comovement

comovement
the correlated or similar movement of two or more entities.

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  • Comovement — übereinstimmende, gleichgerichtete Bewegung unterschiedlicher ökonomischer Zeitreihen im Konjunkturverlauf. Beispiel: ⇡ Bruttoinlandsprodukt und seine Komponenten …   Lexikon der Economics

  • Albrecht Ritschl (Wirtschaftshistoriker) — Albrecht Ritschl (* 1959 in München) ist ein deutscher Wirtschaftshistoriker. Inhaltsverzeichnis 1 Leben 2 Thesen 3 Schriften 4 Weblinks …   Deutsch Wikipedia

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  • Menachem Brenner — is a Professor of Finance and a Bank and Financial Analysts Faculty Fellow at New York University Stern School of Business. He teaches a course in options and futures, along with an introduction to finance course. Professor Brenner also teaches… …   Wikipedia

  • Justin Wolfers — ist ein US amerikanisch australischer Ökonom. Er ist Professor für Betriebswirtschaftslehre und Public Policy an der Wharton School der University of Pennsylvania in Philadelphia. Inhaltsverzeichnis 1 Leben 2 Arbeit 2.1 …   Deutsch Wikipedia

  • beta — A measure correlating stock price movement to the movement of an index. Beta is used to determine the number of contracts required to hedge with stock index futures or futures options. The CENTER ONLINE Futures Glossary A Greek letter used by… …   Financial and business terms

  • covariance — A measurement of the relationship between two variables. The arithmetic mean of the products of the deviations of corresponding values of two quantitative variables from their respective means. American Banker Glossary A statistical measure of… …   Financial and business terms

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