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An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates


Name Release Dates
2016-08-11 2024-06-18
 
Link    
2016-08-11 2024-06-18
 
Source    
2016-08-11 2024-06-18
 
Notes    
2016-08-11 2024-06-18

40 Series Revisions

Daily, Not Seasonally Adjusted, THREEFYTP10
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFY10
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFF10
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFF2
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFF1
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFY1
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFY5
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFFTP10
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFY2
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFYTP5
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFYTP2
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFY3
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFFTP5
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFF3
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFF5
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFY4
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFYTP1
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFFTP1
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFF4
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFY7
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFY9
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFY6
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFY8
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFYTP3
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFFTP2
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFYTP9
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFYTP7
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFFTP8
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFFTP3
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFF6
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFFTP6
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFYTP6
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFF7
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFYTP4
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFF8
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFFTP7
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFYTP8
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFF9
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFFTP4
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 
Daily, Not Seasonally Adjusted, THREEFFTP9
   
Units Release Dates Observation Period
Percent 2016-08-11 to 2024-06-18 1990-01-02 to 2024-06-14
 


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