Shifting Correlations: How Trade Policy Uncertainty Alters stock-T bill Relationships

By Demetrio Lacava

Published 2026-03-26

Everscope rating

1813.9

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

3 / 5

About this paper

Methodology: GJR-DCC-X (Augmented Dynamic Conditional Correlation with Exogenous Variables). Problem types: Time Series Forecasting, Risk Management, Portfolio Optimization, Structural Break Detection, Causal Inference.

arXiv:2603.25285 · Paper rankings

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