Obtain the summary statistics of the two yield series

Assignment Help Financial Management

Reference no: EM131224688

Consider the monthly yields of Moody's AAA &BAA seasoned bonds from January 1919 to March 2004. The data are obtained from the Federal Reserve Bank in St. Louis. Monthly yields are averages of daily yields.

Obtain the summary statistics (sample mean, standard deviation, skewness, excess kurtosis, minimum, and maximum) of the two yield series.

Are the bond yields skewed? Do they have heavy tails? Answer the questions using 5% significance level.

Reference no: EM131224688

Questions Cloud

Consider making an outline to capture key points in paper : Jot down key facts about the company. Consider making an outline to capture key points in the paper. What this means is that there are no words such as "I, me, my, we, or us" (first person writing), nor is there use of "you or your".

What is the relationship between the two series : What is the relationship between the two series? - Build a time series model using yields of AAA bond as the dependent variable and yields of BAA bond as independent variable.

Describe appropriate software architecture for buy computer : Describe an appropriate software architecture for www.buycomputer.com then Identify two mechanisms you would use to address security and two other you would use to address scalability and availability

New optimal consumption bundle : One day you wake up to the horrible news that the price of coffee increased to $3. What is the new optimal consumption bundle? Your mom is concerned with your ability to focus and wants to give you enough money so you can afford your original lev..

Obtain the summary statistics of the two yield series : Obtain the summary statistics (sample mean, standard deviation, skewness, excess kurtosis, minimum, and maximum) of the two yield series.

Problem regarding the production possibility tables : Problem: Suppose the US and Japan have the following production possibility tables (final output combinations):

Estimate model and test hypothesis there is no friday effect : Is there a Friday effect on the daily simple returns of Dell stock? Estimate your model and test the hypothesis that there is no Friday effect. Draw your conclusion.

How is the list being currently challenged : How is the list being currently challenged? What traits do you have that are typically considered "on the list" of the other sex? What examples do you see in your daily life of people challenging the historic list?

What are the risks to achieving your objectives : What are the inventory turns for each of the different categories of farm supplies as well as the overall turns (please use the COGS/AvgInv formula)? What kind of improvements can be made in inventory management and how?

User Account

All Pages