The US currency has also risen this February, adding 2.6% on its trade-weighted Dollar Index and gaining for the first month since September's fresh 2-decade highs against the rest of the world's major currencie
Suppose we're analyzing the correlation between theS&P 500 indexand a tech stock over the past year, using daily returns. Most days, the stock moves similarly to the broader market, with returns ranging between -2% and +2%. However, one day the following occurs: S&P 500 return: +0.5% Te...
The name Cable comes from the fact that in the 19th century the exchange rate between the US dollar and the British pound was transmitted across the Atlantic by a large cable that ran across the ocean floor between the two countries. AUD/USD, we call Aussie, NZD/USD, is called Kiwi. ...
the few literatures on the effect of EPU on cross-asset correlations by attempting to solve the following questions: First, in terms of the EPU and MPU originating from both the US and China, do they have significant impacts on time-varying correlations between oil-, gold- and stock ...
Further, the correlations between stock index returns of Greece and Spain, France, Ireland, Netherlands are significantly increased by Greek sovereign credit rating downgrade announcements.The second part of this dissertation examines the correlations of gold, dollar and U.S. stock returns over 2001 ...
gold as a hedge for equity markets. The empirical results reveal that the dynamic conditional correlations switch between positive and negative values over the period under study. These correlations are low to negative during the major financial crises suggesting that gold can act as asafe haven...
Correlation studies on interpersonal confidence and personality characteristic of college students 大学生人际信任与人格特征的相关研究 www.ilib.cn 9. Correlation Studies Between Index of Average Energy Level for Valence Electron and the Physicochemical Properties of Lanthanides 价电子平均能级指数与镧系元素理化...
They show that the speculative activity of hedge funds who trade actively in both equity and commodity future markets has explanatory power for the correlation between stocks and commodities, but that hedge fund activity is lower during periods of market stress. Hedge funds may have provided ...
In constructing portfolio weights between two assets, wij,t is the weight of the first asset in a one dollar portfolio of two assets (asset i, asset j) at time t, hij,t is the conditional covariance between assets i and j and hjj,t is the conditional variance of asset j. The weight...
Overview of the crypto market, a quick read on the weekly rise and fall of popular coins/fund flows in sectors; Inflow and outflow situation of spot ETF funds; The correlation between Bitcoin and the S&P 500 index has dropped to zero; Key macro events and economic data forecasts for this...