--%>
Assignment Help - homework help

Define feature of co-integration for dynamic relationship

Define one feature of co-integration for dynamic relationship?

E

Expert

Verified

The other feature of co-integration is Granger causality that is where one variable leads and other lags. This is of assist in explaining that why there is any dynamic relationship among several financial quantities.

   Related Questions in Financial Management

  • Q : Society's interests can influence

    Society's interests can influence financial managers. Explain.

    		•
  • Q : Legal and ethical obligations Compare

    Compare and contrast the ethical and legal obligations for a: (i) CFP practitioner (ii) member of the FPA (iii) a financial services professional.

    		•
  • Q : Corporation Briefly define the Terms

    Briefly define the Terms Corporation, partnership and proprietorship.

    		•
  • Q : Fund Eurodollar loans You are an

    You are an investment banker advising a Eurobank regarding a new international bond offering it is considering.  The proceeds are to be utilized to fund Eurodollar loans to bank clients. What sort of bond instrument would you suggested that the bank consi

    		•
  • Q : Describe basic objectives of the

    Describe basic objectives of the Bretton Woods system?The basic objectives of the Bretton Woods system are to attain exchange rate stability and promote international trade & development.

    		•
  • Q : Define market for foreign exchange

    Define market for foreign exchange.Broadly described, the foreign exchange (FX) market encompasses the conversion of purchasing power from one currency to another, bank deposits of foreign currency, the extension of credit denominated in a forei

    		•
  • Q : Explain an example of Brownian motion

    Explain an example of Brownian motion, where it is used.

    		•
  • Q : Financial ratio analysis Why financial

    Why financial ratio analysis requires trend analysis and industry comparison?

    		•
  • Q : Matching loan and deposit maturities

    Good fellow national bank decided to compete with a savings and loan by offering 30 year fixed rate mortgage loans at 8% annual interest. It plans to obtain the money got the loans by selling one year 6% CD to it's depositors. During first year of operation, good fellows sold it's depositors 1,000,0

    		•
  • Q : What is actual volatility What is

    What is actual volatility? Answer: Actual volatility is the σ that goes in the Black–Scholes partial differential equation.

    		•