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90-percent confidence contours asset prices asset returns assumption Bankers Trust bivariate normal distribution bivariate normal random Bloomberg bond and foreign Bond Prices bootstrap calculation conditional variance confidence intervals contagion correlation coefficient correlations and volatilities correlations between asset correlations between returns daily returns distribution of asset distribution of returns dollar-yen empirical equation equity prices EVALUATING CORRELATION BREAKDOWNS Federal Reserve System Finance Discussion Papers financial markets Forbes and Rigobon foreign exchange returns government bonds high volatility i.i.d. bivariate normal in-sample correlations increase in correlation interest rate International Finance Discussion interval of data joint distribution Jonathan H linear regression link between volatility market risk measured correlations Mexican peso monetary policy makers normal random variables noted observations pairs of asset periods of high PERIODS OF MARKET population value portfolio quarterly correlations relationship between asset relationship between volatility result risk management RiskMetrics sampling correlation stress testing Theorem Var(x variances and correlations volatility and correlation within-quarter variance