Fitted Yield on a 10 Year Zero Coupon Bond: 1.9041 % as of 09-30-2019

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

TBD
Category, Region, Data Source:

Chart

Stats

Last Value 1.9041 %
Latest Period 2019-09-30
Last Updated 2019-10-16 10:10:02-05
Frequency D
Average Growth Rate -0.01
Long Term Average 4.74
Value from 1 Year Ago
Change from 1 Year Ago
Unit %
Adjustment %

Related Indicators