, inflation, unemployment, foreign direct investment and exchange rate. Correlation analyses and regression analyses were done …

for the returns to the Vanilla contract, translated into dollars, and the dollar/Yen returns. This correlation is …

, captured by the correlation matrix, and a higher order component. When these higher order terms are characterised by increased … correlation in bear or bull markets, the effectiveness of diversification strategies is reduced. To the extent that an investor is … that the joint return distribution may be described by an infinite number of higher order co-moments. Correlation (and …

companies in Australia. We establish that a strong correlation exists between the ranking orders of large and small companies …

correlation analysis and factor analysis statistical tools were used for the research. …

.e. mean, median, variation range, standard deviation, coefficient of variation, skewness, kurtosis, and correlation analysis … to find out the association between the variables. The results of this paper describe a small negative correlation …