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Covered interest parity (cip)
| Словарь по экономике и эконометрике |
States that exchange rates should adjust so that borrowing funds in one currency and investing them in another would not be expected to earn abnormal profits.
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Cusum and cusumsq tests, английский
Tests for parameter stability in an estimated model based on the cumulative sum of residuals (cusum) or cumulative sum of squared residuals (cusumsq) from a recursive regression.
Cost of carry (coc) model, английский
Shows the equilibrium relationship between spot and corresponding futures prices where the spot price is adjusted for the cost of ‘carrying’ the spot asset forward to the maturity date.
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