Interest Rates
Government bond benchmark yields, money-market and policy rates, corporate bond yields, and money-market spreads.
Government Bond Benchmark Yields
- South Korea Treasury Bond 1Y Par YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)KRKTB1Daily
- South Korea Treasury Bond 3Y Par YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)KRKTB3Daily
- South Korea Treasury Bond 5Y Par YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)KRKTB5Daily
- South Korea Treasury Bond 10Y Par YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)KRKTB10Daily
- South Korea Treasury Bond 6M Estimated YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)KRKTB6MDaily
Policy & Money Market Rates
- South Korea Policy Base RateBindseil (2004); Borio (1997)KRBASEDaily
- South Korea Overnight Call RateHamilton (1996); Furfine (1999)KRCALLDaily
- South Korea CD 91-Day YieldMacaulay (1938)KRCDDaily
- Korea Overnight Financing Repo RateDuffie (1996); Hamilton (1996)KRKOFRDaily
- South Korea Monetary Stabilization Bond 91-Day YieldMacaulay (1938); Nelson and Siegel (1987)KRMSBDaily
- South Korea 3-Month KORIBORMacaulay (1938); Nelson and Siegel (1987)KRKORIBOR3MDaily
- South Korea 6-Month KORIBORMacaulay (1938); Nelson and Siegel (1987)KRKORIBOR6MDaily
- South Korea 12-Month KORIBORMacaulay (1938); Nelson and Siegel (1987)KRKORIBOR12MDaily
- South Korea CP 91-Day YieldMacaulay (1938); Duffie (1996)KRCP91Daily