What are the problems with using only on-the-run Treasury issues to construct the theoretical spot rate curve?

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Bond Markets Analysis and Strategies

ISBN: 978-0133796773

9th edition

Authors: Frank J.Fabozzi

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Question Posted: Aug 22, 2015 07:27 AM

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What are the problems with using only on-the-run Treasury issues to construct the theoretical spot rate curve?

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There are two problems with using just the ontherun issues First there is ...View the full answer

Bond Markets Analysis and Strategies

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