Correlation with equity benchmarks hits highest in at least five years, raising concerns over performance during downturns ...
The problem for investors is that correlations typically decline as a bull market matures The S&P 500 is on course for its worst month since September 2023, as the Trump tariff turmoil meets fretting ...
Our results indicate inflation is a strong driver of the higher correlation in asset returns, even if the relationship is non-linear, with the non-linearity evident when inflation moves above Fed ...
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