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Fitted Yield on a 2 Year Zero Coupon Bond (THREEFY2)
Observation:
20180629: 2.5207 (+ more)Updated: Jul 10, 2018
20180629:  2.5207  
20180628:  2.5135  
20180627:  2.5038  
20180626:  2.5288  
20180625:  2.5343 
Units:
Percent,Not Seasonally Adjusted
Frequency:
DailyFitted Yield on a 2 Year Zero Coupon Bond
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Fitted Yield on a 2 Year Zero Coupon Bond
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Write a custom formula to transform one or more series or combine two or more series.
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For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a  b.
Use the assigned data series variables (a, b, c, etc.) together with operators (+, , *, /, ^, etc.), parentheses {(,)}, and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, ab, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.
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Title  Release Dates  


Fitted Yield on a 2 Year Zero Coupon Bond  20160527  20180710 
Source  


Board of Governors of the Federal Reserve System (US)  20160527  20180710 
Release  


An ArbitrageFree ThreeFactor Term Structure Model and the Recent Behavior of LongTerm Yields and DistantHorizon Forward Rates  20160527  20180710 
Units  


Percent  20160527  20180710 
Frequency  


Daily  20160527  20180710 
Seasonal Adjustment  


Not Seasonally Adjusted  20160527  20180710 
Notes  


Kim and Wright (2005) produced this data by fitting a simple threefactor arbitragefree term structure model to U.S. Treasury yields since 1990, in order to evaluate the behavior of longterm yields, distanthorizon forward rates, and term premiums. For the full paper, please go to http://www.federalreserve.gov/pubs/feds/2005/200533/200533abs.html

20160527  20180710 
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An ArbitrageFree ThreeFactor Term Structure Model and the Recent Behavior of LongTerm Yields and DistantHorizon Forward Rates
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