Constructing a yield curve for economies introduced at end December 2008 calibration
Document ID: 2009-1261
Published on: 5th January 2009
Author: Zhuoshi Liu
At the end of December 2008 we extended the list of economies for which we construct yield curves. New economies include Russia, Mexico, Brazil and Argentina. Some of the economies are particularly challenging as little market data is available.
This short note describes the data available to construct these new yield curves at end November 2008.
