Список проголосовавших за комментарий "Андрей Шмелев,<br/> <a href="/r.php?u=http%3A%2F%2Fwww.finvex.com%2Fimages%2Fpdf%2Ffinvex_wp_5%2520final.pdf&s=735791150">www.finvex.com/images/pdf/finvex_wp_5%20final.pdf</a><br/> <br/> We consider 13 economic factors that we have grouped into six categories:<br/> 1. Activity: EU GDP growth, industrial production growth and the economic sentiment index as<br/> published by the European Commission;<br/> 2. Inflation: consumer prices and commodity prices;<br/> 3. Interest rate: real interest rate and slope of the yield curve;<br/> 4. Currency: percentage changes real effective exchange rate;<br/> 5. Credit risk: EU corporate Baa-AA bonds spread, US corporate Baa-AA bonds spread, TED spread;<br/> 6. Market risk: Implied Volatility S&P 500 (VIX) and DAX (VDAX).<br/> <br/> Самые сильные 1,2 и 6.<br/> "