EUR/AUD and GBP/JPY 2002-2008: "trivial" intermarket correlations only EUR/AUD and GBP/USD 2002-2008: intermarket correlations EUR/AUD and USD/CAD 2002-2008: leader-follower correlations EUR/AUD and USD/JPY 2002-2008: asymmetric "contrarian" correlations EUR/CHF and EUR/JPY 2002-2008: "trivial" intermarket correlations EUR/CHF and GBP/JPY 2002-2008: "trivial" intermarket correlations EUR/CHF and GBP/USD 2002-2008: leader-follower correlations EUR/CHF and USD/CAD 2002-2008: weak and "trivial" correlations USD/JPY and EUR/CHF 2002-2008: leader-follower relationship EUR/JPY and GBP/JPY 2002-2008: "trivial" intermarket correlations EUR/JPY and GBP/USD 2002-2008: asymmetric leader-follower correlations