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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 2017-10-24
 
Link    
2016-08-11 2017-10-24
 
Source    
2016-08-11 2017-10-24
 
Notes    
2016-08-11 2017-10-24

40 Series Revisions

Daily, Not Seasonally Adjusted, THREEFYTP10
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFY10
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFY1
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFFTP10
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFY5
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFY2
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFF1
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFF10
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFYTP5
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFY3
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFF4
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFYTP1
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFY8
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFYTP2
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFY4
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFFTP6
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFY9
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFY7
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFF5
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFYTP7
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFY6
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFFTP1
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFF2
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFYTP6
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFFTP5
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFF3
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFYTP3
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFFTP7
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFFTP9
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFF7
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFYTP9
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFYTP4
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFYTP8
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFF9
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFF8
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFFTP2
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFFTP3
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFF6
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFFTP4
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 
Daily, Not Seasonally Adjusted, THREEFFTP8
Units Release Dates Observation Period
Percent 2016-08-11 to 2017-10-24 1990-07-18 to 2017-09-29
 


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