Factors that influence the volatility of stock prices
Role, importance and place of volatility in risk management. Features and characteristics of volatility risk management using financial instruments, the prices of which depend on the volatility of the financial asset. Building a risk management system.
| Рубрика | Финансы, деньги и налоги |
| Вид | дипломная работа |
| Язык | английский |
| Дата добавления | 09.08.2018 |
| Размер файла | 773,2 K |
Отправить свою хорошую работу в базу знаний просто. Используйте форму, расположенную ниже
Студенты, аспиранты, молодые ученые, использующие базу знаний в своей учебе и работе, будут вам очень благодарны.
0
0
0
-9.6885141310744e-05
0
BAMLEMFSFCRPIEY
0.000361918763827714
0
0.000544896115346618
0
0
0.000259008874051788
0
0
0
0.000361918763827714
0
BAMLEMNSNFCRPIOAS
0
0
-0.000132716605407946
0
0
0
0
0
0
0
0
BAMLEMPBPUBSICRPIEY
-0.00227826905052291
0
-0.00232005269016468
0
-0.00192840578054462
-0.00225347110492975
0
0
0
-0.00227826905052291
-0.00192840578054462
BAMLEMPUPUBSLCRPIUSEY
-0.000488897079330122
0
-0.000600911834661386
0
-2.55384630136611e-05
-0.000558470968525112
0
0
0
-0.000488897079330122
-2.55384630136611e-05
BAMLEMPUPUBSLCRPIUSOAS
-0.000296195072243656
0
-0.000422523816073251
0
0
-0.000191222698925375
0
0
0
-0.000296195072243656
0
BAMLCC1A013YTRIV
-0.0200843774004196
-0.00121947368557261
-0.022056980111355
-0.00121947368557261
-0.0144317350394391
-0.0191517159671691
-0.00222388724467212
-0.00341871432982573
-0.00341871432982573
-0.0200843774004196
-0.0144317350394391
BAMLCC0A1AAATRIV
0.00172636471293165
0
0.00203449242760604
0
0.00123150864880952
0.00167330876248274
0
0
0
0.00172636471293165
0.00123150864880952
BAMLEMCLLCRPIUSTRIV
-0.00865244536391259
-0.00849699076634026
-0.0088959466881778
-0.00849699076634026
-0.00731014786585193
-0.00818014848162527
-0.00847608527055962
-0.00856821587402383
-0.00856821587402383
-0.00865244536391259
-0.00731014786585193
BAMLHYH0A1BBTRIV
0
0
-7.41507504491133e-05
0
0
0
0
0
0
0
0
BAMLHYH0A2BTRIV
-0.00136752067549077
-0.00260969717058347
-0.00141637153631841
-0.00260969717058347
-0.000497603449932663
-0.00123694507605729
-0.00240506868676015
-0.00215533307179745
-0.00215533307179745
-0.00136752067549077
-0.000497603449932663
BAMLHYH0A3CMTRIV
-0.000759339343491833
0
-0.000902992443111632
0
-0.00021309298938406
-0.000684296451830143
0
0
0
-0.000759339343491833
-0.00021309298938406
BAMLH0A0HYM2SYTW
-0.00170337979836019
0
-0.00244836288651441
0
0
-0.00130247206814601
0
0
0
-0.00170337979836019
0
THREEFFTP10
8.34650637431828e-06
0
3.9454176205885e-05
0
0
0
0
0
0
8.34650637431828e-06
0
DJFUELUSGULF
6.64410393713264e-05
0
0.000167410700588653
0
0
3.66517996800326e-05
0
0
0
6.64410393713264e-05
0
DEXMAUS
-0.00115854916764474
0
-0.0012945056828692
0
-0.000679177317151372
-0.00107505054250299
0
0
0
-0.00115854916764474
-0.000679177317151372
DHOILNYH
0
0
-7.4376531810519e-05
0
0
0
0
0
0
0
0
DEXNOUS
-0.0006049603475446
0
-0.000635947452990873
0
-0.000481041974136546
-0.000580840267088675
0
0
0
-0.0006049603475446
-0.000481041974136546
DPROPANEMBTX
-6.63013862445946e-05
0
-5.90086743182855e-05
0
-7.49984336042526e-06
-5.96193145480095e-05
0
0
0
-6.63013862445946e-05
-7.49984336042526e-06
RU1000VPR
0
-0.00022006320949815
0
-0.00022006320949815
0
0
-0.000177527105857405
-9.1283931347197e-05
-9.1283931347197e-05
0
0
DEXSIUS
-0.000483783136760737
0
-0.000809111440107033
0
0
-0.000322018209528669
0
0
0
-0.000483783136760737
0
DEXSFUS
-0.000283505831624546
0
-0.000390223696671819
0
-2.6858132681471e-05
-0.000239813336618076
0
0
0
-0.000283505831624546
-2.6858132681471e-05
DEXSLUS
0
0
-1.82723227484529e-05
0
0
0
0
0
0
0
0
DEXSDUS
-0.000890089417322695
0
-0.000874866939127778
0
-0.00109433321850472
-0.000941056836293635
-0.000129339142874462
-0.000453385697360113
-0.000453385697360113
-0.000890089417322695
-0.00109433321850472
DTWEXO
0.00205148094355871
0
0.0029818130523023
0
0
0.00160473493345217
0
0
0
0.00205148094355871
