Wednesday, September 12, 2007

Seasonal Patterns in Interest Rates?

Previously, we noticed patterns in the stock market by Day of Week, by Day of Month, and by Month of Year.

Ryan, in a previous post, pointed out a research report showing seasonal patterns in interest rates. In the report, there's a table of interest rates (T-bills, Government Bonds, Corporate Bonds) grouped by Month of Year.

After looking through the data, what patterns do you notice?

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