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The U.S. Treasury Yield Curve: 1961 to the Present

The U.S. Treasury Yield Curve: 1961 to the Present* Refet S. Gürkaynak Brian Sack and Jonathan H. Wright** June 2006 Abstract The discount function, which determines the …

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  Present, Treasury, Yield, Curves, 1961, Treasury yield curve, 1961 to

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