Social Sharing
Extended Viewer
Estimating the Term Structures of Interest Rates for U.S. Treasuries: Part 1
Aug 1, 1989
This article discusses several considerations involved in estimating U.S. Treasury term structures by comparing the concept of the Treasury term structure to the traditional Treasury yield curve, and addresses important considerations behind choosing a term structure estimation procedure. We also discuss the central role the term structure of interest rates plays in U.S. Treasury market analysis.