Treasury yield rates in the U.S. 2010-2024, by maturity

Statista2026-04-11 收录

国债收益率曲线

期限结构

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Treasury yield curve in the United States from 2010 to 2024, by maturity

Term Structures of Asset Prices and Returns

期限结构

固定收益定价

We explore the term structures of claims to a variety of cash flows, namely, U.S. government bonds (claims to dollars), foreign government bonds (claims to foreign currency), inflation-adjusted bonds

NBER2016-04-01 更新60

Daily Treasury Yield Curve Dates

国债收益率曲线

固定收益分析

These rates are commonly referred to as "Constant Maturity Treasury" rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve,...

data.gov40

Nested Tests of Alternative Term-Structure Theories

期限结构

债券定价

Controversies in term-structure theory center around the existence and variability of term premia in securities yields. In this paper, the term premium on a default-free n-period bond is defined as th

NBER1981-03-01 更新30

The Term Structures of Equity and Interest Rates

资产定价模型

期限结构

This paper proposes a dynamic risk-based model capable of jointly explaining the term structure of interest rates, returns on the aggregate market and the risk and return characteristics of value and

NBER2009-01-01 更新50

Uncovered Interest Rate Parity and the Term Structure

利率平价理论

期限结构

This paper examines uncovered interest rate parity (UIRP) and the expectations hypotheses of the term structure (EHTS) at both short and long horizons. The statistical evidence against UIRP is mixed a

NBER2002-02-01 更新40

Treasury yield rates in the U.S. 2010-2024, by maturity

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