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Corporate Finance Management and Modeling

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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 forward rate of interest computed by pure expectation,
3MFR is computed from the formula (1+6MTB) 0.5=(1+3MTB)0.25*(1+3MFR) 0.25
The descriptive statistics of data are showed as followed:
|Civil EM-PO ratio | |3MTB |
|Mean |61.18787879 | |Mean |1.636666667 |
|Standard Error |0.169935661 | |Standard Error |0.14591768 |
|Median |62.3 | |Median |1.13 |
|Mode |62.7 | |Mode |0.16 |
|Standard Deviation |1.952412104 | |Standard Deviation |1.676466507 |
|Sample Variance |3.811913023 |

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