Fundamental Evaluation Series: 2-year yield spread vs. GBP/USD
Oct 31, 2017 09:42 am UTC| Commentary Central Banks
The chart above shows, how the relationship between GBP/USD and 2-year yield divergence has unfolded since 2012. The cosy relationship between the yield spread and the exchange rate, in this case, is quite visible. Back...

Fundamental Evaluation Series: USDJPY vs. 2-year yield spread
Oct 31, 2017 08:30 am UTC| Commentary Central Banks
This one pair has been at odds with yield divergence throughout early 2016 as the yen benefited from risk aversion and due to market participants doubts on BoJs abilities to ease policies further. It had shown...

USD/DKK vs. 2-year yield spread
Oct 31, 2017 07:23 am UTC| Commentary Central Banks
The chart above shows, how the relationship between USD/DKK and 2-year yield spread has unfolded since 2012. It can be seen that the pair and the yield spread between 2-year treasury and 2-year Danish government bond...

Fundamental Evaluation Series: USD/SEK vs. 2-year yield spread
Oct 31, 2017 07:10 am UTC| Commentary Central Banks
The chart above shows, how the relationship between USD/SEK and 2-year yield spread has unfolded since 2012. The Sveriges Riksbank (SRB) began reducing interest rates (repo rates) in the aftermath of the Great...

Fundamental Evaluation Series: USD/CZK vs. 2-year yield spread
Oct 31, 2017 06:59 am UTC| Commentary Central Banks
The chart above shows, how the relationship between USD/CZK and 2-year yield spread has unfolded since 2012. It can be seen even with a naked eye, that the pair and the yield spread between 2-year treasury and 2-year...

Fundamental Evaluation Series: USD/NOK vs. 2-year yield spread
Oct 31, 2017 06:50 am UTC| Commentary Central Banks
The chart above shows, how the relationship between USD/NOK and 2-year yield spread has unfolded since 2012. It can be seen that the pair and the yield spread between 2-year treasury and 2-year Danish government bond...
FxWirePro: Is buzz in VXY in the wake of Fed hawks and ECB doves reliable?
Oct 30, 2017 12:37 pm UTC| Research & Analysis Insights & Views Central Banks
What remains to be discussed is the significant USD strength. There is an easy explanation, namely the surprisingly strong US GDP growth figures released on Friday (Q3 2017: +3% QoQ in annualized terms; the forecast was c....