加上利率期货之间和汇率的相关性，这是非常有可能产生诸如商品期货套期保值对冲头寸。
Together with correlation between interest rate futures and exchange rate, it is very likely to produce hedge positions for hedge commodities such as futures.
本文构建的多元波动模型结果显示，两国汇率之间的相关性在金融危机期间倾向于增加，存在显著的汇率风险传染效应。
We can also see that the correlation between country exchange rates tend to increase during the financial crisis, and the currency risk contagion effect is significant.
文章用似不相关(SUR)回归方法改进模型的参数估计，将各国货币汇率变动的交叉相关性考虑在内。
This article adopts Seemingly Unrelated Regression (SUR) to improve the model, to consider the cross-correlation of the FX rate of different currencies under the same term.
文章用似不相关(SUR)回归方法改进模型的参数估计，将各国货币汇率变动的交叉相关性考虑在内。
This article adopts Seemingly Unrelated Regression (SUR) to improve the model, to consider the cross-correlation of the FX rate of different currencies under the same term.
应用推荐