TERMIUM Plus®

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SPOT RATE REGRESSION [1 record]

Filter results by subject field Alphabetical list of terms

Filter results by subject field

Alphabetical list of terms

Record 1 1986-10-27

English

Subject field(s)
  • Currency and Foreign Exchange
  • Econometrics
CONT

... (ii) statistical regressions of the spot rate on the lagged forward rate or of the change in the spot rate on the lagged forward premium (discount); ...

French

Domaine(s)
  • Politique monétaire et marché des changes
  • Économétrie
CONT

[...] (ii) les tests de régression du cours du comptant par rapport au cours retardé du terme ou de la variation du cours du comptant par rapport au déport (report) retardé; [...]

Spanish

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