Monday, April 4, 2016

Long term bond returns by Province


I am looking for annual average long-term bond yields by province from 1970 - 2008. I am trying to get some indicator of province X's long-term borrowing risk in year T. The only requirement is that the 'type' of bond be consistent across the observations. So, an example of exactly what I'm looking for is here: in the last column. Unfortunately, that is only for the federal government, and Statistics Canada doesn't seem to have anything for the provinces.I was able to pull something out of Bloomberg.


Statistics Canada unfortunately does not have any information on bond returns. I’ve sent a message to the Bank of Canada directly as they are cited as the main source of information. I suspect I won’t get a reply all that quickly, so it might be best if you follow up with them directly as well.