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I am trying to run a factor analysis on European corporate bonds and I need historical data since mid - late 90s on :

1.bonds listed

2.spread

3.firm´s total debt at the time

4.Sector of firm

5.DTS(duration times spread)

6.rating for each month

Do you know which databases provide may have these? If you do not know any database that covers the whole Europe, any other database that covers countries such as UK, Germany, Switzerland work for me.

Any info would be really helpful.

Thank you in advance

user46129
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  • Do you have an access to Bloomberg Terminal? – Martin Vesely Apr 05 '20 at 10:28
  • Thank you for getting back to me. In general, I do have access to Bloomberg Terminal and Thomson Reuters. Cannot access them these days because of the lockdown. As it will be the first time I will be working with data on European bonds I am trying to see what resources there are out there with these kind of data. – user46129 Apr 06 '20 at 20:22

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