0
DEXUSNZ
0.000259286313012578
0
0.000386347550586249
0
0
0.000189081130911396
0
0
0
0.000259286313012578
0
DEXVZUS
-2.25586148135583e-05
0
-3.42311827050877e-05
0
0
-1.80356507356447e-05
0
0
0
-2.25586148135583e-05
0
WILLREITPR
0
0
0.000112029278090918
0
0.000109747303845332
0
0
0
0
0
0.000109747303845332
WILLRESIPR
0.0011896703916659
0
0.00123931996842874
0
0.00055119120332238
0.0010910860134257
0
0
0
0.0011896703916659
0.00055119120332238
BAMLEM1RAAA2ALCRPIUSTRIV
-0.00585594280661499
0
-0.00593550676105152
0
-0.00390837268025232
-0.00625565765870631
0
0
0
-0.00585594280661499
-0.00390837268025232
RU3000VPR
-0.000570412940527483
0
-0.00104451868517693
0
-6.1611691023504e-05
-0.000455222764955695
0
0
0
-0.000570412940527483
-6.1611691023504e-05
WILLLRGCAPVAL
-0.0020355060602823
-0.00137783753701064
-0.00247867153302924
-0.00137783753701064
-0.00206511131855582
-0.00188039839894961
-0.00149023238984755
-0.00160889447129163
-0.00160889447129163
-0.0020355060602823
-0.00206511131855582
RTOP200GTR
0
0
4.37734471180471e-05
0
0
0
0
0
0
0
0
WILLLRGCAPGRPR
0.000163761786083982
0
0.000716690575433139
0
0
0
0
0
0
0.000163761786083982
0
CNYJPY
0.000237384315044761
0
0.000349381274098611
0
0
0.000168300098359331
0
0
0
0.000237384315044761
0
CNYUSD
-0.000273004809493344
0
-0.00030306201628177
0
0
-0.000224448243410614
0
0
0
-0.000273004809493344
0
EURAUD
0.000530187012357987
0
0.000588880759666018
0
0.00026703212919622
0.000488489045657005
3.57852009155903e-05
6.2834623475046e-05
6.2834623475046e-05
0.000530187012357987
0.00026703212919622
USDCAD
7.94839294115927e-06
0
0.000285423497964061
0
0
0
0
0
0
7.94839294115927e-06
0
USDMXN
0.000475780515661158
0
0.000429420274621013
0
0.00054894886163099
0.000501057738790309
0
6.9850390018345e-05
6.9850390018345e-05
0.000475780515661158
0.00054894886163099
USDRUB
-0.000136168799293645
0
-0.000222934002098406
0
0
-9.72865105297988e-05
0
0
0
-0.000136168799293645
0
DCOILWTICO
-3.29603799035906e-05
0
-6.16265106380164e-05
0
0
-1.22028988147214e-05
0
0
0
-3.29603799035906e-05
0
RPONTSYD
5.49439662264301e-07
0
2.75914240383233e-06
0
0
0
0
0
0
5.49439662264301e-07
0
GOLDPMGBD230NLBM
0
0
5.52875662640593e-05
0
0
0
0
0
0
0
0
BAMLH0A0HYM2
0.00100018807314369
0
0.0014489612738382
0
0.000261426366103479
0.000791144814420889
0
0
0
0.00100018807314369
0.000261426366103479
DJTA
0.00314295963675814
0
0.00390397034682327
0
0
0.00267466370846516
0
0
0
0.00314295963675814
0
3) Variable description:
volatility risk management
|
Variable |
Date of publication |
Notation |
Type |
|
|
10-Year 0-1/4% Treasury Inflation-Indexed Note |
4/10/18 |
DTP10J25 |
Treasury securities |
|
|
10-Year 1-1/8% Treasury Inflation-Indexed Note |
4/10/18 |
DTP10J21 |
Treasury securities |
|
|
12-Month London Interbank Offered Rate (LIBOR), British pound |
4/10/18 |
GBP12MD156N |
LIBOR |
|
|
12-Month London Interbank Offered Rate (LIBOR), Euro |
4/10/18 |
EUR12MD156N |
LIBOR |
|
|
12-Month London Interbank Offered Rate (LIBOR), Japanese Yene |
4/10/18 |
JPY12MD156N |
LIBOR |
|
|
12-Month London Interbank Offered Rate (LIBOR), Swiss Frank |
4/10/18 |
CHF12MD156N |
LIBOR |
|
|
1-Month AA Financial Commercial Paper Rate |
4/9/18 |
DCPF1M |
Commercial paper |
|
|
1-Month AA Nonfinancial Commercial Paper Rate |
4/9/18 |
DCPN30 |
Commercial paper |
|
|
1-Month Certificate of Deposit: Secondary Market Rate (DISCONTINUED) |
7/1/13 |
DCD1M |
Securities |
|
|
1-Month Eurodollar Deposit Rate (London) (DISCONTINUED) |
10/11/16 |
DED1 |
Securities |
|
|
1-Month London Interbank Offered Rate (LIBOR), Australian dollar |
3/11/15 |
AUD1MTD156N |
LIBOR |
|
|
1-Month London Interbank Offered Rate (LIBOR), British pound |
4/10/18 |
GBP1MTD156N |
LIBOR |
|
|
1-Month London Interbank Offered Rate (LIBOR), Canadian dollar |
3/11/15 |
CAD1MTD156N |
LIBOR |
|
|
1-Month London Interbank Offered Rate (LIBOR), Euro |
4/10/18 |
EUR1MTD156N |
LIBOR |
|
|
1-Month London Interbank Offered Rate (LIBOR), Japanese Yen |
4/10/18 |
