FINS1612 Study Guide - Final Guide: Regression Analysis, Statistical Significance, United States Treasury Security
GOOD QUESTIONS ASK
–
CORRECT?
Ch15
Ch16
AUD/USD 0.78 to 0.75 means depreciation of aud
Regression analysis technique is often used to assess the exchange rate sensitivity to changes
in economic variables. Identify which of the following statements in relation to the
regression analysis is incorrect.
A) Government intervention is often incorporated in the regression through the use of a
dummy variable.
B) A variable which measures the unexpected changes in the exchange rate is included in
the regression to measure the exchange rate sensitivity to the market's expectation of future
exchange rates.
C) Conclusions with regards to the relation between the exchange rate and each
economic factor should be based on the coefficient estimate and its statistical significance in
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Document Summary
Aud/usd 0. 78 to 0. 75 means depreciation of aud. Government intervention is often incorporated in the regression through the use of a. Regression analysis technique is often used to assess the exchange rate sensitivity to changes in economic variables. A variable which measures the unexpected changes in the exchange rate is included in. Conclusions with regards to the relation between the exchange rate and each. None of the given options. the regression results. 3 months ago, company x&y took a long position on an australian 10-year treasury bond futures contract which has a face value of ,000 and pays 6% p. a. coupons semi-annually. Identify which of the following correctly specifies the applicable settlement of a 3-year. Treasury bond futures contract traded on sfe. (i) standard delivery of a 3-year treasury bond(ii) cash settlement with the other party of the contract(iii) cash settlement with the clearing house (i) only (ii) only (iii) only.
