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HW 2: The Yield Curve and the Policy Path

Notebooks 📖

CRSP Treasury Data Overview
Replicating GSW (2006) Yield Curve
30-Day Fed Funds Futures Data
Replicating the CME FedWatch Tool

Pipeline Charts 📈

Chart List

Pipeline Dataframes 📊

Dataframe: hw2:crsp_treasury_consolidated - CRSP Treasury Consolidated
Dataframe: hw2:fed_funds_futures - 30-Day Fed Funds Futures
Dataframe: hw2:fed_yield_curve - Federal Reserve Yield Curve

Categories

Fedwatch (1)
Futures (1)
Monetary Policy (1)

Tags

CME Group

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By Jeremiah Bejarano

© Copyright 2026, Jeremiah Bejarano.