• Financial correlations measure the relationship between the changes of two or more financial variables over time. For example, the prices of equity stocks...
    28 KB (4,159 words) - 19:47, 4 June 2025
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    values at points for which there are no observations. Correlation functions used in astronomy, financial analysis, econometrics, and statistical mechanics...
    6 KB (913 words) - 18:38, 27 April 2024
  • Thumbnail for Cross-correlation
    In signal processing, cross-correlation is a measure of similarity of two series as a function of the displacement of one relative to the other. This...
    26 KB (4,083 words) - 05:53, 30 April 2025
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    CDOs, Copulas, Correlations and dynamic Models. Wiley. Geithner, Timothy F. (June 9, 2008). "Reducing Systemic Risk in a Dynamic Financial System". Federal...
    251 KB (26,150 words) - 04:07, 10 June 2025
  • finance, correlation trading is a strategy in which the investor gets exposure to the average correlation of an index. The key to correlation trading is...
    5 KB (616 words) - 04:25, 25 May 2025
  • small or even negative correlations[citation needed] suddenly starting moving in the same direction causing severe financial stress to market participants...
    19 KB (3,337 words) - 07:24, 12 May 2025
  • Thumbnail for Yamashita's gold
    (Emperor's Gold Nugget (5) ... "Golden Yuri" and International Financial Correlation Chart), (in Japanese) June 30, 2009 天皇の金塊(6)...「金の百合」とゴールド・カルテル...
    28 KB (3,421 words) - 17:16, 3 May 2025
  • A correlation swap is an over-the-counter financial derivative that allows one to speculate on or hedge risks associated with the observed average correlation...
    2 KB (334 words) - 08:15, 19 March 2024
  • random matrix theory, which can be used to identify the noise in financial correlation matrices. One paper has argued that this technique can improve the...
    29 KB (3,239 words) - 01:35, 24 May 2025
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    error, causing a rise in the correlation of a regression. Let V {\displaystyle {\mathcal {V}}} is the set of financial assets and p v ( t ) {\displaystyle...
    35 KB (5,053 words) - 22:09, 17 April 2025
  • In probability theory and statistics, partial correlation measures the degree of association between two random variables, with the effect of a set of...
    24 KB (3,782 words) - 08:17, 28 March 2025
  • A stock correlation network is a type of financial network based on stock price correlation used for observing, analyzing and predicting the stock market...
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    activity, the analysis is based on partial correlations. In simple words, the partial (or residual) correlation is a measure of the effect (or contribution)...
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  • Financial stability is the absence of system-wide episodes in which a financial crisis occurs and is characterised as an economy with low volatility....
    9 KB (1,216 words) - 06:44, 19 October 2024
  • Thumbnail for Diversification (finance)
    parity is the special case of correlation parity when all pair-wise correlations are equal. One simple measure of financial risk is variance of the return...
    30 KB (4,329 words) - 23:47, 29 May 2025
  • LTCM case highlighted the hidden correlations inherent in financial networks. In the case of LTCM, financial correlations were much higher than expected...
    9 KB (1,049 words) - 05:52, 4 June 2025
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    group have some special property, rather than just coincidence as in correlation "proves" causality. The parapsychology researcher Joseph Banks Rhine...
    26 KB (3,037 words) - 16:50, 1 June 2025
  • Thumbnail for Financial market
    A financial market is a market in which people trade financial securities and derivatives at low transaction costs. Some of the securities include stocks...
    36 KB (4,422 words) - 15:23, 16 May 2025
  • Thumbnail for Non-bank financial institution
    research suggests a high correlation between a financial development and economic growth. Generally, a market-based financial system has better-developed...
    16 KB (2,064 words) - 12:09, 9 June 2025
  • Financial economics is the branch of economics characterized by a "concentration on monetary activities", in which "money of one type or another is likely...
    125 KB (11,978 words) - 05:42, 25 May 2025
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    personnel. Whether this is statistically correct or a self-fulfilling correlation remains under debate. Another example is the use of actuarial models...
    33 KB (3,808 words) - 10:10, 25 May 2025
  • the managers of these firms [investment funds] have figured out the correlations between the various instruments they hold and believe they are hedged...
    90 KB (11,344 words) - 00:42, 5 June 2025
  • Thumbnail for Subprime mortgage crisis
    mortgage crisis was a multinational financial crisis that occurred between 2007 and 2010, contributing to the 2008 financial crisis. It led to a severe economic...
    307 KB (35,293 words) - 05:43, 7 June 2025
  • Thumbnail for Corruption Perceptions Index
    highly significant correlation with the real gross domestic product per capita (RGDP/Cap); the Corruption Perceptions Index correlation with RGDP/Cap was...
    64 KB (3,409 words) - 12:04, 9 June 2025
  • between securities is not measurable using correlation"; in other words, "anything that relies on correlation is charlatanism." Li himself apparently understood...
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  • changes in observed correlations on index tranches caused very large scale buying of CDS protection by swaps dealers during the 2008 financial crisis, increasing...
    11 KB (1,442 words) - 11:34, 4 May 2025
  • Thumbnail for Offshore financial centre
    financial services exports data. By September 2007, the definition of an OFC from the most cited academic paper on OFCs, showed a strong correlation with...
    73 KB (8,669 words) - 13:35, 10 April 2025
  • vision for a club. With ample academic evidence that there is a clear correlation between squad wages and points won – something which is obvious to owners...
    52 KB (6,573 words) - 21:37, 26 May 2025
  • Financial sector development in developing countries and emerging markets is part of the private sector development strategy to stimulate economic growth...
    13 KB (1,381 words) - 20:19, 27 May 2025
  • Peter Lynch, and Benjamin Graham since, in the long run, there is a high correlation between the stock market and economic growth. According to the efficient-market...
    5 KB (626 words) - 13:14, 22 February 2025