that characterize long-term correlation patterns. We associate such term behavior with low frequency economic variables … improves the empirical fit of equity correlations in the US and correlation forecasts at long horizons. -- Factor models ; Low … frequency volatilities and correlations ; Dynamic conditional correlation ; Spline-GARCH ; Idiosyncratic volatility ; Long …

This article examines whether there is a correlation between the government bond markets of Asian countries and those … Kong, Singapore and Thailand correlate with US government bond yields, and whether bonds in these Asian countries are … substantiate that there is indeed a correlation between Asian and US bond markets, and that ADB bond issuance in local markets can …

successfully replicates (1) the volatility of stock prices and (2) the positive correlation between the price dividend ratio and …