library("Quandl")
euribor1m <- Quandl("BOF/QS_D_IEUTIO3M", type = "xts")
euribor3m <- Quandl("BOE/IUDERB3", type = "xts")
difference <- euribor3m-euribor1m
plot(difference)

summary(difference)
      Index             difference
Min.   :1999-01-04   Min.   :-0.0540000
1st Qu.:2004-01-06   1st Qu.: 0.0000000
Median :2008-12-31   Median : 0.0000000
Mean   :2009-01-02   Mean   : 0.0006019
3rd Qu.:2014-01-01   3rd Qu.: 0.0000000
Max.   :2019-01-11   Max.   : 1.0000000

index(difference[which(difference>0.5)])
"2000-10-31" "2001-10-04" "2001-10-10"