JPY1MTD156N |
LIBOR |
|
|
1-Month London Interbank Offered Rate (LIBOR), Swiss franc |
4/10/18 |
CHF1MTD156N |
LIBOR |
|
|
1-Week London Interbank Offered Rate (LIBOR), US dollar |
4/10/18 |
USD1WKD156N |
LIBOR |
|
|
1-Year Swap Rate (DISCONTINUED) |
10/31/16 |
DSWP1 |
Securities |
|
|
1-Year Treasury Bill: Secondary Market Rate (DISCONTINUED) |
8/24/01 |
DTB1 |
Treasury securities |
|
|
1-Year Treasury Constant Maturity Minus Federal Funds Rate |
4/9/18 |
T1YFF |
Treasury securities |
|
|
20-Year Treasury Inflation-Indexed Security |
4/9/18 |
DFII20 |
Treasury securities |
|
|
2-Month London Interbank Offered Rate (LIBOR), US dollar |
4/10/18 |
USD2MTD156N |
LIBOR |
|
|
2-Week London Interbank Offered Rate (LIBOR), US dollar |
6/7/13 |
USD2WKD156N |
LIBOR |
|
|
2-Year Swap Rate (DISCONTINUED) |
10/31/16 |
DSWP2 |
Securities |
|
|
30-Day A2/P2 Nonfinancial Commercial Paper Interest Rate |
4/9/18 |
RIFSPPNA2P2D30NB |
Commercial paper |
|
|
30-Day AA Asset-backed Commercial Paper Interest Rate |
4/9/18 |
RIFSPPAAAD30NB |
Commercial paper |
|
|
30-Day AA Financial Commercial Paper Interest Rate |
4/9/18 |
RIFSPPFAAD30NB |
Commercial paper |
|
|
30-Day AA Nonfinancial Commercial Paper Interest Rate |
4/9/18 |
RIFSPPNAAD30NB |
Commercial paper |
|
|
30-Year 2-1/8% Treasury Inflation-Indexed Bond |
4/10/18 |
DTP30F41 |
Treasury securities |
|
|
30-Year 3-5/8% Treasury Inflation-Indexed Bond |
4/10/18 |
DTP30A28 |
Treasury securities |
|
|
30-Year Swap Rate (DISCONTINUED) |
10/31/16 |
DSWP30 |
Securities |
|
|
3-Month Bankers Acceptance Rate (DISCONTINUED) |
7/3/00 |
DBKAC |
Securities |
|
|
3-Month Certificate of Deposit: Secondary Market Rate (DISCONTINUED) |
7/1/13 |
DCD90 |
Securities |
|
|
3-Month Commercial Paper Minus Federal Funds Rate |
4/9/18 |
CPFF |
Commercial paper |
|
|
3-Month Eurodollar Deposit Rate (London) (DISCONTINUED) |
10/11/16 |
DED3 |
Securities |
|
|
3-Month London Interbank Offered Rate (LIBOR), Australian dollar |
3/11/15 |
AUD3MTD156N |
LIBOR |
|
|
3-Month London Interbank Offered Rate (LIBOR), Canadian dollar |
3/11/15 |
CAD3MTD156N |
LIBOR |
|
|
3-Month London Interbank Offered Rate (LIBOR), Japanese Yen |
4/10/18 |
JPY3MTD156N |
LIBOR |
|
|
3-Month London Interbank Offered Rate (LIBOR), Swiss franc |
4/10/18 |
CHF3MTD156N |
LIBOR |
|
|
3-Month Treasury Constant Maturity Minus Federal Funds Rate |
4/9/18 |
T3MFF |
Treasury securities |
|
|
3-Year Swap Rate (DISCONTINUED) |
10/31/16 |
DSWP3 |
Securities |
|
|
4-Month London Interbank Offered Rate (LIBOR), US dollar |
6/7/13 |
USD4MTD156N |
LIBOR |
|
|
4-Year Swap Rate (DISCONTINUED) |
10/31/16 |
DSWP4 |
Securities |
|
|
5-Year Treasury Constant Maturity Minus Federal Funds Rate |
4/9/18 |
T5YFF |
Treasury securities |
|
|
60-Day A2/P2 Nonfinancial Commercial Paper Interest Rate |
4/9/18 |
RIFSPPNA2P2D60NB |
Commercial paper |
|
|
6-Month Certificate of Deposit: Secondary Market Rate (DISCONTINUED) |
7/1/13 |
DCD6M |
Securities |
|
|
6-Month Eurodollar Deposit Rate (London) (DISCONTINUED) |
10/7/16 |
DED6 |
Securities |
|
|
6-Month London Interbank Offered Rate (LIBOR), British pound |
4/10/18 |
GBP6MTD156N |
LIBOR |
|
|
6-Month London Interbank Offered Rate (LIBOR), Euro |
4/10/18 |
EUR6MTD156N |
LIBOR |
|
|
6-Month London Interbank Offered Rate (LIBOR) , Japanese Yen |
4/10/18 |
JPY6MTD156N |
LIBOR |
|
|
6-Month London Interbank Offered Rate (LIBOR), Swiss franc |
4/10/18 |
CHF6MTD156N |
LIBOR |
|
|
6-Month Treasury Constant Maturity Minus Federal Funds Rate |
4/9/18 |
T6MFF |
Treasury securities |
|
|
7-Day AA Nonfinancial Commercial Paper Interest Rate |
4/6/18 |
RIFSPPNAAD07NB |
Commercial paper |
|
|
7-Year Swap Rate (DISCONTINUED) |
10/31/16 |
DSWP7 |
Securities |
|
|
7-Year Treasury Inflation-Indexed Security |
4/9/18 |
DFII7 |
Treasury securities |
|
|
90-Day A2/P2 Nonfinancial Commercial Paper Interest Rate |
4/6/18 |
RIFSPPNA2P2D90NB |
Commercial paper |
|
|
90-Day AA Asset-backed Commercial Paper Interest Rate |
