Fundamental Evaluation Series: GBP/USD vs. yield divergence review
Jun 27, 2017 09:26 am UTC| Commentary
The chart above shows, how the relationship between GBP/USD and 2-year yield divergence has unfolded since 2012. The cozy relationship between the yield spread and the exchange rate, in this case, is quite visible. Back...
Fundamental Evaluation Series: Yield spread vs. EUR/USD
Jun 27, 2017 07:36 am UTC| Commentary
The chart above shows, how the relationship between EUR/USD and 2-year yield divergence has unfolded since 2012. It is evident that these short rates have been a key influencing factor for the pair as policy divergence...
Fundamental Evaluation Series: Long-term yield spread vs. EUR/GBP
May 12, 2017 09:31 am UTC| Commentary
This chart shows the performance of EUR/GBP exchange rate in contrast to the performance of long-term yield divergence between 10-year German bund and 10-year UK gilt. During our evaluation period beginning August...
Fundamental Evaluation Series: USD/CHF vs. yield divergence
May 12, 2017 08:48 am UTC| Commentary
During our evaluation period beginning 2012, the yield spread between the US 2-year bond and a Swiss equivalent has widened by almost 200 basis points but the exchange rate hasnt followed through as much as it should have...
Fundamental Evaluation Series: USD/JPY vs. yield divergence
May 12, 2017 08:40 am UTC| Commentary
This one pair has been at odds with yield divergence throughout 2016 as the yen benefited from risk aversion and due to market participants doubts on BoJs abilities to ease policies further. It had shown excellent...
Fundamental Evaluation Series: Yield spread vs. GBP/USD
May 12, 2017 08:29 am UTC| Commentary
The chart above shows, how the relationship between GBP/USD and 2-year yield divergence has unfolded since 2012. The cozy relationship between the yield spread and the exchange rate, in this case, is quite visible....
Fundamental Evaluation Series: Yield spread vs. EUR/USD
May 12, 2017 05:57 am UTC| Commentary
The chart above shows, how the relationship between EUR/USD and 2 year yield divergence has unfolded since 2012. It is evident that these short rates have been a key influencing factor for the pair as policy divergence...
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