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About this document

US Yield Statistics and Analysis by chibondking is a document available to read on EtoBox.

The document provides statistical summaries of US yields and swap rates. It includes minimum, maximum, mean, median and other statistical measures for various maturities ranging from 1 year to 30 years. It also provides the same analysis for yield spreads. Additionally, it examines the returns through eigenvalue analysis and provides selected asset return histograms.

Author
chibondking
Language
EN