Regression beta- Nominal vrs Real

N

NNath

Active Member
Hi @David Harper CFA FRM, If the beta is the slope of the line in the figure rise over run Nominal over Real.

tuckman-png.539


Why does the formula says like -F^R*DV01^R / F^N*DV01^N, Real/Nominal = beta. Is it because of the -ve sign.
 

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