(breaks = as.Date(paste0(seq(1700, 2020, 5), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Interest Rates")