4/9/18 |
RIFSPPAAAD90NB |
Commercial paper |
|
|
90-Day AA Financial Commercial Paper Interest Rate |
4/9/18 |
RIFSPPFAAD90NB |
Commercial paper |
|
|
90-Day AA Nonfinancial Commercial Paper Interest Rate |
4/9/18 |
RIFSPPNAAD90NB |
Commercial paper |
|
|
9-Month London Interbank Offered Rate (LIBOR), US dollar |
6/7/13 |
USD9MTD156N |
LIBOR |
|
|
CBOE 10-Year Treasury Note Volatility Futures |
4/9/18 |
VXTYN |
Treasury securities |
|
|
CBOE Brazil ETF Volatility Index |
4/9/18 |
VXEWZCLS |
Index |
|
|
CBOE China ETF Volatility Index |
4/9/18 |
VXFXICLS |
Index |
|
|
CBOE Crude Oil ETF Volatility Index |
4/9/18 |
OVXCLS |
Oil and precious metals |
|
|
CBOE DJIA Volatility Index |
4/9/18 |
VXDCLS |
Index |
|
|
CBOE Emerging Markets ETF Volatility Index |
4/9/18 |
VXEEMCLS |
Index |
|
|
CBOE Energy Sector ETF Volatility Index |
4/9/18 |
VXXLECLS |
Index |
|
|
CBOE Equity VIX on Amazon |
4/9/18 |
VXAZNCLS |
Securities |
|
|
CBOE Equity VIX on Apple |
4/9/18 |
VXAPLCLS |
Securities |
|
|
CBOE Equity VIX on Google |
4/9/18 |
VXGOGCLS |
Securities |
|
|
CBOE EuroCurrency ETF Volatility Index |
4/9/18 |
EVZCLS |
Index |
|
|
CBOE Gold ETF Volatility Index |
4/9/18 |
GVZCLS |
Oil and precious metals |
|
|
CBOE NASDAQ 100 Volatility Index |
4/9/18 |
VXNCLS |
Index |
|
|
CBOE Russell 2000 Volatility Index |
4/9/18 |
RVXCLS |
Index |
|
|
CBOE Silver ETF Volatility Index |
4/9/18 |
VXSLVCLS |
Oil and precious metals |
|
|
CBOE S&P 100 Volatility Index: VXO |
4/9/18 |
VXOCLS |
Index |
|
|
CBOE S&P 500 3-Month Volatility Index |
4/9/18 |
VXVCLS |
Index |
|
|
Cleveland Financial Stress Index (DISCONTINUED) |
5/6/16 |
CFSI |
Index |
|
|
Contributions to the Cleveland Financial Stress Index: Commercial Paper minus T-Bill Spread (DISCONTINUED) |
5/6/16 |
CPTBSD678FRBCLE |
Commercial paper |
|
|
Contributions to the Cleveland Financial Stress Index: Credit Markets (DISCONTINUED) |
5/6/16 |
CMRKTSD678FRBCLE |
Index |
|
|
Contributions to the Cleveland Financial Stress Index: Interbank Liquidity Spread (DISCONTINUED) |
5/6/16 |
IBLSD678FRBCLE |
Index |
|
|
Contributions to the Cleveland Financial Stress Index: Treasury Yield Curve Spread (DISCONTINUED) |
5/6/16 |
TYCSD678FRBCLE |
Treasury securities |
|
|
Conventional Gasoline Prices: New York Harbor |
4/4/18 |
DGASNYH |
Oil and precious metals |
|
|
Conventional Gasoline Prices: U.S. Gulf Coast |
4/4/18 |
DGASUSGULF |
Oil and precious metals |
|
|
Denmark / U.S. Foreign Exchange Rate |
4/9/18 |
DEXDNUS |
Exchange rate |
|
|
Discount Rate (DISCONTINUED) |
2/7/03 |
DDISCRT |
Key factors |
|
|
Dow Jones Composite Average |
4/9/18 |
DJCA |
Index |
|
|
Dow Jones Utility Average |
4/9/18 |
DJUA |
Index |
|
|
Effective Federal Funds Rate: 1st Percentile |
4/10/18 |
EFFR1 |
Key factors |
|
|
Effective Federal Funds Rate: 99th Percentile |
4/10/18 |
EFFR99 |
Key factors |
|
|
Effective Federal Funds Volume |
4/10/18 |
EFFRVOL |
Key factors |
|
|
Equity Market-related Economic Uncertainty Index |
4/9/18 |
WLEMUINDXD |
Index |
|
|
Fitted Instantaneous Forward Rate 1 Year Hence |
1/18/18 |
THREEFF1 |
Securities |
|
|
Fitted Instantaneous Forward Rate 4 Years Hence |
1/18/18 |
THREEFF4 |
Securities |
|
|
Fitted Yield on a 10 Year Zero Coupon Bond |
1/18/18 |
THREEFY10 |
Securities |
|
|
Fitted Yield on a 1 Year Zero Coupon Bond |
1/18/18 |
THREEFY1 |
Securities |
|
|
Fitted Yield on a 2 Year Zero Coupon Bond |
1/18/18 |
THREEFY2 |
Securities |
|
|
Fitted Yield on a 3 Year Zero Coupon Bond |
1/18/18 |
THREEFY3 |
Securities |
|
|
Fitted Yield on a 5 Year Zero Coupon Bond |
1/18/18 |
THREEFY5 |
Securities |
|
|
Gold Fixing Price 3:00 P.M. (London time) in London Bullion Market |
4/9/18 |
GOLDPMGBD229NLBM |
Oil and precious metals |
|
|
Hong Kong / U.S. Foreign Exchange Rate |
4/9/18 |
DEXHKUS |
Exchange rate |
|
|
ICE BofAML AAA-A US Emerging Markets Liquid Corporate Plus Sub-Index Effective Yield |
4/9/18 |
BAMLEM1RAAA2ALCRPIUSEY |
Index |
|
|
