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GARCH-DCC CORRELATION PLOT BETWEEN ASSET CLASSES

Average Correlation for Friday, December 14, 2018: 0.03% (0.00)
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Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

Asset Classes Conditional Correlation Graph

Dataset Series

The Asset Classes dataset contains the series:
  • Barclays US Agg. Credit BAA
  • Barclays US Agg. Government
  • CBOE Volatility Index
  • Deutsche Bank Currency Returns Index
  • Gold Spot
  • iShares Cohen & Steers REIT ETF
  • iShares Global Energy ETF
  • iShares MSCI EAFE ETF
  • iShares MSCI Emerging Markets ETF
  • Russell 2000 Index
  • S&P 500 Index
  • United States Dollar Index