USD/JPY correlation The USD/JPY positively correlates with the USD/CHF because, aside from utilizing the US dollar as the base currency, the Swiss franc is the other currency that investors see as a safe haven. On the other hand, the USD/JPY is inversely tied to gold. As a result, gol...
USD/JPY is the abbreviation for the U.S. dollar and Japanese yen cross. Trading this currency pair is known as the "gopher". The USD/JPY tends to have a positive correlation with the USD/CHF and USD/CAD, they all use the U.S. dollar as the base currency. The Yen is sensitive to...
long gold is favorable for an investor with log utility, but hardly profitable over the long haul. fred-xau-tips.ipynb : Gold and Treasury TIPS, their daily relationship Using monthly data we previously found that there is strong correlation between gold and real rates, so we investigate this...
Factor models and the correlation structure of interest rates: Some evidence for USD, GBP, DEM and JPY The aim of this paper is to develop models for producing accurate forecasts for the correlation of spot and forward interest rates. Correlation forecasts g... Ilias,Lekko - 《Journal of ...