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GARCH-DCC CORRELATION PLOT BETWEEN EQUITY INDICES

Average Correlation for Friday, December 14, 2018: 0.32% (0.00)
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Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

Equity Indices Conditional Correlation Graph

Dataset Series

The Equity Indices dataset contains the series:
  • Budapest Stock Exchange Budapest Stock Index
  • CAC 40 Index
  • Deutsche Boerse AG German Stock Index DAX
  • Dow Jones South Africa Index
  • FTSE 100 Index
  • FTSE MIB Index
  • Ibovespa Brasil Sao Paulo Stock Exchange Index
  • Karachi Stock Exchange KSE100 Index
  • Korea Stock Exchange KOSPI Index
  • Nikkei 225
  • S&P 500 Index
  • S&P BSE SENSEX Index
  • S&P/ASX 200
  • Warsaw Stock Exchange WIG Total Return Index