Japan
Government zero-coupon yield curve estimates for Japan.
At a glance
- KR yields
- March 22, 1988 - March 31, 2023
- KR-T yields
- January 4, 1989 - March 31, 2023
- Maturities
- Daily maturities to 14,731 days (40.4 years); monthly maturities to 484 months
- Yields
- Annualized, continuously compounded · decimal · 365-day year
Choosing between them. The two estimates agree closely at maturities where Japanese government bonds are densely observed. Where the local cross-section is sparse, KR-T is the better choice, because it also draws on the U.S. reference market through FX. More on the methods →
KR yields
Details and file format →Standalone Kernel Ridge Regression estimates using Japanese government bonds.
KR-T yields
Details and file format →Transfer-learning estimates incorporating information from the U.S. Treasury and foreign-exchange markets.
Bond counts, observed maturity range, and date inclusion details →