Return correlations for the major asset classes have fallen sharply so far in 2025. The median pairwise correlation across a set of ETF proxies for global market for daily returns over the trailing ...

This article was written by Bloomberg Intelligence Chief Equity Strategist Gina Martin Adams and Equity Strategist Gillian Wolff. It appeared first on the Bloomberg Terminal. The links between global ...

As global financial markets become increasingly interconnected, accurately modelling correlations between assets is essential. Traditional models often assume static correlations, which fail to ...

We develop a new algorithm that allows us to compute pairwise-correlation sensitivities in a Monte Carlo framework by modifying only one trajectory at a time, resulting in a significant decrease in ...