At the moment I have a multiple regression with 2 variables and and interaction term.
y = exchange rate changes
x1 = macroeconomic news surprises
x2 = speculative net positions
x3 = macroeconomic news surprises*speculative net positions
My question is: Do net positions affect...
I'm doing a research on 3 variables, exchange rates, macroeconomic news and net speculative positions.
So far I have a regression with exchange rates changes being the dependent variable, news and positions being the independent variables. The exchange rate changes are measures in a...