Econometric Analysis Regarding The Dependence Of The Futures Price, The Underlying Asset And The Robor
The derivatives market is an important barometer for the investments return and the national economy trends. To check the efficiency of the Romanian derivatives market represents a milestone for the professional investor. How information contributed to the futures price represented a guarantee for the investors that the derivatives follow the reality of the economy. As well, we considered that the banking interest rate represented a decisive aspect for making an investment decision. By marking the level of profit for the riskless investment an investor could determine the risk and the necessary return for any other market. The multifactorial regression is an econometrical model suitable for the analysis of the links and dependencies of the above mentioned aspects.
Volume (Year): 3 (2012)
Issue (Month): 40 ()
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