ICE BofAML Asia Emerging Markets Corporate Plus Sub-Index Effective Yield |
4/9/18 |
BAMLEMRACRPIASIAEY |
Index |
|
|
ICE BofAML Asia Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread |
4/9/18 |
BAMLEMRACRPIASIAOAS |
Index |
|
|
ICE BofAML Asia Emerging Markets Corporate Plus Sub-Index Total Return Index Value |
4/9/18 |
BAMLEMRACRPIASIATRIV |
Index |
|
|
ICE BofAML Asia US Emerging Markets Liquid Corporate Plus Sub-Index Total Return Index Value |
4/9/18 |
BAMLEMALLCRPIASIAUSTRIV |
Index |
|
|
ICE BofAML B and Lower Emerging Markets Corporate Plus Sub-Index Effective Yield |
4/9/18 |
BAMLEM4BRRBLCRPIEY |
Index |
|
|
ICE BofAML B and Lower Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread |
4/9/18 |
BAMLEM4BRRBLCRPIOAS |
Index |
|
|
ICE BofAML B and Lower US Emerging Markets Liquid Corporate Plus Sub-Index Effective Yield |
4/9/18 |
BAMLEM4RBLLCRPIUSEY |
Index |
|
|
ICE BofAML BBB Emerging Markets Corporate Plus Sub-Index Effective Yield |
4/9/18 |
BAMLEM2BRRBBBCRPIEY |
Index |
|
|
ICE BofAML BBB Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread |
4/9/18 |
BAMLEM2BRRBBBCRPIOAS |
Index |
|
|
ICE BofAML BBB US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread |
4/9/18 |
BAMLEM2RBBBLCRPIUSOAS |
Index |
|
|
ICE BofAML BB Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread |
4/9/18 |
BAMLEM3BRRBBCRPIOAS |
Index |
|
|
ICE BofAML Emerging Markets Corporate Plus Index Effective Yield |
4/9/18 |
BAMLEMCBPIEY |
Index |
|
|
ICE BofAML Emerging Markets Corporate Plus Index Total Return Index Value |
4/9/18 |
BAMLEMCBPITRIV |
Index |
|
|
ICE BofAML Euro High Yield Index Semi-Annual Yield to Worst |
4/9/18 |
BAMLHE00EHYISYTW |
Index |
|
|
ICE BofAML Euro High Yield Index Total Return Index Value |
4/9/18 |
BAMLHE00EHYITRIV |
Index |
|
|
ICE BofAML Europe |
4/9/18 |
BAMLEMRECRPIEMEAOAS |
Index |
|
|
ICE BofAML Financial Emerging Markets Corporate Plus Sub-Index Effective Yield |
4/9/18 |
BAMLEMFSFCRPIEY |
Index |
|
|
ICE BofAML Financial Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread |
4/9/18 |
BAMLEMFSFCRPIOAS |
Index |
|
|
ICE BofAML High Grade Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread |
4/9/18 |
BAMLEMIBHGCRPIOAS |
Index |
|
|
ICE BofAML High Yield Emerging Markets Corporate Plus Sub-Index Effective Yield |
4/9/18 |
BAMLEMHBHYCRPIEY |
Index |
|
|
ICE BofAML High Yield Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread |
4/9/18 |
BAMLEMHBHYCRPIOAS |
Index |
|
|
ICE BofAML High Yield US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread |
4/9/18 |
BAMLEMHYHYLCRPIUSOAS |
Index |
|
|
ICE BofAML Latin America Emerging Markets Corporate Plus Sub-Index Effective Yield |
4/9/18 |
BAMLEMRLCRPILAEY |
Index |
|
|
ICE BofAML Latin America Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread |
4/9/18 |
BAMLEMRLCRPILAOAS |
Index |
|
|
ICE BofAML Non-Financial Emerging Markets Corporate Plus Sub-Index Option-Adjusted Spread |
4/9/18 |
BAMLEMNSNFCRPIOAS |
Index |
|
|
ICE BofAML Public Sector Issuers Emerging Markets Corporate Plus Sub-Index Effective Yield |
4/9/18 |
BAMLEMPBPUBSICRPIEY |
Index |
|
|
ICE BofAML Public Sector Issuers US Emerging Markets Liquid Corporate Plus Sub-Index Effective Yield |
4/9/18 |
BAMLEMPUPUBSLCRPIUSEY |
Index |
|
|
ICE BofAML Public Sector Issuers US Emerging Markets Liquid Corporate Plus Sub-Index Option-Adjusted Spread |
4/9/18 |
BAMLEMPUPUBSLCRPIUSOAS |
Index |
|
|
ICE BofAML US Corp 10-15yr Total Return Index Value |
4/9/18 |
BAMLCC7A01015YTRIV |
Index |
|
|
ICE BofAML US Corp 1-3yr Total Return Index Value |
4/9/18 |
BAMLCC1A013YTRIV |
Index |
|
|
ICE BofAML US Corp 15+yr Total Return Index Value |
4/9/18 |
BAMLCC8A015PYTRIV |
Index |
|
|
ICE BofAML US Corp 3-5yr Total Return Index Value |
4/9/18 |
BAMLCC2A035YTRIV |
Index |
|
|
ICE BofAML US Corp 5-7yr Total Return Index Value |
4/9/18 |
BAMLCC3A057YTRIV |
Index |
|
|
ICE BofAML US Corp AAA Total Return Index Value |
4/9/18 |
BAMLCC0A1AAATRIV |
Index |
|
|
