Drivers of relationship between buisness cycles and money market yield?
SSEI QForum Latest Questions
Why will short term yield be more volatile than long term yield when inflation is within expectations? Also why this reverse when inflation is more/less than expectations?
Please explain how does BOC buys USD by borrowing CAD or printing CAD? Also what is positive carry and negative carry?
What is meant by less underwriting risk? And in the time of less profitability why will insurers take less underwriting risk ?
Exhibit 5 Unit Root Test for Nonstationarity and the Test for Heteroskedasticity Unit root test statistic −18.7402 Unit root test critical value at the 5% level of significance −2.89 Heteroskedasticity test statistic 2.016733 Heteroskedasticity test critical value at the 5% level of significance 1.96 Q. Based on the results reported in ...
statistical methods are applied to historical returns of a group of securities to extract factors that can explain the observed returns of securities in the group. In statistical factor models, the factors are actually portfolios of the securities in the ...
Singh of TIA firm elaborates, “Our securities analysis is actually based on a three-factor model, which we use to compare the mean expected return of the regional health care index with an individual security’s expected return. Using a risk-free rate ...
What does it mean to say that returns to short dated bonds are more negatively correlated with bad times than are returns to long dated bonds ?
Is there a topic named “time series moving average” ?
Difference b/w tracking difference and rolling return assessment?