COVARIANCE
Measure of the degree in which returns on two assets moving in tandem. A positive covariance signals the asset returns glide together. Conversely, a negative covariance indicates the returns move inversely. One way of computing covariance is by looking at return surprises in every scenario. Another is by multiplying the correlation between two variables by the standard deviation of each.
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Subprime Meltdown
Situation which affected the mortgage industry in 2007 because of approving individuals with poor credit rating. The housing boom in mid-2000s and ...
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ECONOMIC CALENDAR
| Time | Country | Indices | Period |
|---|---|---|---|
| 06:30 | Industrial Production | Jul | |
| 08:30 | Producer & Import Prices | Aug | |
| 11:01 | New Yuan Loans | Aug | |
| 14:30 | Consumer Price Index | Aug | |
| 14:30 | Consumer Price Index Core | Aug | |
| 14:30 | Common Core CPI | Aug | |
| 14:30 | Trimmed Core CPI | Aug | |
| 14:30 | Median Core CPI | Aug | |
| 14:30 | Manufacturing Shipments | Jul |


