94.119.64.34: Created page with "Date: Feb-21 {| class="wikitable" !Country !Std deviation in Equities (weekly) !σ_Bond !σ_Equity/ σ_Bond !σ (CDS) !CDS !CV(CDS) !σ_Equity/ σ_CDS |- |Algeria |NA |NA |NA |0.17% |1.10% |15.45% |NA |- |Angola |NA |NA |NA |0.68% |7.50% |9.07% |NA |- |Argentina |53.16% |NA |NA |3.70% |19.55% |18.93% |2.81 |- |Bahrain |12.76% |NA |NA |0.45% |3.18% |14.15% |0.90 |- |Bangladesh |13.55% |NA |NA |NA |NA |NA |NA |- |Bosnia |..."

2022-10-08T18:56:39Z

Created page with "Date: Feb-21 {| class="wikitable" !Country !Std deviation in Equities (weekly) !σBond !σEquity/ σBond !σ (CDS) !CDS !CV(CDS) !σEquity/ σCDS |- |Algeria |NA |NA |NA |0.17% |1.10% |15.45% |NA |- |Angola |NA |NA |NA |0.68% |7.50% |9.07% |NA |- |Argentina |53.16% |NA |NA |3.70% |19.55% |18.93% |2.81 |- |Bahrain |12.76% |NA |NA |0.45% |3.18% |14.15% |0.90 |- |Bangladesh |13.55% |NA |NA |NA |NA |NA |NA |- |Bosnia |..."

