FTSE 100

Product · UN · 2 documents

Key number

84.19%

DRP severity coverage of maximum drawdown. Research Square p.4

Key number

67.09%

S&P 500 shock transmission to others during COVID-19. Economy p.28

When Do Distributional Alarms Improve Downside Risk Control? Evidence from Four Equity Markets

Research paperResearch SquareNovember 202615 pages

Across seven historical market episodes, the DRP monitor detects 21 of 28 cases compared to 15 for RV22.

Flickering Safe Havens: Time-Varying Properties in Global Equity Markets During COVID-19 and the Russia-Ukraine War

Research paperEconomyOctober 202663 pages

The study uses daily data from January 2015 to November 2025 to test gold, U.S. Treasuries, the Swiss franc and Bitcoin as safe havens for four equity markets.