This paper constructs a new credit correlation model based on asset correlation.
本文提出新的建立于资产相关性之上的信用相关性模型。
Mr Haldane finds that both volatility and correlation between asset classes have increased in tandem with volume.
H发现震荡和资产等级间的关联随交易量同步增大。
The literature concerning the financial crises shows that asset price volatility and banking fragility have strong correlation.
有关金融危机的理论研究表明,资产价格波动与银行脆弱性之间存在很强的相关性。
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