Reconstructing the Yield Curve
收藏NBER2020-06-01 更新2025-01-04 收录
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https://www.nber.org/papers/w27266
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资源简介：
The constant-maturity zero-coupon Treasury yield curve is one of the most studied datasets. We reconstruct the yield curve using a non-parametric kernel-smoothing method with a novel adaptive bandwidth specifically designed to fit the Treasury yield curve. Our curve is globally smooth while still
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美国国家经济研究局创建时间：
2020-06-01
