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.