Just to ask a quick question on data availability: does anyone know where I can find EMBI spread data in monthly/quarterly frequency? I know I can access to yearly data at the World Bank through DBnomics WB/GEM | DBnomics. But it seems like the World Bank has more frequent data that I can’t see at DBnomics: Global Economic Monitor (GEM) | DataBank (worldbank.org).
We are currently rewriting the DBnomics fetcher for the World Bank, because of a rewrite of the World Bank’s web API. Maybe that data is not on DBnomics because the current fetcher has not been able to run for a couple of weeks.
I need to look further and I’ll keep you informed here.