ICE BofAML US Corp AA Total Return Index Value |
4/9/18 |
BAMLCC0A2AATRIV |
Index |
|
|
ICE BofAML US Corp A Total Return Index Value |
4/9/18 |
BAMLCC0A3ATRIV |
Index |
|
|
ICE BofAML US Corp BBB Total Return Index Value |
4/9/18 |
BAMLCC0A4BBBTRIV |
Index |
|
|
ICE BofAML US Corporate 10-15 Year Effective Yield |
4/9/18 |
BAMLC7A0C1015YEY |
Securities |
|
|
ICE BofAML US Corporate 10-15 Year Option-Adjusted Spread |
4/9/18 |
BAMLC7A0C1015Y |
Securities |
|
|
ICE BofAML US Corporate 1-3 Year Effective Yield |
4/9/18 |
BAMLC1A0C13YEY |
Securities |
|
|
ICE BofAML US Corporate 1-3 Year Option-Adjusted Spread |
4/9/18 |
BAMLC1A0C13Y |
Securities |
|
|
ICE BofAML US Corporate 15+ Year Effective Yield |
4/9/18 |
BAMLC8A0C15PYEY |
Securities |
|
|
ICE BofAML US Corporate 15+ Year Option-Adjusted Spread |
4/9/18 |
BAMLC8A0C15PY |
Securities |
|
|
ICE BofAML US Corporate 3-5 Year Effective Yield |
4/9/18 |
BAMLC2A0C35YEY |
Securities |
|
|
ICE BofAML US Corporate 3-5 Year Option-Adjusted Spread |
4/9/18 |
BAMLC2A0C35Y |
Securities |
|
|
ICE BofAML US Corporate 5-7 Year Effective Yield |
4/9/18 |
BAMLC3A0C57YEY |
Securities |
|
|
ICE BofAML US Corporate 5-7 Year Option-Adjusted Spread |
4/9/18 |
BAMLC3A0C57Y |
Securities |
|
|
ICE BofAML US Corporate 7-10 Year Option-Adjusted Spread |
4/9/18 |
BAMLC4A0C710Y |
Securities |
|
|
ICE BofAML US Corporate 7-10yr Total Return Index Value |
4/9/18 |
BAMLCC4A0710YTRIV |
Index |
|
|
ICE BofAML US Corporate A Effective Yield |
4/9/18 |
BAMLC0A3CAEY |
Securities |
|
|
ICE BofAML US Corporate BBB Semi-Annual Yield to Worst |
4/9/18 |
BAMLC0A4CBBBSYTW |
Securities |
|
|
ICE BofAML US Corporate Master Effective Yield |
4/9/18 |
BAMLC0A0CMEY |
Securities |
|
|
ICE BofAML US Emerging Markets Liquid Corporate Plus Index Total Return Index Value |
4/9/18 |
BAMLEMCLLCRPIUSTRIV |
Index |
|
|
ICE BofAML US High Yield BB Semi-Annual Yield to Worst |
4/9/18 |
BAMLH0A1HYBBSYTW |
Securities |
|
|
ICE BofAML US High Yield BB Total Return Index Value |
4/9/18 |
BAMLHYH0A1BBTRIV |
Index |
|
|
ICE BofAML US High Yield B Semi-Annual Yield to Worst |
4/9/18 |
BAMLH0A2HYBSYTW |
Securities |
|
|
ICE BofAML US High Yield B Total Return Index Value |
4/9/18 |
BAMLHYH0A2BTRIV |
Index |
|
|
ICE BofAML US High Yield CCC or Below Semi-Annual Yield to Worst |
4/9/18 |
BAMLH0A3HYCSYTW |
Securities |
|
|
ICE BofAML US High Yield CCC or Below Total Return Index Value |
4/9/18 |
BAMLHYH0A3CMTRIV |
Index |
|
|
ICE BofAML US High Yield Master II Semi-Annual Yield to Worst |
4/9/18 |
BAMLH0A0HYM2SYTW |
Securities |
|
|
Instantaneous Forward Term Premium 10 Years Hence |
1/18/18 |
THREEFFTP10 |
Securities |
|
|
Interest Rate on Required Reserves |
4/9/18 |
IORR |
Key factors |
|
|
Japan Intervention: Japanese Bank purchases of USD against JPY |
2/9/18 |
JPINTDUSDJPY |
Currencies |
|
|
Kerosene-Type Jet Fuel Prices: U.S. Gulf Coast |
4/4/18 |
DJFUELUSGULF |
Oil and precious metals |
|
|
Long-Term Composite Rate of U.S. Treasury Securities Over 10 years (DISCONTINUED) |
6/30/00 |
DLTBOARD |
Treasury securities |
|
|
Malaysia / U.S. Foreign Exchange Rate |
4/9/18 |
DEXMAUS |
Exchange rate |
|
|
Mexican Intervention: Banco de Mexico Purchase on the USD |
7/1/11 |
MEXINTDUSD |
Currencies |
|
|
Moody's Seasoned Aaa Corporate Bond Minus Federal Funds Rate |
4/9/18 |
AAAFF |
Securities |
|
|
Moody's Seasoned Baa Corporate Bond Minus Federal Funds Rate |
4/9/18 |
BAAFF |
Securities |
|
|
NASDAQ 100 Index |
4/9/18 |
NASDAQ100 |
Index |
|
|
NBER based Recession Indicators for the United States from the Peak through the Period preceding the Trough |
4/9/18 |
USRECDP |
Indicator |
|
|
NBER based Recession Indicators for the United States from the Peak through the Trough |
4/9/18 |
USRECDM |
Indicator |
|
|
No. 2 Heating Oil Prices: New York Harbor |
4/4/18 |
DHOILNYH |
Oil and precious metals |
|
|
Norway / U.S. Foreign Exchange Rate |
4/9/18 |
DEXNOUS |
Exchange rate |
|
|
