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Xiaoxia Ye's website
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      • Data
        • Term Premium
          • More term premium data
Xiaoxia Ye's website
  • Home
    • CV
    • Research
      • Data
        • Term Premium
          • More term premium data
  • More
    • Home
      • CV
      • Research
        • Data
          • Term Premium
            • More term premium data

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Subpage: Term Premium

Xiaoxia Ye's website - Term Premium This page provides the US short term (3.5 years) term premium estimates (daily) based on the methodology developed in Ye, Xiaoxia. "A New Approach to Measuring Market Expectations and Term Premia." The Journal of Fixed Income 24, no. 4 (2015): 22-46. Currently, the data (click here to download)

Subpage: CDP

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