© K. Cuthbertson and D. Nitzsche Figures for Chapter 22 Empirical Evidence on the Term Structure (Quantitative Financial Economics)

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© K. Cuthbertson and D. Nitzsche Figures for Chapter 22 Empirical Evidence on the Term Structure (Quantitative Financial Economics)

© K. Cuthbertson and D. Nitzsche Figure 1A : Actual and Perfect Foresight Yield (USA : 1954 – 2004)

© K. Cuthbertson and D. Nitzsche Figure 1B : Actual and Perfect Foresight Yield (UK : 1964 – 2004)

© K. Cuthbertson and D. Nitzsche Figure 2 : UK Interest Rates (2 year, 1 month)

© K. Cuthbertson and D. Nitzsche Figure 3 : UK Interest Rates (25 year, 1 month)

© K. Cuthbertson and D. Nitzsche Figure 3 : UK Actual and Theoretical Spread (2 year, 1 months)

© K. Cuthbertson and D. Nitzsche Figure 3 : UK Actual and Theoretical Spread (25 year, 1 months)