Return correlations for the major asset classes have fallen sharply so far in 2025. The median pairwise correlation across a set of ETF proxies for global market for daily returns over the trailing ...

As global financial markets become increasingly interconnected, accurately modelling correlations between assets is essential. Traditional models often assume static correlations, which fail to ...

This article was written by Bloomberg Intelligence Chief Equity Strategist Gina Martin Adams and Equity Strategist Gillian Wolff. It appeared first on the Bloomberg Terminal. The links between global ...

This paper shows that care needs to be taken when making statements on potential links between correlation and coskewness. Specifically, we show that it is possible to observe any possible values of ...

Cox model marginal survivor function and pairwise correlation models are specified for a multivariate failure time vector. The corresponding mean and covariance structure for the cumulative baseline ...

Investors aren’t as diversified as they think. Hedge fund strategies that would normally be differentiated from each other are loading up on the same risks, even though their investment objectives are ...

Sankhyā: The Indian Journal of Statistics, Series B (2008-), Vol. 78, No. 1 (May 2016), pp. 1-38 (38 pages) It is well known that the autocorrelations among responses play a significant role in time ...