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Regression for BBB corporate yield
Dependent variable (+/- SE):
BBB corporate yield
Constant4.974 (+/- 0.343)
p = 0.000***
US Fed Reserve O-N Loan Rate-1.347 (+/- 0.153)
p = 0.000***
Home Price Index-0.010 (+/- 0.001)
p = 0.000***
US Avg Retail Gasoline Price ($-gal; all grades, all formulations)0.770 (+/- 0.082)
p = 0.000***
LN_1-year Treasury Yield0.791 (+/- 0.066)
p = 0.000***
6-month Treasury Yield_20.245 (+/- 0.025)
p = 0.000***
Observations40
R20.932
Adjusted R20.922
Residual Std. Error0.263 (df = 34)
F Statistic93.738*** (df = 5; 34)
Note:*p<0.1; **p<0.05; ***p<0.01