France Treasury Nominal Zero-Coupon Yield Curves

<p>French Treasury Nominal Zero-Coupon Yield Curves from October 22, 1987, through October 20, 2023. The file contains the French zero-coupon yield curves we can construct using a Svensson methodology and <em>all</em> available public data of French nominal government debt securities<em> </em>called OATs (<em>Obligations Assimilables du Tr&eacute;sor</em>) from October 22, 1987, through October 20, 2023. Please consult Grishchenko, Moraux and Pakulyak (2020) for extended details on the methodology, model fit, etc.</p>