2 | 4 | 8 | 16 | |
0 to 5 | 0.4888 | 0.2233 | 0.1465 | 0.0619 |
(−3.3372) | (−2.8197) | (−2.1248) | (−1.7222) | |
[0.0008] | [0.0048] | [0.0336] | [0.085] | |
5 to 10 | 0.5068 | 0.2295 | 0.1510 | 0.0668 |
(−3.1283) | (−2.8273) | (−2.2452) | (−1.8862) | |
[0.0018] | [0.0047] | [0.0248] | [0.0593] | |
10 to 15 | 0.4967 | 0.2221 | 0.1413 | 0.0664 |
(−3.5888) | (−3.1658) | (−2.3835) | (−1.859) | |
[0.0003] | [0.0015] | [0.0171] | [0.063] | |
15 to 20 | 0.5563 | 0.2317 | 0.1567 | 0.0726 |
(−3.9881) | (−3.9447) | (−2.8257) | (−2.1263) | |
[0.0001] | [0.0001] | [0.0047] | [0.0335] | |
20 to 30 | 0.5164 | 0.2324 | 0.1530 | 0.0698 |
(−3.568) | (−3.36) | (−2.5474) | (−2.003) | |
[0.0004] | [0.0008] | [0.0109] | [0.0452] | |
Bond Index | 0.5011 | 0.2254 | 0.1480 | 0.0675 |
(−3.4821) | (−3.1395) | (−2.3742) | (−1.8409) | |
[0.0005] | [0.0017] | [0.0176] | [0.0656] | |
Sovereign Bonds | 0.4985 | 0.2330 | 0.1498 | 0.0683 |
(−3.6401) | (−3.235) | (−2.4767) | (−1.9398) | |
[0.0003] | [0.0012] | [0.0133] | [0.0524] |