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Categories > Academic Data

Data on the nominal term structure model from Kim and Wright

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Data on the nominal term structure model from Kim and Wright

Categories > Academic Data

Categories
Academic Data

Popularity
Updated
Obs End
Obs Start
Title
Frequency
Units
Seas Adj

Popularity
Updated
Obs End
Obs Start
Title
Frequency
Units
Seas Adj

Term Premium on a 10 Year Zero Coupon Bond

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Fitted Yield on a 10 Year Zero Coupon Bond

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Fitted Instantaneous Forward Rate 10 Years Hence

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Fitted Instantaneous Forward Rate 2 Years Hence

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Fitted Instantaneous Forward Rate 1 Year Hence

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Fitted Yield on a 1 Year Zero Coupon Bond

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Fitted Yield on a 5 Year Zero Coupon Bond

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Instantaneous Forward Term Premium 10 Years Hence

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Fitted Yield on a 2 Year Zero Coupon Bond

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Term Premium on a 5 Year Zero Coupon Bond

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Term Premium on a 2 Year Zero Coupon Bond

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Fitted Yield on a 3 Year Zero Coupon Bond

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Instantaneous Forward Term Premium 5 Years Hence

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Fitted Instantaneous Forward Rate 3 Years Hence

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Fitted Instantaneous Forward Rate 5 Years Hence

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Fitted Yield on a 4 Year Zero Coupon Bond

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Term Premium on a 1 Year Zero Coupon Bond

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Instantaneous Forward Term Premium 1 Year Hence

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Fitted Instantaneous Forward Rate 4 Years Hence

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Fitted Yield on a 7 Year Zero Coupon Bond

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Fitted Yield on a 9 Year Zero Coupon Bond

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Fitted Yield on a 6 Year Zero Coupon Bond

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Fitted Yield on a 8 Year Zero Coupon Bond

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Term Premium on a 3 Year Zero Coupon Bond

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Instantaneous Forward Term Premium 2 Years Hence

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Term Premium on a 9 Year Zero Coupon Bond

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Term Premium on a 7 Year Zero Coupon Bond

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Instantaneous Forward Term Premium 8 Years Hence

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Instantaneous Forward Term Premium 3 Years Hence

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Fitted Instantaneous Forward Rate 6 Years Hence

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Instantaneous Forward Term Premium 6 Years Hence

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Term Premium on a 6 Year Zero Coupon Bond

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Fitted Instantaneous Forward Rate 7 Years Hence

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Term Premium on a 4 Year Zero Coupon Bond

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Fitted Instantaneous Forward Rate 8 Years Hence

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Instantaneous Forward Term Premium 7 Years Hence

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Term Premium on a 8 Year Zero Coupon Bond

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Fitted Instantaneous Forward Rate 9 Years Hence

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Instantaneous Forward Term Premium 4 Years Hence

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

Instantaneous Forward Term Premium 9 Years Hence

Percent, Daily, Not Seasonally Adjusted1990-01-02 to 2024-11-08 (5 days ago)

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