How volatile are short rates versus medium rates versus long rates? (a.) Get a visual sense of
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How volatile are short rates versus medium rates versus long rates?
(a.) Get a visual sense of the answer to this question by clicking on the right arrow of the scroll bar to run through all of the years of US Yield Curve history in the database.
(b.) Calculate the variance of the time series of: (i) one-month yields, (ii)
five-year yields, (iii) fifteen-year yields, and (iv) thirty-year yields. Use Excel's VAR function to calculate the variance of the yields in columns T, AA, AD, and AG.
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