Figure-1_Five-Factor-10-Year-Yield-Fitting-Error.jpg

Figure 1 depicts the difference in the daily five factor model’s 10 year fitted yield to the observed 10 year yield since mid-1992 and until the end of 2016.

Go to access to information
Go to public interest disclosure

Contact us

Stay Informed: Subscriber email

Phone: +61 2 6263 1111

Email: enquiries@aofm.gov.au

Postal address

Australian Office of Financial Management,

Level 3, Treasury Building, Newlands Street,

PARKES ACT 2600

With the exception of the Commonwealth Coat of Arms and where otherwise noted, all material presented on this site is provided under a Creative Commons Attribution 4.0 International license as detailed in our copyright statement.