In EViews open ‘RVdata.wf1’ file that contains 1480 observations of historical volatility for the foreign exchange, equity and bond markets in…

If you are looking for affordable, custom-written, high-quality, and non-plagiarized papers, your student life just became easier with us. We are the ideal place for all your writing needs.


Order a Similar Paper Order a Different Paper

2. In EViews open ‘RVdata.wf1’ file that contains 1480 observations of historical volatility for the foreign exchange, equity and bond markets in Japan, Europe and the US.

a) Determine whether each of the 9 volatility series in their raw levels forms are stationary [20 marks]

b) Estimate VAR with 9 volatility variables. How many lags you need to include in your model? Using this VAR explain which market is the most influential. [20 marks]

c) If you rely on the VAR from part b) can you say which market will be the most volatile in future? [20 marks]

Are you stuck with another assignment? Use our paper writing service to score better grades and meet your deadlines. We are here to help!


Order a Similar Paper Order a Different Paper
Writerbay.net