France Treasury Instantaneous Forward Rate Curves
收藏数据链接：
官方服务：
资源简介：
French forward rate curves from October 22, 1987, through May 12, 2022. 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 May 12, 2022. 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：
2022-09-06