New page

Date: Feb-21
{| class="wikitable"
!Country
!Std deviation in Equities (weekly)
!σBond
!σEquity/ σBond
!σ (CDS)
!CDS
!CV(CDS)
!σEquity/ σCDS
|-
|Algeria
|NA
|NA
|NA
|0.17%
|1.10%
|15.45%
|NA
|-
|Angola
|NA
|NA
|NA
|0.68%
|7.50%
|9.07%
|NA
|-
|Argentina
|53.16%
|NA
|NA
|3.70%
|19.55%
|18.93%
|2.81
|-
|Bahrain
|12.76%
|NA
|NA
|0.45%
|3.18%
|14.15%
|0.90
|-
|Bangladesh
|13.55%
|NA
|NA
|NA
|NA
|NA
|NA
|-
|Bosnia
|15.69%
|NA
|NA
|NA
|NA
|NA
|NA
|-
|Botswana
|2.91%
|NA
|NA
|NA
|NA
|NA
|NA
|-
|Brazil
|45.37%
|26.62%
|1.70
|0.38%
|2.15%
|17.67%
|2.57
|-
|Bulgaria
|19.80%
|5.37%
|3.69
|0.43%
|0.70%
|61.43%
|0.32
|-
|Cameroon
|NA
|NA
|NA
|0.34%
|5.87%
|5.79%
|NA
|-
|Chile
|35.37%
|31.58%
|1.12
|0.31%
|0.90%
|34.44%
|1.03
|-
|China
|25.06%
|NA
|NA
|0.51%
|0.56%
|91.07%
|0.28
|-
|Colombia
|37.17%
|31.13%
|1.19
|0.41%
|1.52%
|26.97%
|1.38
|-
|Costa Rica
|19.85%
|NA
|NA
|0.39%
|6.13%
|6.36%
|3.12
|-
|Croatia
|22.53%
|NA
|NA
|0.35%
|1.28%
|27.34%
|0.82
|-
|Cyprus
|19.12%
|4.83%
|3.96
|0.49%
|1.19%
|41.18%
|0.46
|-
|Czech Republic
|25.16%
|4.64%
|5.42
|0.43%
|0.51%
|84.31%
|0.30
|-
|Egypt
|25.49%
|NA
|NA
|0.37%
|4.08%
|9.07%
|2.81
|-
|El Salvador
|NA
|NA
|NA
|0.50%
|7.78%
|6.43%
|NA
|-
|Estonia
|20.67%
|NA
|NA
|0.52%
|0.70%
|74.29%
|0.28
|-
|Ghana
|12.93%
|NA
|NA
|0.54%
|5.08%
|10.63%
|1.22
|-
|Greece
|43.44%
|26.37%
|1.65
|0.33%
|1.61%
|20.50%
|2.12
|-
|Guatemela
|NA
|NA
|NA
|0.27%
|2.15%
|12.56%
|NA
|-
|Hungary
|29.53%
|31.76%
|0.93
|0.22%
|0.94%
|23.40%
|1.26
|-
|India
|33.13%
|10.74%
|3.08
|0.38%
|1.24%
|30.65%
|1.08
|-
|Indonesia
|27.23%
|13.94%
|1.95
|0.41%
|1.28%
|32.03%
|0.85
|-
|Iraq
|NA
|NA
|NA
|0.47%
|6.98%
|6.73%
|NA
|-
|Israel
|26.63%
|47.43%
|0.56
|0.32%
|0.77%
|41.56%
|0.64
|-
|Italy
|33.16%
|15.55%
|2.13
|0.35%
|1.43%
|24.48%
|1.35
|-
|Jamaica
|8.81%
|NA
|NA
|NA
|NA
|NA
|NA
|-
|Jordan
|9.77%
|NA
|NA
|NA
|NA
|NA
|NA
|-
|Kazakhastan
|NA
|NA
|NA
|0.32%
|0.99%
|32.32%
|NA
|-
|Kenya
|19.39%
|NA
|NA
|0.34%
|4.06%
|8.37%
|2.32
|-
|Kuwait
|28.60%
|NA
|NA
|0.25%
|0.75%
|33.33%
|0.86
|-
|Laos
|9.15%
|NA
|NA
|NA
|NA
|NA
|NA
|-
|Latvia
|25.92%
|NA
|NA
|0.11%
|0.93%
|11.83%
|2.19
|-
|Lebanon
|15.14%
|12.99%
|1.17
|NA
|NA
|NA
|NA
|-
|Lithuania
|16.49%
|16.98%
|0.97
|0.12%
|0.90%
|13.33%
|1.24
|-
|Macedonia
|25.53%
|NA
|NA
|NA
|NA
|NA
|NA
|-
|Malaysia
|19.59%
|7.04%
|2.78
|0.45%
|0.70%
|64.29%
|0.30
|-
|Malta
|14.30%
|NA
|NA
|NA
|NA
|NA
|NA
|-
|Mauritius
|23.46%
|NA
|NA
|NA
|NA
|NA
|NA
|-
|Mexico
|25.12%
|17.21%
|1.46
|0.43%
|1.45%
|29.66%
|0.85
|-
|Mongolia
|18.99%
|NA
|NA
|NA
|NA
|NA
|NA
|-
|Montenegro
|16.30%
|NA
|NA
|NA
|NA
|NA
|NA
|-
|Morocco
|20.15%
|NA
|NA
|0.36%
|1.56%
|23.08%
|0.87
|-
|Namibia
|8.95%
|NA
|NA
|NA
|NA
|NA
|NA
|-
|Nigeria
|18.29%
|20.56%
|0.89
|0.40%
|3.59%
|11.14%
|1.64
|-
|Oman
|11.35%
|NA
|NA
|0.32%
|3.90%
|8.21%
|1.38
|-
|Pakistan
|26.57%
|14.04%
|1.89
|0.27%
|4.51%
|5.99%
|4.44
|-
|Palestine
|8.35%
|NA
|NA
|NA
|NA
|NA
|NA
|-
|Panama
|10.82%
|NA
|NA
|0.32%
|0.95%
|33.68%
|0.32
|-
|Peru
|21.56%
|24.77%
|0.87
|0.32%
|1.04%
|30.77%
|0.70
|-
|Philippines
|33.62%
|29.83%
|1.13
|0.42%
|0.67%
|62.69%
|0.54
|-
|Qatar
|18.63%
|NA
|NA
|0.45%
|0.74%
|60.81%
|0.31
|-
|Romania
|24.24%
|23.64%
|1.03
|0.43%
|1.22%
|35.25%
|0.69
|-
|Russia
|25.91%
|17.26%
|1.50
|0.56%
|1.47%
|38.10%
|0.68
|-
|Rwanda
|NA
|NA
|NA
|0.47%
|3.72%
|12.63%
|NA
|-
|Saudi Arabia
|17.96%
|27.96%
|0.64
|0.47%
|1.12%
|41.96%
|0.43
|-
|Senegal
|NA
|NA
|NA
|0.54%
|2.94%
|18.37%
|NA
|-
|Serbia
|10.74%
|NA
|NA
|0.16%
|1.61%
|9.94%
|1.08
|-
|Singapore
|22.75%
|NA
|NA
|NA
|NA
|NA
|NA
|-
|Slovakia
|21.07%
|NA
|NA
|0.22%
|0.79%
|27.85%
|0.76
|-
|Slovenia
|20.75%
|5.00%
|4.15
|0.21%
|1.06%
|19.81%
|1.05
|-
|South Africa
|29.99%
|17.86%
|1.68
|0.26%
|2.93%
|8.87%
|3.38
|-
|Sri Lanka
|26.71%
|NA
|NA
|0.48%
|12.19%
|3.94%
|6.78
|-
|Taiwan
|21.51%
|NA
|NA
|NA
|NA
|NA
|NA
|-
|Tanzania
|10.61%
|NA
|NA
|NA
|NA
|NA
|NA
|-
|Thailand
|30.12%
|31.01%
|0.97
|0.37%
|0.62%
|59.68%
|0.50
|-
|Tunisia
|10.57%
|NA
|NA
|0.48%
|4.85%
|9.90%
|1.07
|-
|Turkey
|26.30%
|16.22%
|1.62
|0.52%
|3.31%
|15.71%
|1.67
|-
|UAE
|28.20%
|NA
|NA
|NA
|NA
|NA
|NA
|-
|Ukraine
|5.97%
|13.34%
|0.45
|0.36%
|4.18%
|8.61%
|0.69
|-
|Uruguay
|NA
|NA
|NA
|0.58%
|1.27%
|45.67%
|NA
|-
|US
|33.85%
|NA
|NA
|NA
|NA
|NA
|NA
|-
|Venezuela
|64.98%
|NA
|NA
|NA
|NA
|NA
|NA
|-
|Vietnam
|26.12%
|NA
|NA
|0.32%
|1.49%
|21.48%
|1.22
|-
|Zambia
|NA
|NA
|NA
|0.54%
|NA
|NA
|NA
|-
|Average
|
|
|1.81
|
|
|
|1.35
|-
|Median
|
|
|1.48
|
|
|
|1.03
|-
|Median
|
|
|1.49
|
|
|
|1.03
|}

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