Christensen, Jens H. E.; Diebold, Francis X.; … - Federal Reserve Bank of San Francisco - 2008
FEDERAL RESERVE BANK OF SAN FRANCISCO
WORKING PAPER SERIES
Working Paper 2008-07
http://www.frbsf.org/publications/economics …), who use the Svensson yield curve to fit
bond yields. Importantly, they fit the curve separately for each business day with …