France Treasury Instantaneous Forward Rate Curves
收藏Zenodo2024-01-22 更新2026-05-26 收录
下载链接：
https://zenodo.org/record/7845411
下载链接
链接失效反馈官方服务：
资源简介：
French forward rate curves from October 22, 1987, through February 21, 2023. The file contains the French forward rate curves we can construct using a Svensson methodology and <em>all</em> available public data of French nominal government debt securities<em> </em>called OATs (<em>Obligations Assimilables du Trésor</em>) from October 22, 1987, through February 21, 2023. Please consult Grishchenko, Moraux and Pakulyak (2020) for extended details on the methodology, model fit, etc.
提供机构：
Zenodo
创建时间：
2023-04-19
