I have got data from FRED on Moody's Seasoned Aaa Corporate Bond Yield.

Does anyone know where I can get such UK data on this?

If not, would using exchange rates and the interest rate parity theorem be acceptable? If so, is there any references you can think of which do similar things.

  • $\begingroup$ The commonly used series are compiled by index providers. For example, Bloomberg Barclays and ICE/BofA ML both have UK corporate bond indices and the yields can be used for this purpose. $\endgroup$ – Helin Jun 27 '18 at 9:05
  • $\begingroup$ Do you know which database have this data, I have access to Bloomberg, WRDS, Datastream. $\endgroup$ – Zarina Akhtar Jun 27 '18 at 12:44
  • $\begingroup$ Why don't you make it an answer? $\endgroup$ – Zarina Akhtar Jun 27 '18 at 12:44
  • $\begingroup$ have you got some specific links $\endgroup$ – Zarina Akhtar Jun 27 '18 at 12:46

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