Risk-Neutral Yields
The expected average short-rate component of the U.S. Treasury curve with the term premium removed, covering both estimation configurations KRED publishes for side-by-side reading.
U.S. KRED-Estimated Risk-Neutral Yields
- U.S. KRED-Estimated 1-Year Risk-Neutral YieldAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USRNY1Daily
- U.S. KRED-Estimated 3-Year Risk-Neutral YieldAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USRNY3Daily
- U.S. KRED-Estimated 5-Year Risk-Neutral YieldAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USRNY5Daily
- U.S. KRED-Estimated 10-Year Risk-Neutral YieldAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USRNY10Daily
U.S. KRED-Estimated Risk-Neutral Yields without Persistence Correction
- U.S. KRED-Estimated 1-Year Risk-Neutral Yield without Persistence CorrectionAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USACMRNY1Daily
- U.S. KRED-Estimated 3-Year Risk-Neutral Yield without Persistence CorrectionAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USACMRNY3Daily
- U.S. KRED-Estimated 5-Year Risk-Neutral Yield without Persistence CorrectionAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USACMRNY5Daily
- U.S. KRED-Estimated 10-Year Risk-Neutral Yield without Persistence CorrectionAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USACMRNY10Daily