Modern portfolio theory emphasizes investing in uncorrelated assets to earn higher returns for a given level of risk. At current yields, bonds should offer returns that aren't highly correlated to ...

We find that the Digital Assets Bitcoin and Ethereum show variable correlation of return coefficients with traditional assets, but these increased sharply with risk-on assets, like equities, after the ...

We develop a new method for generating dynamics of conditional correlation matrices of asset returns. These correlation matrices are parameterized by a subset of their partial correlations, whose ...

The below is an excerpt from a recent edition of Bitcoin Magazine PRO, Bitcoin Magazine’s premium markets newsletter. To be among the first to receive these insights and other on-chain bitcoin market ...