The raw data for the returns of U.S. treasury bonds and treasury bills were obtained from the
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The raw data for the returns of U.S. treasury bonds and treasury bills were obtained from the Federal Reserve database in St. Louis (FRED).
The treasury bill rate is a three-month rate and the treasury bond is the constant maturity 10-year bond.
Many financial analysts argue that treasury bond and bill rates closely correlate over time. Use the statistical tools discussed in this chapter to determine the validity of that claim.
http://pages.stern.nyu.edu/~adamodar/New_Home_Page/-datafile/histretSP.html
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Introductory Regression Analysis With Computer Application For Business And Economics
ISBN: 9780415899338
1st Edition
Authors: Allen Webster
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