Apr
28
2011
Research progress: SDR
Posted by Vitalie CiubotaruUsed CHF as numeraire, moved SDR into the list of potential anchors and added GBP “just-in-case”. Nothing new :-(
coefficient | std. error | t-ratio | p-value | |
---|---|---|---|---|
const | 5.56533e-05 | 7.06126e-05 | 0.7881 | 0.4308 |
ld_USD_CHF | 0.998224 | 0.0400118 | 24.95 | 7.63e-111 |
ld_EUR_CHF | 0.0125580 | 0.0382948 | 0.3279 | 0.7430 |
ld_RUR_CHF | −0.00824548 | 0.016888 | 9−0.4882 | 0.6255 |
ld_ROL_CHF | −0.00543005 | 0.0144471 | −0.3759 | 0.7071 |
ld_UAH_CHF | 0.00605681 | 0.00537992 | 1.126 | 0.2605 |
ld_GBP_CHF | 0.00828530 | 0.0134577 | 0.6157 | 0.5382 |
ld_SDR_CHF | −0.0438197 | 0.0713788 | −0.6139 | 0.5394 |