Found 4 datasets matching filters.
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These are nominal yield curves, obtained by fitting a parametric form to the prices of off-the-run nominal Treasury coupon securities. The data are available at daily frequency, from 1961 to present.
Search relevance: 1.00 | Views last month: 5 | Published on: 2026-01-24 -
D'Amico, Kim, and Wei use a no-arbitrage term structure model to decompose TIPS inflation compensation into three components: inflation expectation, inflation risk premium, and TIPS liquidity...
Search relevance: 1.00 | Views last month: 3 | Published on: 2026-01-24 -
Based on confidential supervisory data, this dataset estimates the degree of collateral re-use at the dealer level through their collateral multiplier: the ratio between a dealer's total secured...
Search relevance: 1.00 | Views last month: 1 | Published on: 2026-01-24 -
The FR 2956 collects detailed data on depository institutions’ daily transactions trading of marketable U.S. Treasury securities and transactions trading of the debt and mortgage-backed securities...
Search relevance: 1.00 | Views last month: 0 | Published on: 2026-01-24
