Table 1.
Sample statistics: BRICS yield-curve shaping factors and the MCI.
Fig 1.
Media Coverage Index (MCI) and sovereign yield components of Brazil.
L_Brazil, S_Brazil, and C_Brazil denote the level, curvature and slope component for Brazil.
Fig 2.
Media Coverage Index (MCI) and sovereign yield components of Russia.
L_Russia, S_Russia, and C_Russia denote the level, curvature and slope component for Russia.
Fig 3.
Media Coverage Index (MCI) and sovereign yield components of India.
L_India, S_India, and C_India denote the level, curvature and slope component for India.
Fig 4.
Media Coverage Index (MCI) and sovereign yield components of China.
L_China, S_China, and C_China denote the level, curvature and slope component for China.
Fig 5.
Media Coverage Index (MCI) and sovereign yield components of South Africa.
L_S_Africa, S_S_Africa, and C_S_Africa denote the level, curvature and slope component for South Africa.