Number of Issues, with a Maturity Between 21 and 40 Days, Used in Calculating the AA Asset-Backed Commercial Paper Rates |
4/9/18 |
AB2140AAVOL |
Commercial paper |
|
|
OECD based Recession Indicators for Australia from the Peak through the Trough |
10/10/17 |
AUSRECDM |
Indicator |
|
|
OECD based Recession Indicators for Brazil from the Period following the Peak through the Trough |
12/12/17 |
BRARECD |
Indicator |
|
|
OECD based Recession Indicators for Canada from the Peak through the Trough |
12/13/17 |
CANRECDM |
Indicator |
|
|
OECD based Recession Indicators for China from the Peak through the Trough |
12/12/17 |
CHNRECDM |
Indicator |
|
|
OECD based Recession Indicators for Euro Area from the Period following the Peak through the Trough |
12/12/17 |
EURORECD |
Indicator |
|
|
OECD based Recession Indicators for Four Big European Countries from the Peak through the Trough |
12/12/17 |
4BIGEURORECDM |
Indicator |
|
|
OECD based Recession Indicators for France from the Period following the Peak through the Trough |
12/12/17 |
FRARECD |
Indicator |
|
|
OECD based Recession Indicators for Germany from the Period following the Peak through the Trough |
12/12/17 |
DEURECD |
Indicator |
|
|
OECD based Recession Indicators for India from the Period following the Peak through the Trough |
10/10/17 |
INDRECD |
Indicator |
|
|
OECD based Recession Indicators for Indonesia from the Peak through the Trough |
12/12/17 |
IDNRECDM |
Indicator |
|
|
OECD based Recession Indicators for Italy from the Period following the Peak through the Trough |
12/12/17 |
ITARECD |
Indicator |
|
|
OECD based Recession Indicators for Japan from the Peak through the Period preceding the Trough |
12/12/17 |
JPNRECDP |
Indicator |
|
|
OECD based Recession Indicators for Korea from the Period following the Peak through the Trough |
11/9/17 |
KORRECD |
Indicator |
|
|
OECD based Recession Indicators for Major 5 Asia from the Period following the Peak through the Trough |
12/12/17 |
MAJOR5ASIARECD |
Indicator |
|
|
OECD based Recession Indicators for Mexico from the Period following the Peak through the Trough |
12/12/17 |
MEXRECD |
Indicator |
|
|
OECD based Recession Indicators for Norway from the Period following the Peak through the Trough |
12/12/17 |
NORRECD |
Indicator |
|
|
OECD based Recession Indicators for Switzerland from the Period following the Peak through the Trough |
10/10/17 |
CHERECD |
Indicator |
|
|
OECD based Recession Indicators for the United Kingdom from the Peak through the Trough |
12/12/17 |
GBRRECDM |
Indicator |
|
|
OECD based Recession Indicators for the United States from the Peak through the Trough |
12/12/17 |
USARECDM |
Indicator |
|
|
Overnight AA Asset-backed Commercial Paper Interest Rate |
4/9/18 |
RIFSPPAAAD01NB |
Commercial paper |
|
|
Overnight AA Financial Commercial Paper Interest Rate |
4/9/18 |
RIFSPPFAAD01NB |
Commercial paper |
|
|
Overnight Bank Funding Volume |
4/10/18 |
OBFRVOL |
Key factors |
|
|
Overnight London Interbank Offered Rate (LIBOR), British pound |
4/10/18 |
GBPONTD156N |
LIBOR |
|
|
Overnight London Interbank Offered Rate (LIBOR), Canadian Dollar (Discontinued) |
6/7/13 |
CADONTD156N |
LIBOR |
|
|
Overnight London Interbank Offered Rate (LIBOR), EURO |
4/10/18 |
EURONTD156N |
LIBOR |
|
|
Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations |
5/24/17 |
RPONTSYD |
Treasury securities |
|
|
Overnight Reverse Repurchase Agreements: Total Securities Sold by the Federal Reserve in the Temporary Open Market Operations |
4/9/18 |
RRPONTTLD |
Securities |
|
|
Overnight Reverse Repurchase Agreements: Treasury Securities Sold by the Federal Reserve in the Temporary Open Market Operations |
4/9/18 |
RRPONTSYD |
Treasury securities |
Подобные документы
The General Economic Conditions for the Use of Money. Money and Money Substitutes. The Global Money Markets. US Money Market. Money Management. Cash Management for Finance Managers. The activity of financial institutions in the money market involves.
