Our results indicate inflation is a strong driver of the higher correlation in asset returns, even if the relationship is non-linear, with the non-linearity evident when inflation moves above Fed ...

Recurrence formulae for the density function and the probability integral of the multiple correlation coefficient from a normal sample are obtained. When the number of independent variates is odd ...

Canonical correlation was developed by Hotelling (1935, 1936). Its application is discussed by Cooley and Lohnes (1971), Kshirsagar (1972), and Mardia, Kent, and Bibby (1979). It is a technique for ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

Bitcoin is not like equities because the correlation declines to annual lows. Support for the multi-year trendline exists even after a correction of 36 percent as the stocks surge to new heights.