Template:Equity vs Govt Bond vol
Date: Feb-21
| 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 |