Figure 2
Yield Curves, 1985.01-2000.12
Notes to Figure 2: The sample consists of monthly yield data from January 1985 to December 2000 at
maturities of 3, 6, 9, 12, 15, 18, 21, 24, 30, 36, 48, 60, 72, 84, 96, 108, and 120 months.
The Nobel Memorial Prize for Robert F. Engle
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