Showing 1 - 8 of 8
Persistent link: https://www.econbiz.de/10012875953
Persistent link: https://www.econbiz.de/10012239319
Persistent link: https://www.econbiz.de/10014480273
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...
Persistent link: https://www.econbiz.de/10012850868
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...
Persistent link: https://www.econbiz.de/10013314310
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...
Persistent link: https://www.econbiz.de/10012481848
Persistent link: https://www.econbiz.de/10013365292
Persistent link: https://www.econbiz.de/10013365758