Trade uncertainty impact on stock-bond correlations: Insights from conditional correlation models

By Demetrio Lacava, Edoardo Otranto

Published 2026-01-29

Everscope rating

1320.9

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Two-step GARCH-based Conditional Correlation Framework. Problem types: Time Series Forecasting, Risk Management, Portfolio Optimization.

arXiv:2601.21447 · Paper rankings

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