Federal Reserve Economic Data

FRED Economic Data, St. Louis FED

Fitted Yield on a 4 Year Zero Coupon Bond (THREEFY4)

Observations

2025-03-14: 3.9702
Updated: Mar 18, 2025 2:02 PM CDT
Next Release Date: Not Available
2025-03-14:  3.9702  
2025-03-13:  3.9291  
2025-03-12:  3.9634  
2025-03-11:  3.9193  
2025-03-10:  3.8986  
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Units:

Percent,
Not Seasonally Adjusted

Frequency:

Daily

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Notes

Source: Board of Governors of the Federal Reserve System (US)  

Release: An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates  

Units:  Percent, Not Seasonally Adjusted

Frequency:  Daily

Notes:

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

Suggested Citation:

Board of Governors of the Federal Reserve System (US), Fitted Yield on a 4 Year Zero Coupon Bond [THREEFY4], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/THREEFY4, .

Release Tables

An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates

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Data on the nominal term structure model from Kim and Wright Academic Data

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Tags

4-Years Bonds Yield Daily Interest Rate Interest Board of Governors Rate Nation Public Domain: Citation Requested Not Seasonally Adjusted United States of America

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