Corporate Finance Management and Modeling Essay examples

1213 Words Jun 12th, 2013 5 Pages
Corporate Financial Management and Modeling Paper

Data Analysis about 90-day U.S. Treasury Bill Rate and
Civilian Employment-Population Ratio

1.1 Abstract
This data set contains 132 monthly observations, from January 2002 to December, 2012, using three different rates: three-month Treasury bill rate from the secondary market, the implied three-month forward rate of interest computed by pure expectation, and civilian employment- population ratio.

2.1 Data Description
Date is in the format of YYYY-MM-DD.
3MTB is the 3 month Treasury bill rate from secondary market,
Civil EM-PO ratio is civilian employment- population ratio,
6MTB is the 6 month Treasury bill rate from secondary market,
3MFR is the implied three-month implied
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38392 | |Kurtosis |-0.662146828 |
|Skewness |-0.552063262 | |Skewness |0.841235356 |
|Range |5.2 | |Range |5.02 |
|Minimum |58.2 | |Minimum |0.01 |
|Maximum |63.4 | |Maximum |5.03 |
|Sum |8076.8 | |Sum |216.04 |
|Count |132 | |Count |132 |

|3MFR |
|Mean |1.875299571 |
|Standard Error |0.148118202 |
|Median |1.300929521 |
|Mode |1.912967033 |
|Standard Deviation |1.701748583 |
|Sample Variance |2.895948241 |
|Kurtosis |-0.937868214 |

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