Macroeconomics
What is the core inflation index called
What is the CPI
What is the term for the risk that a borrower will not repay a loan
What is credit risk?
Which investment bank filed for bankruptcy in September 2008, triggering a global liquidity crisis?
Lehman Brothers
What assumption is violated if Var(u|X) is not constant?
Heteroskedasticity
What is the acronym of the Toronto Stock Exchange?
TSX
What is the term for when the government spending raises interest rates and reduces private investment
What is the profit from small price differences of the same asset across markets.
What is arbitrage
Which cryptocurrency exchange failed in 2022 after misuse of customer funds, becoming one of the largest frauds in crypto history?
FTX
Most common single test to tell multicollinearity
What is VIF
Which country experienced massive deflation and stagnation in the 90's causing it to be termed the "Lost Decade"
What is Japan
What is the current Canadian overnight interest rate?
What is 2.25%
On which statement is accounts recievable
What is Balance Sheet
Which energy trading company collapsed in 2001 after hiding massive losses through off balance sheet entities, leading to one of the largest bankruptcies in US history?
Enron
What is the term for correlation with the error term
What is endogeneity.
What is the name of the act passed in 2010 to increase regulation in response to the 2007/8 financial crisis?
What is Dodd-Frank?
What is the macro idea that says in the long run, output is driven by technology rather than capital accumulation alone?
What is the Solow Model
In an M&A deal, if the acquiring company’s earnings per share increases after the acquisition, the deal is considered what?
What is accretive?
What 2008 US government sponsored mortgage entities were placed into conservatorship during the financial crisis?
Fannie Mae and Freddy Mac
What is the short formula for the OLS slope coefficient Beta in a simple regression
B1 = Cov(X,Y) / Var(X)
Which Federal Reserve Chair is credited with ending the Great Inflation by sharply tightening monetary policy in the early 1980s and later lent his name to a major post 2008 banking regulation restricting proprietary trading?
Who is Volcker.
What is the GDP formula?
What is Y = C + I + G + NX
What is the return earned above the risk free rate per unit of volatility?
What is Sharpe.
Which country's sovereign debt default in 1998 triggered a global flight to safety and contributed to the LTCM collapse?
What is a Russian Financial Crisis
When the Gauss Markov assumptions hold, OLS is known as BLUE. What does BLUE stand for?
Best Linear Unbiased Estimator
Name two of the three firms which are collectively referred to as the Big Three credit rating agencies?
Moodys, S&P, and Fitch.