Corporate Bond Yields
Posted: 23 May 2013 05:18 AM   [ Ignore ]
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Hi Guys,

I am trying collect monthly yields of U.S. corporate bonds for the past 20/30 years. I would like to convert these into indexes based on default risk. The problem that i am having is that i do not know how to find this corporate bond yield data on CRSP, however i bellieve it should be there. If somebody knew were I could look, it would be very much appreciated.

Bob

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Posted: 24 May 2013 03:06 PM   [ Ignore ]   [ # 1 ]
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hi Bob,

I have not come across the bond data on WRDS—that could be because I have not looked for it smile

I did notice that recently Markit data has become available; it probably requires additional fees to access, but that will certainly have relevant data for default risk.

best regards,

Joost

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