Posts
- 2025 (26)
- 2024 (351)
- 2023 (375)
- 2022 (296)
- 2021 (293)
- 2020 (405)
- 2019 (243)
- 2018 (281)
- 2017 (338)
- 2016 (339)
- 2015 (299)
- 2014 (276)
- 2013 (259)
- 2012 (274)
- 2011 (169)
- 2010 (208)
- 2009 (472)
- 2008 (321)
- 2007 (210)
- 2006 (164)
- 2005 (168)
- 2004 (163)
- 2003 (144)
- 2002 (145)
- 2001 (127)
- 2000 (94)
- 1999 (74)
- 1998 (81)
- 1997 (56)
- 1996 (40)
- 1995 (31)
- 1994 (27)
- 1993 (7)
- 1992 (5)
- 1991 (4)
- 1990 (2)
- 1989 (2)
- 1988 (2)
- 1987 (4)
- 1986 (4)
- 1985 (1)
- 1984 (1)
- 1983 (5)
- 1982 (1)
-
-
Yield Curve Modelling at the Bank of Canada
Technical Report No. 84 David Bolder, David StréliskiThe primary objective of this paper is to produce a framework that could be used to construct a historical data base of zero-coupon and forward yield curves estimated from Government of Canada securities' prices.Content Type(s): Staff research, Technical reports Topic(s): Economic models
Go To Page
Archives
2025 (26)
2024 (351)
2023 (375)
2022 (296)
2021 (293)
2020 (405)
2019 (243)
2018 (281)
2017 (338)
2016 (339)
2015 (299)
2014 (276)
2013 (259)
2012 (274)
2011 (169)
2010 (208)
2009 (472)
2008 (321)
2007 (210)
2006 (164)
2005 (168)
2004 (163)
2003 (144)
2002 (145)
2001 (127)
2000 (94)
1999 (74)
1998 (81)
1997 (56)
1996 (40)
1995 (31)
1994 (27)