реферат [20,9 K], добавлен 01.12.2006The concept, types and regulation of financial institutions. Their main functions: providing insurance and loans, asset swaps market participants. Activities and basic operations of credit unions, brokerage firms, investment funds and mutual funds.
реферат [14,0 K], добавлен 01.12.2010Тhe balance sheet company's financial condition is divided into 2 kinds: personal and corporate. Each of these species has some characteristics and detail information about the assets, liabilities and provided shareholders' equity of the company.
реферат [409,2 K], добавлен 25.12.2008Example of a bond valuing. Bond prices and yields. Stocks and stock market. Valuing common stocks. Capitalization rate. Constant growth DDM. Payout and plowback ratio. Assuming the dividend. Present value of growth opportunities. Sustainable growth rate.
презентация [748,8 K], добавлен 02.08.2013Economic essence of off-budget funds, the reasons of their occurrence. Pension and insurance funds. National fund of the Republic of Kazakhstan. The analysis of directions and results of activity of off-budget funds. Off-budget funds of local controls.
курсовая работа [29,4 K], добавлен 21.10.2013Federalism and the Tax System. Federal Taxes and Intergovernmental Revenues. Tax Reform. The Progressivity of the Tax System. Political Influences on the Tax System. Main principles of US tax system. The importance of Social Security taxes.
реферат [15,9 K], добавлен 01.12.2006Современный подход к проблеме оценки риска включает два, достаточно различных, дополняющих друг друга, подхода: метод оценки величины под риском VAR (Value At Risk) и метод анализа чувствительности портфеля к изменениям параметров рынка (Stress or Sensiti
реферат [31,1 K], добавлен 17.04.2005Методы и показатели оценки ликвидности. Разделение актива и пассива баланса по степени ликвидности. Абсолютные и относительные показатели ликвидности. Повышение ликвидности за счет автоматизации бюджетирования и с помощью продуктов Cash Management.
дипломная работа [2,6 M], добавлен 26.06.2017History of formation and development of FRS. The organizational structure of the U.S Federal Reserve. The implementation of Monetary Policy. The Federal Reserve System in international sphere. Foreign Currency Operations and Resources, the role banks.
реферат [385,4 K], добавлен 01.07.2011Capital Structure Definition. Trade-off theory explanation to determine the capital structure. Common factors having most impact on firm’s capital structure in retail sector. Analysis the influence they have on the listed firm’s debt-equity ratio.
курсовая работа [144,4 K], добавлен 16.07.2016Study credit channel using clustering and test the difference in mean portfolio returns. The calculated debt-to-capital, interest coverage, current ratio, payables turnover ratio. Analysis of stock market behavior. Comparison of portfolios’ performances.
курсовая работа [1,5 M], добавлен 23.10.2016Theoretical aspects of accumulation pension system. Analysis of current status and development of accumulative pension system in Kazakhstan. Ways to improve the pension system and enhancing its social significance accumulative pension fund provision.
курсовая работа [1,1 M], добавлен 06.11.2013Changes in the legal regulation of the clearing, settlement system of securities in Ukraine aimed at harmonizing Ukrainian securities legislation with European and international regulatory standards. Netting regulation in Ukraine. Concepts of securities.
статья [23,2 K], добавлен 19.09.2017Factors, the causes and consequences of dollarization for Post-Soviet Union countries. Methods of calculation of deposit interest rates. The estimated exchange rate coefficient encompasses two effects: dollar appreciation and foreign exchange operations.
курсовая работа [669,0 K], добавлен 23.09.2016The Swiss tax system. Individual Income Tax. Income from capital gains. Procedure for taxation of income from capital gains. Distribution of shares in the capital. Tax at the source. The persons crossing the border. Lump-sum taxation. The gift tax.
реферат [14,1 K], добавлен 21.06.2013Solving the problem of non-stationary time series. Estimating nominal exchange rate volatility ruble/dollar by using autoregressive model with distributed lags. Constructing regressions. Determination of causality between aggregate export and volatility.
курсовая работа [517,2 K], добавлен 03.09.2016The stock market and economic growth: theoretical and analytical questions. Analysis of the mechanism of the financial market on the efficient allocation of resources in the economy and to define the specific role of stock market prices in the process.
дипломная работа [5,3 M], добавлен 07.07.2013Features of financial planning in June. Summary and objectives of the financial plan in August. Of the Financial Planning business in Ukraine. Role of financial management of enterprises. Improving financial planning in modern business environment.
курсовая работа [28,4 K], добавлен 11.05.2011Business as a combination of types of activities: production, distribution and sale, obtaining economic profit. Basic types and functions of banks. The principle of equilibrium prices and financial management. The use of accounting in the organization.
контрольная работа [17,8 K], добавлен 31.01.2011Financial position of the "BTA Bank", prospects, business strategy, management plans and objectives. Forward-looking statements, risks, uncertainties and other factors that may cause actual results of operations; strategy and business environment.
презентация [510,7 K], добавлен 17.02.2013
