$b_t^D$

$b_t^W$

$b_t^M$

$b_t^Q$

MKRT

Descriptive Statistics: Mean

3.37

4.21

5.26

5.08

4.65

Descriptive Statistics: Standard Deviation

1.12

0.98

0.91

0.38

0.51

Descriptive Statistics: Autocorrelation Coef.

0.22

0.25

0.41

0.75

0.61

Correlation Matrix: $b_t^D$

1

Correlation Matrix: $b_t^W$

0.94

1

Correlation Matrix: $b_t^M$

0.81

0.90

1

Correlation Matrix: $b_t^Q$

−0.21

0.01

0.04

1

Correlation Matrix: MKRT

−0.18

0.11

0.34

0.66

1