표 9 분산분해 분석 결과

시차 잔액 최종호가수익률 Call 금리 RMPI
NTB CP CD
1 100.0 0.00 0.00 0.00 0.00 0.00
2 99.41 0.05 0.48 0.00 0.00 0.03
3 98.40 0.28 1.23 0.02 0.00 0.05
4 97.36 0.63 1.89 0.05 0.01 0.04
5 96.53 0.93 2.36 0.07 0.05 0.03
6 95.94 1.14 2.68 0.10 0.09 0.02
7 95.56 1.26 2.89 0.11 0.13 0.02
8 95.31 1.32 3.03 0.12 0.16 0.03
9 95.16 1.35 3.12 0.12 0.19 0.03
10 95.06 1.36 3.19 0.12 0.21 0.03
주 : NTB, national treasury bond; CP, commercial paper; CD, certificate of deposit; RMPI, real estate market pressure index.