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- Fri Aug 19, 2011 2:02 pm
- Forum: Econometric Discussions
- Topic: "Sticky" Cash Flows?
- Replies: 0
- Views: 1559
"Sticky" Cash Flows?
Hey guys, I'm running a regression with cash flows in/out of a fund as my dependent variable and the S&P 500 and the VIX index as my independent variables. As part of my analysis, I would like to see if cash flows are sticky. My box-jenkins model states that when the VIX increases, cash flows po...