Publications

Estimating and Interpreting the Yield Curve

Estimating and Interpreting the Yield Curve

Type
Link
Cost
Paid
Published
1996

Estimating and Interpreting the Yield Curve presents a graph indicating the term structure of interest rates by plotting the yields of all bonds of the same quality. With thorough analysis of estimation techniques and a survey of yield curve interpretation, it also provides important insight into the latest thinking on these techniques at the Bank of England.

Table of Contents