Hi everyone,

I need to quantify the potential incentives for what concerns carry trade activities. In order to do that I would rely on sovereign bonds spreads.

The problem is to find time series which start approximately from 1960 (even 1970/1980 could work). I've tried many sources, even Bloomberg, but I can't find comprable time series, or time series which are enough long. Any database to advice? (perhaps associated to academic papers)