Question: From the textbook in the DATA ANALYSIS PROBLEMS section (towards the end of the chapter) from Chapter 6. Question 2. Adjust the period for which
From the textbook in the DATA ANALYSIS PROBLEMS section (towards the end of the chapter) from Chapter 6. Question 2. Adjust the period for which you must download the data to September 2020 to September 2021 (Consider this period as the last full year as explained in the question that appears in the textbook. Answer part a) of this question in your Excel template file and save your graph as a separate sheet in your Excel file. Part b) should be answered in your working document)
Go to the CANSIM database, and find monthly yield data from January 1983 to October 2017 on the following government securities: 1-month (series V122529), 3-month (series V122531), 6-month (series V122532), 1-year (series V122533), 2-year (series V122538), 3-year (series V122539), 5-year (series V122540), 10-year (series V122543), and long-term (series V122544). Download the last full year of data available into a spreadsheet.
A) Construct a yield curve by creating a line graph for October 2017, and for the same month in 2016, across all the maturities.
B) How do the yield curves compare? What does the changing slope say about potential changes in economic conditions?
| 1 month | 3 month | 6 month | 1 year | 2 year | 3 year | 5 year | 10 year | long term | |
| Sep-20 | |||||||||
| Oct-20 | |||||||||
| Nov-20 | |||||||||
| Dec-20 | |||||||||
| Jan-21 | |||||||||
| Feb-21 | |||||||||
| Mar-21 | |||||||||
| Apr-21 | |||||||||
| May-21 | |||||||||
| Jun-21 | |||||||||
| Jul-21 | |||||||||
| Aug-21 | |||||||||
| Sep-21 |
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