System Of Equations, Generalized Linear Model, Linear Regression, Covariance Matrix, Kronecker Product.
negative 0.05%! One way to look at this situation is that by investing in the 3-month T-bill, you are willing to pay a premium of .05% to the US government for protecting your capital during that particular 3-month period. Getting back to Eq (1), the term r_mt is the return at time t on investing