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Found 1 dataset matching "Yield Curve Models and Data - Three-Factor Nominal Term Structure Model".

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#1 Federal
Yield Curve Models and Data - Three-Factor Nominal Term Structure Model
- Organization: Board of Governors of the Federal Reserve System
This is a no-arbitrage dynamic term structure model, implemented as in Kim and Wright using the methodology of Kim and Orphanides. The underlying model is the standard affine Gaussian model with...

Search relevance: 357.25 | Views last month: 14 | Catalog Last Checked: October 19, 2026 at 04:23 PM

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