Published September 6, 2022
| Version v1
Dataset
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France Treasury Nominal Zero-Coupon Yield Curves
- 1. Division of Monetary Affairs, Federal Reserve Board, Washington, USA
- 2. Université de Rennes, CNRS, CREM, France
- 3. Institut Agro Rennes-Angers, INRAe, SMART (Rennes), France
Description
French Treasury Nominal Zero-Coupon Yield Curves from October 22, 1987, through May 12, 2022. The file contains the French zero-coupon yield curves we can construct using a Svensson methodology and all available public data of French nominal government debt securities called OATs (Obligations Assimilables du Trésor) from October 22, 1987, through May 12, 2022. Please consult Grishchenko, Moraux and Pakulyak (2020) for extended details on the methodology, model fit, etc.
Notes
Files
SvenssonYieldsFrance.csv
Files
(3.2 MB)
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