Consider the weekly yields of Moody's Aaa and Baa seasoned bonds from January 5, 1962, to April
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Consider the weekly yields of Moody's Aaa and Baa seasoned bonds from January 5, 1962, to April 10, 2009. The data are obtained from the Federal Reserve Bank of St Louis. Weekly yields are averages of daily yields. Obtain the summary statistics (sample mean, standard deviation, skewness, excess kurtosis, minimum, and maximum) of the two yield series. Are the bond yields skewed? Do they have heavy tails? Answer the questions using 5% significance level.
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