Question

a?Use all available Government bond data to construct and present a yield curve, spot curve and...

a?Use all available Government bond data to construct and present a yield curve, spot curve and forward curve as at the end of June 2017 and the end of December 2017. Your spot curve and forward curve estimation should go out no more than 5 years. Present and discuss your findings.

b?Review the predictive ability of the yield, spot and forward curves with comprehensive reference to the relevant academic literature. Discuss the curves that you have estimated in Part a?. Does the June 2017 forward curve appear to predict the 6 month spot rates at December 2017? Explain your answer

excel data https://drive.google.com/file/d/1aYwY-CKkvJOjIRZ9Lhckp5yP7p5dB7hD/view?usp=sharing

Homework Answers

Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for?
Ask your own homework help question
Similar Questions