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Financial Correlations
Results: 66

#	Item
11	Security Analysts Journal Vol.43 No.9 September 2005 Security Analysts Journal Prize 2005 Factors Driving Correlations Between Fixed Income and Equity Returns Add to Reading List Source URL: www.saa.or.jp Language: English - Date: 2009-03-17 20:33:32 Financial markets Financial ratios Fixed income market Mathematical finance Interest rates Inflation Yield curve Interest Risk premium Economics Financial economics Finance
12	Hong Kong University of Science and Technology Add to Reading List Source URL: www.bm.ust.hk Language: English - Date: 2007-12-03 23:19:45 Financial economics Econometrics Autoregressive conditional heteroskedasticity Time series analysis Stochastic volatility Volatility Time series Robert F. Engle Financial Correlations Mathematical finance Economics Statistics
13	SVERIGES RIKSBANK WORKING PAPER SERIES 168 Is Firm Interdependence Add to Reading List Source URL: www.riksbank.se Language: English - Date: 2004-09-09 09:39:40 Economics Credit risk Loss given default Diversification Default Probability of default Financial Correlations Modern portfolio theory Financial economics Finance Financial risk
14	Microsoft Word[removed]The effect of unstable correlations on portfolio diversification.docx Add to Reading List Source URL: www.schroders.com Language: English - Date: 2014-09-11 06:52:47 Investment Finance Diversification Asset allocation Inflation Investment management Deflation Rate of return Economics Financial economics Financial risk
15	egu_logo_without_circle_grey Add to Reading List Source URL: www.hydrol-earth-syst-sci.net Language: English - Date: 2014-12-04 03:26:20 Actuarial science Copula Covariance and correlation Univariate Joint probability distribution Probability distribution Correlation and dependence Financial Correlations Multivariate Student distribution Statistics Statistical dependence Multivariate statistics
16	CDS index tranches and the pricing of credit risk correlations - BIS Quarterly Review, part 7, March 2005 Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-04-04 18:00:00 Structured finance Mortgage-backed security Fixed income securities United States housing bubble Bonds Collateralized debt obligation Credit default swap Single-tranche CDO Credit derivative Financial economics Finance Investment
17	20071001_20080530_nLimitOrderIntraday.eps Add to Reading List Source URL: arxiv.org Language: English - Date: 2013-12-21 04:38:54 Economics Statistical mechanics Heterodox economics Stochastic processes Econophysics Stylized fact Volatility Financial Correlations Power law Mathematical finance Statistics Science
18	Correlations across Asia-Pacific bond markets and the impact of capital flow measures Add to Reading List Source URL: www.bis.org Language: English - Date: 2014-12-08 11:24:00 National accounts Financial crises Fixed income market Stock market crashes Bond Capital control Asset allocation Balance of payments Capital account Economics Macroeconomics International economics
19	Municipal Bond Hedging Hedge Municipal Bonds Using Eris Swap Futures Efficient execution, low margins and high correlations make Eris Swap Futures an attractive hedging instrument for Municipal Bonds Add to Reading List Source URL: www.erisfutures.com Language: English - Date: 2014-08-22 14:53:17 Hedge Interest rate swap Futures contract Swap Dodd–Frank Wall Street Reform and Consumer Protection Act Financial economics Finance Financial system
20	NBER WORKING PAPER SERIES COMMON FAILINGS: HOW CORPORATE DEFAULTS ARE CORRELATED Sanjiv Das Darrell Duffie Add to Reading List Source URL: www.nber.org Language: English - Date: 2006-01-19 09:39:18 Credit Default Poisson process Statistical power Financial Correlations Statistics Stochastic processes Debt

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