II. Module 6 Homework 1 [practice]: Fama-Bliss

Obtain the Fama-Bliss bond price data. Use the data starting in 1964 (observation 140), as Fama and Bliss do, but extending until now. We're going to replicate and extend the Fama-Bliss regressions shown in lecture. You will not get exactly the same numbers as were presented in lecture, because I have updated the data. The numbers shown in lecture will be close enough to be a guide, but not close enough to answer this quiz correctly! The data are price per $100 face value, our definitions have been per $1 face value, so adjust appropriately.