France Treasury Nominal Par Yield Curves
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French Treasury Nominal Par Yield Curves from October 22, 1987, through May 12, 2022. The file contains the French par-yield 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.
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Zenodo创建时间：
2022-09-06
