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This paper shows analytically that the basis between spot and futures contracts contains information about future returns of securities across the asset classes of commodities, equity indices, fixed income and foreign exchange. The bases in commodities are positively correlated with a leading...
Persistent link: https://www.econbiz.de/10012823442
The paper proposes two econometric models of inflation for Azerbaijan: one based on monthly data and eclectic, another … 2012 and 2015, and that in order to keep inflation under control the Central Bank of Azerbaijan should link money supply to …
Persistent link: https://www.econbiz.de/10011430889
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The paper proposes two econometric models of inflation for Azerbaijan: one based on monthly data and eclectic, another … 2012 and 2015, and that in order to keep inflation under control the Central Bank of Azerbaijan should link money supply to … real non-oil GDP growth. -- Inflation modelling ; Inflation forecasting ; Money demand ; Money supply ; Azerbaijan …
Persistent link: https://www.econbiz.de/10009491154
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The paper proposes two econometric models of inflation for Azerbaijan: one based on monthly data and eclectic, another … 2012 and 2015, and that in order to keep inflation under control the Central Bank of Azerbaijan should link money supply to …
Persistent link: https://www.econbiz.de/10014172717