Data Analysis: Term Structure of Interest Rates The subject of this exercise is learning about interest rate data and da

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Data Analysis: Term Structure of Interest Rates The subject of
this exercise is learning about interest rate data and data
sources. In chapter 2 you learned about the term structure of
interest rates, the yield curve for securities with different
maturities (but similar risk profiles). In this exercise, you
retrieve data on yield curves, observe the trends in rates and
consider the slope of the curve. This assignment requires you to
research official data on interest rates, chart the data and
analyze the results. The analysis may require you to perform
additional calculations on the data, or create comparisons of
individual data series on the data, based on your objectives of
your analysis. Clearly state the objectives of the data analysis at
the beginning of the paper. Do not stray away from your objectives
and later present data in an unrelated fashion. Analysis Apply the
learning in the 2 weeks of the course to see what the data
demonstrates. Here are some examples you can consider. 1. Have US
interest rates become negative? a. How close have US rates
approached zero? 2. Have rates reversed themselves? 3. What do the
spreads between Treasuries and Corporates, or between High Quality
corporate rates and Baa rates inform us about risk premiums, risk
premium, expectations of inflation ...? 4. Covid experience: Focus
on the 2020 detailed data to see the behavior of rates in 2020,
especially first and second quarter, versus the latest data? 5.
Focus on the behavior of rates and spreads in 2007/2008 during the
great recession? Samples of data series you can work with.  Trends
in a specific interest rates (and/or spreads)
 Trends in a interest rates (and/or spreads) based on maturity
within the same credit risk category,  Trends in rate spreads
across credit risk categories  Trends in the data within a
specific time period. When analyzing trends, make sure to include
the recession of 2007/08 and the current situation. Therefore,
consider the range 2005 to present. Depending on your analysis you
can consider monthly and quarterly data that helps you support the
analysis.