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Go to the U.S. Federal Reserve Bank website (or other appropriate data source). There you will find a database (Downloadable into Excel) that will provide

  1. Go to the U.S. Federal Reserve Bank website (or other appropriate data source). There you will find a database (Downloadable into Excel) that will provide you data for the (nominal) U.S. yield curve. Plot the yield curve for the following dates (see figure 5.4 from the textbook as an example).
    1. First week of May 1980
    2. First week of May 1990
    3. First week of May 2000
    4. First week of May 2010
    5. First week of May 2020
  2. Go to the Bank of Canada website (or other appropriate data source). Plot the Canadian (zero-coupon bond) Yield curve for:
    1. First week of May 2010
    2. First week of May 2020 image text in transcribed
FIGURE 5.4 U.S. TREASURY BONDS: INTEREST RATES ON DIFFERENT DATES (YIELD CURVES) Interest Rate (%) 6 Term to Maturity 1-month 1-year 5-years 10 years 20-years November 2006 $34 5.02 458 458 476 5 January 2007 November 2006 4 3 2 1 May 2015 1 Years to 20 Maturity 5 10 15 Short Term Intermediate Term Long Term FIGURE 5.4 U.S. TREASURY BONDS: INTEREST RATES ON DIFFERENT DATES (YIELD CURVES) Interest Rate (%) 6 Term to Maturity 1-month 1-year 5-years 10 years 20-years November 2006 $34 5.02 458 458 476 5 January 2007 November 2006 4 3 2 1 May 2015 1 Years to 20 Maturity 5 10 15 Short Term Intermediate Term Long Term

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