Yield Curve & Forward Rates
Zero-coupon yields and instantaneous forward rates from the ACM and Diebold-Li estimation, with the Cochrane-Piazzesi return-forecasting factor.
Zero-Coupon Yields
- South Korea 1-Year Zero-Coupon Bond YieldFritsch and Carlson (1980)KRZCY1Daily
- South Korea 3-Year Zero-Coupon Bond YieldFritsch and Carlson (1980)KRZCY3Daily
- South Korea 5-Year Zero-Coupon Bond YieldFritsch and Carlson (1980)KRZCY5Daily
- South Korea 10-Year Zero-Coupon Bond YieldFritsch and Carlson (1980)KRZCY10Daily
Risk-Neutral Instantaneous Forward Rates
- South Korea Risk-Neutral Instantaneous Forward Rate 1 Year HenceAdrian, Crump, and Moench (2013)KRIFR1Daily
- South Korea Risk-Neutral Instantaneous Forward Rate 3 Years HenceAdrian, Crump, and Moench (2013)KRIFR3Daily
- South Korea Risk-Neutral Instantaneous Forward Rate 5 Years HenceAdrian, Crump, and Moench (2013)KRIFR5Daily
- South Korea Risk-Neutral Instantaneous Forward Rate 10 Years HenceAdrian, Crump, and Moench (2013)KRIFR10Daily