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p14_us_treasury_yield_curve_construction_and_model_comparison

Notebooks 📖

CRSP Treasury Data Overview
Analysis Pipeline Tour: Treasury Curve Replication

Pipeline Charts 📈

Chart List

Pipeline Dataframes 📊

Dataframe: P1:crsp_treasury_consolidated - CRSP Treasury Consolidated
Dataframe: P1:crsp_treasury_daily_prices - CRSP Treasury Daily Prices
Dataframe: P1:crsp_treasury_issue_info - CRSP Treasury Issue Info
Dataframe: P1:fed_yield_curve - Fed Yield Curve
Dataframe: P1:fed_yield_curve_all - Fed Yield Curve All

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Tags

CRSP Treasury Database
Federal Reserve Website

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By Phoebe Fingold, Annie Reynolds

© Copyright 2025, Phoebe Fingold, Annie Reynolds.