Consider the following regression resultis- i4 = -.08 - .05((ia- i)/3)(2.3) (1.4)Where as usual int is the YTM on an n period bond at time t and numbers in brackets below theequation are t-ratios. Discuss these results. What do they say? Are they typical in the literature?

Given: The regression result is: i3,t+1-i4,t=-0.08-0.05(i4,t-it)3…

Answered: Consider the following regression…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Consider the following regression result is1- i4: = -.08 - .05((ia-)/3) (2.3) (1.4) Where as usual int is the YTM on an n period bond at timet and numbers in brackets below the equation are t-ratios. Discuss these results. What do they say? Are they typical in the literature?