closely related to the correlation between the value of the hedge and the value of the pension liability. The key contribution … of this paper is to show how correlation and, therefore, hedge effectiveness can be broken down into contributions from a … number of distinct types of risk factor. Our decomposition of the correlation indicates that population basis risk has a …

The correlation analysis was conducted on dynamic of GDP and company failure rate for Poland, Europe and USA for the … period 2003-2011; it was found a negative correlation. An analysis was undertaken for the relation between the rate of … significant correlation was observed. An alternative significant variable was pointed out for a linear regression model. Results …

approaches to risk modeling, the discussed approach for dynamic risk modeling doesn't ignore causation in favor of correlation … induces a negative correlation among default realizations and reveals ex ante dangerous risk concentrations with the clear …

using the regression and correlation method. The results prove that modern agriculture cannot exist in a rudimentary economy …

behavior of each component of total risk, in their correlation patterns and thus in their contribution to aggregate risk …

analyzed annual data on government spending in compliance with the COFOG international standard. We use cross-correlation on … spending functions. The lowest correlation coefficient (0.06) was found for recreation, culture and religion and the highest …