Cross-asset correlation in stressed markets
Do assets that normally diversify begin to fall together in weeks when equities drop sharply?
CSV 다운로드
샘플 JSON
사양 JSON
샘플 기준일
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: Stock proxy
- 0.25
- Lowest item: Gold proxy
- 0.15
- Average
- 0.2
- Number of items
- 4 items
Stress-period correlation
Return correlation in stress sample (-1 to 1) (매트릭스)
Full-sample correlation
Stress-week observations (weeks) (막대)
Event weeks and sample size
Return correlation in stress sample (-1 to 1) and Stress-week observations (weeks) (표)
샘플 데이터 행
| Asset proxy pair | Return correlation in stress sample (-1 to 1) | Stress-week observations (weeks) | Data date (sample) |
|---|---|---|---|
| Stock proxy | 0.25 | 83.1 | 2026-10-16 |
| Government bond proxy | 0.22 | 84.6 | 2026-10-16 |
| Gold proxy | 0.15 | 91.7 | 2026-10-16 |
| Credit bond proxy | 0.16 | 100 | 2026-10-16 |